CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 30-Dec-2021
Day Change Summary
Previous Current
29-Dec-2021 30-Dec-2021 Change Change % Previous Week
Open 1.1412 1.1448 0.0037 0.3% 1.1374
High 1.1465 1.1448 -0.0017 -0.1% 1.1457
Low 1.1412 1.1448 0.0037 0.3% 1.1360
Close 1.1465 1.1448 -0.0017 -0.1% 1.1457
Range 0.0054 0.0000 -0.0054 -100.0% 0.0097
ATR 0.0042 0.0041 -0.0002 -4.3% 0.0000
Volume 2 0 -2 -100.0% 7
Daily Pivots for day following 30-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1448 1.1448 1.1448
R3 1.1448 1.1448 1.1448
R2 1.1448 1.1448 1.1448
R1 1.1448 1.1448 1.1448 1.1448
PP 1.1448 1.1448 1.1448 1.1448
S1 1.1448 1.1448 1.1448 1.1448
S2 1.1448 1.1448 1.1448
S3 1.1448 1.1448 1.1448
S4 1.1448 1.1448 1.1448
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1716 1.1683 1.1510
R3 1.1619 1.1586 1.1484
R2 1.1522 1.1522 1.1475
R1 1.1489 1.1489 1.1466 1.1506
PP 1.1425 1.1425 1.1425 1.1433
S1 1.1392 1.1392 1.1448 1.1409
S2 1.1328 1.1328 1.1439
S3 1.1231 1.1295 1.1430
S4 1.1134 1.1198 1.1404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1465 1.1412 0.0054 0.5% 0.0019 0.2% 68% False False 1
10 1.1465 1.1360 0.0105 0.9% 0.0025 0.2% 84% False False 2
20 1.1471 1.1360 0.0111 1.0% 0.0027 0.2% 80% False False 8
40 1.1733 1.1312 0.0422 3.7% 0.0028 0.2% 32% False False 38
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 27% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1448
2.618 1.1448
1.618 1.1448
1.000 1.1448
0.618 1.1448
HIGH 1.1448
0.618 1.1448
0.500 1.1448
0.382 1.1448
LOW 1.1448
0.618 1.1448
1.000 1.1448
1.618 1.1448
2.618 1.1448
4.250 1.1448
Fisher Pivots for day following 30-Dec-2021
Pivot 1 day 3 day
R1 1.1448 1.1445
PP 1.1448 1.1442
S1 1.1448 1.1438

These figures are updated between 7pm and 10pm EST after a trading day.

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