CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 09-Dec-2022
Day Change Summary
Previous Current
08-Dec-2022 09-Dec-2022 Change Change % Previous Week
Open 1.0517 1.0564 0.0047 0.4% 1.0549
High 1.0573 1.0596 0.0023 0.2% 1.0606
Low 1.0497 1.0500 0.0004 0.0% 1.0453
Close 1.0568 1.0553 -0.0015 -0.1% 1.0553
Range 0.0077 0.0096 0.0019 24.8% 0.0154
ATR 0.0117 0.0115 -0.0002 -1.3% 0.0000
Volume 175,731 208,338 32,607 18.6% 1,013,910
Daily Pivots for day following 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0836 1.0790 1.0606
R3 1.0741 1.0695 1.0579
R2 1.0645 1.0645 1.0571
R1 1.0599 1.0599 1.0562 1.0574
PP 1.0550 1.0550 1.0550 1.0537
S1 1.0504 1.0504 1.0544 1.0479
S2 1.0454 1.0454 1.0535
S3 1.0359 1.0408 1.0527
S4 1.0263 1.0313 1.0500
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 1.0998 1.0929 1.0637
R3 1.0844 1.0775 1.0595
R2 1.0691 1.0691 1.0581
R1 1.0622 1.0622 1.0567 1.0656
PP 1.0537 1.0537 1.0537 1.0554
S1 1.0468 1.0468 1.0539 1.0503
S2 1.0384 1.0384 1.0525
S3 1.0230 1.0315 1.0511
S4 1.0077 1.0161 1.0469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0606 1.0453 0.0154 1.5% 0.0094 0.9% 65% False False 202,782
10 1.0606 1.0305 0.0302 2.9% 0.0111 1.1% 82% False False 219,336
20 1.0606 1.0190 0.0417 3.9% 0.0114 1.1% 87% False False 214,709
40 1.0606 0.9746 0.0861 8.2% 0.0121 1.1% 94% False False 220,187
60 1.0606 0.9592 0.1014 9.6% 0.0124 1.2% 95% False False 231,107
80 1.0606 0.9592 0.1014 9.6% 0.0121 1.1% 95% False False 188,936
100 1.0606 0.9592 0.1014 9.6% 0.0116 1.1% 95% False False 151,429
120 1.0750 0.9592 0.1158 11.0% 0.0115 1.1% 83% False False 126,390
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1001
2.618 1.0846
1.618 1.0750
1.000 1.0691
0.618 1.0655
HIGH 1.0596
0.618 1.0559
0.500 1.0548
0.382 1.0536
LOW 1.0500
0.618 1.0441
1.000 1.0405
1.618 1.0345
2.618 1.0250
4.250 1.0094
Fisher Pivots for day following 09-Dec-2022
Pivot 1 day 3 day
R1 1.0551 1.0543
PP 1.0550 1.0534
S1 1.0548 1.0524

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

View Archives - Comment on this page... - Back to Index of Symbols