CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 10-Jan-2022
Day Change Summary
Previous Current
07-Jan-2022 10-Jan-2022 Change Change % Previous Week
Open 1.1487 1.1452 -0.0036 -0.3% 1.1398
High 1.1487 1.1452 -0.0036 -0.3% 1.1487
Low 1.1487 1.1447 -0.0040 -0.3% 1.1395
Close 1.1487 1.1447 -0.0040 -0.3% 1.1487
Range 0.0000 0.0005 0.0005 0.0092
ATR 0.0044 0.0044 0.0000 -0.7% 0.0000
Volume 0 145 145 8
Daily Pivots for day following 10-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1462 1.1459 1.1449
R3 1.1458 1.1455 1.1448
R2 1.1453 1.1453 1.1448
R1 1.1450 1.1450 1.1447 1.1449
PP 1.1449 1.1449 1.1449 1.1448
S1 1.1446 1.1446 1.1447 1.1445
S2 1.1444 1.1444 1.1446
S3 1.1440 1.1441 1.1446
S4 1.1435 1.1437 1.1445
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1732 1.1702 1.1538
R3 1.1640 1.1610 1.1512
R2 1.1548 1.1548 1.1504
R1 1.1518 1.1518 1.1495 1.1533
PP 1.1456 1.1456 1.1456 1.1464
S1 1.1426 1.1426 1.1479 1.1441
S2 1.1364 1.1364 1.1470
S3 1.1272 1.1334 1.1462
S4 1.1180 1.1242 1.1436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1487 1.1395 0.0092 0.8% 0.0008 0.1% 57% False False 30
10 1.1487 1.1395 0.0092 0.8% 0.0017 0.1% 57% False False 15
20 1.1487 1.1360 0.0127 1.1% 0.0021 0.2% 69% False False 9
40 1.1583 1.1312 0.0272 2.4% 0.0026 0.2% 50% False False 39
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 27% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1471
2.618 1.1463
1.618 1.1459
1.000 1.1456
0.618 1.1454
HIGH 1.1452
0.618 1.1450
0.500 1.1449
0.382 1.1449
LOW 1.1447
0.618 1.1444
1.000 1.1443
1.618 1.1440
2.618 1.1435
4.250 1.1428
Fisher Pivots for day following 10-Jan-2022
Pivot 1 day 3 day
R1 1.1449 1.1448
PP 1.1449 1.1447
S1 1.1448 1.1447

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

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