CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 1.1459 1.1496 0.0038 0.3% 1.1398
High 1.1491 1.1572 0.0081 0.7% 1.1487
Low 1.1459 1.1482 0.0024 0.2% 1.1395
Close 1.1491 1.1572 0.0081 0.7% 1.1487
Range 0.0033 0.0090 0.0058 176.9% 0.0092
ATR 0.0044 0.0047 0.0003 7.5% 0.0000
Volume 172 220 48 27.9% 8
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1812 1.1782 1.1622
R3 1.1722 1.1692 1.1597
R2 1.1632 1.1632 1.1589
R1 1.1602 1.1602 1.1580 1.1617
PP 1.1542 1.1542 1.1542 1.1550
S1 1.1512 1.1512 1.1564 1.1527
S2 1.1452 1.1452 1.1556
S3 1.1362 1.1422 1.1547
S4 1.1272 1.1332 1.1523
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 1.1572 1.1408 0.0164 1.4% 0.0026 0.2% 100% True False 108
10 1.1572 1.1395 0.0177 1.5% 0.0024 0.2% 100% True False 54
20 1.1572 1.1360 0.0212 1.8% 0.0026 0.2% 100% True False 28
40 1.1572 1.1312 0.0261 2.3% 0.0027 0.2% 100% True False 38
60 1.1809 1.1312 0.0497 4.3% 0.0025 0.2% 52% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1.1955
2.618 1.1808
1.618 1.1718
1.000 1.1662
0.618 1.1628
HIGH 1.1572
0.618 1.1538
0.500 1.1527
0.382 1.1516
LOW 1.1482
0.618 1.1426
1.000 1.1392
1.618 1.1336
2.618 1.1246
4.250 1.1100
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 1.1557 1.1551
PP 1.1542 1.1530
S1 1.1527 1.1510

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.