CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 11-Jan-2022
Day Change Summary
Previous Current
10-Jan-2022 11-Jan-2022 Change Change % Previous Week
Open 1.1452 1.1459 0.0007 0.1% 1.1398
High 1.1452 1.1491 0.0040 0.3% 1.1487
Low 1.1447 1.1459 0.0012 0.1% 1.1395
Close 1.1447 1.1491 0.0044 0.4% 1.1487
Range 0.0005 0.0033 0.0028 622.2% 0.0092
ATR 0.0044 0.0044 0.0000 0.0% 0.0000
Volume 145 172 27 18.6% 8
Daily Pivots for day following 11-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1578 1.1567 1.1509
R3 1.1545 1.1534 1.1500
R2 1.1513 1.1513 1.1497
R1 1.1502 1.1502 1.1494 1.1507
PP 1.1480 1.1480 1.1480 1.1483
S1 1.1469 1.1469 1.1488 1.1475
S2 1.1448 1.1448 1.1485
S3 1.1415 1.1437 1.1482
S4 1.1383 1.1404 1.1473
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 1.1491 1.1395 0.0096 0.8% 0.0015 0.1% 100% True False 64
10 1.1491 1.1395 0.0096 0.8% 0.0020 0.2% 100% True False 32
20 1.1491 1.1360 0.0131 1.1% 0.0021 0.2% 100% True False 17
40 1.1583 1.1312 0.0272 2.4% 0.0027 0.2% 66% False False 37
60 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 36% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1629
2.618 1.1576
1.618 1.1544
1.000 1.1524
0.618 1.1511
HIGH 1.1491
0.618 1.1479
0.500 1.1475
0.382 1.1471
LOW 1.1459
0.618 1.1438
1.000 1.1426
1.618 1.1406
2.618 1.1373
4.250 1.1320
Fisher Pivots for day following 11-Jan-2022
Pivot 1 day 3 day
R1 1.1486 1.1484
PP 1.1480 1.1476
S1 1.1475 1.1469

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

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