CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 31-Dec-2021
Day Change Summary
Previous Current
30-Dec-2021 31-Dec-2021 Change Change % Previous Week
Open 1.1448 1.1505 0.0057 0.5% 1.1447
High 1.1448 1.1487 0.0039 0.3% 1.1487
Low 1.1448 1.1430 -0.0018 -0.2% 1.1412
Close 1.1448 1.1505 0.0057 0.5% 1.1505
Range 0.0000 0.0057 0.0057 0.0076
ATR 0.0041 0.0042 0.0001 2.9% 0.0000
Volume
Daily Pivots for day following 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1645 1.1632 1.1536
R3 1.1588 1.1575 1.1520
R2 1.1531 1.1531 1.1515
R1 1.1518 1.1518 1.1510 1.1533
PP 1.1474 1.1474 1.1474 1.1482
S1 1.1461 1.1461 1.1499 1.1476
S2 1.1417 1.1417 1.1494
S3 1.1360 1.1404 1.1489
S4 1.1303 1.1347 1.1473
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1694 1.1675 1.1546
R3 1.1619 1.1599 1.1525
R2 1.1543 1.1543 1.1518
R1 1.1524 1.1524 1.1511 1.1534
PP 1.1468 1.1468 1.1468 1.1473
S1 1.1448 1.1448 1.1498 1.1458
S2 1.1392 1.1392 1.1491
S3 1.1317 1.1373 1.1484
S4 1.1241 1.1297 1.1463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1487 1.1412 0.0076 0.7% 0.0022 0.2% 123% True False 1
10 1.1487 1.1360 0.0127 1.1% 0.0028 0.2% 114% True False 1
20 1.1487 1.1360 0.0127 1.1% 0.0028 0.2% 114% True False 6
40 1.1713 1.1312 0.0401 3.5% 0.0029 0.2% 48% False False 38
60 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 39% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1729
2.618 1.1636
1.618 1.1579
1.000 1.1544
0.618 1.1522
HIGH 1.1487
0.618 1.1465
0.500 1.1459
0.382 1.1452
LOW 1.1430
0.618 1.1395
1.000 1.1373
1.618 1.1338
2.618 1.1281
4.250 1.1188
Fisher Pivots for day following 31-Dec-2021
Pivot 1 day 3 day
R1 1.1489 1.1486
PP 1.1474 1.1468
S1 1.1459 1.1449

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

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