CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 13-Jan-2022
Day Change Summary
Previous Current
12-Jan-2022 13-Jan-2022 Change Change % Previous Week
Open 1.1496 1.1587 0.0091 0.8% 1.1398
High 1.1572 1.1587 0.0015 0.1% 1.1487
Low 1.1482 1.1578 0.0096 0.8% 1.1395
Close 1.1572 1.1584 0.0012 0.1% 1.1487
Range 0.0090 0.0009 -0.0082 -90.6% 0.0092
ATR 0.0047 0.0045 -0.0002 -4.9% 0.0000
Volume 220 122 -98 -44.5% 8
Daily Pivots for day following 13-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1608 1.1604 1.1588
R3 1.1600 1.1596 1.1586
R2 1.1591 1.1591 1.1585
R1 1.1587 1.1587 1.1584 1.1585
PP 1.1583 1.1583 1.1583 1.1582
S1 1.1579 1.1579 1.1583 1.1577
S2 1.1574 1.1574 1.1582
S3 1.1566 1.1570 1.1581
S4 1.1557 1.1562 1.1579
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 1.1587 1.1447 0.0140 1.2% 0.0027 0.2% 98% True False 131
10 1.1587 1.1395 0.0192 1.7% 0.0025 0.2% 98% True False 66
20 1.1587 1.1360 0.0227 2.0% 0.0025 0.2% 99% True False 34
40 1.1587 1.1312 0.0275 2.4% 0.0026 0.2% 99% True False 39
60 1.1809 1.1312 0.0497 4.3% 0.0025 0.2% 55% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1623
2.618 1.1609
1.618 1.1600
1.000 1.1595
0.618 1.1592
HIGH 1.1587
0.618 1.1583
0.500 1.1582
0.382 1.1581
LOW 1.1578
0.618 1.1573
1.000 1.1570
1.618 1.1564
2.618 1.1556
4.250 1.1542
Fisher Pivots for day following 13-Jan-2022
Pivot 1 day 3 day
R1 1.1583 1.1563
PP 1.1583 1.1543
S1 1.1582 1.1523

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

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