CME Euro FX (E) Future March 2022


Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary
Previous Current
15-Dec-2021 16-Dec-2021 Change Change % Previous Week
Open 1.1285 1.1320 0.0035 0.3% 1.1341
High 1.1326 1.1388 0.0062 0.5% 1.1382
Low 1.1248 1.1308 0.0061 0.5% 1.1257
Close 1.1298 1.1351 0.0053 0.5% 1.1339
Range 0.0079 0.0080 0.0002 1.9% 0.0125
ATR 0.0069 0.0071 0.0001 2.1% 0.0000
Volume 159,010 170,296 11,286 7.1% 1,151,561
Daily Pivots for day following 16-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1589 1.1550 1.1395
R3 1.1509 1.1470 1.1373
R2 1.1429 1.1429 1.1365
R1 1.1390 1.1390 1.1358 1.1409
PP 1.1349 1.1349 1.1349 1.1359
S1 1.1310 1.1310 1.1343 1.1329
S2 1.1269 1.1269 1.1336
S3 1.1189 1.1230 1.1329
S4 1.1109 1.1150 1.1307
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1701 1.1645 1.1407
R3 1.1576 1.1520 1.1373
R2 1.1451 1.1451 1.1361
R1 1.1395 1.1395 1.1350 1.1360
PP 1.1326 1.1326 1.1326 1.1309
S1 1.1270 1.1270 1.1327 1.1235
S2 1.1201 1.1201 1.1316
S3 1.1076 1.1145 1.1304
S4 1.0951 1.1020 1.1270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1388 1.1248 0.0141 1.2% 0.0070 0.6% 73% True False 167,208
10 1.1388 1.1248 0.0141 1.2% 0.0069 0.6% 73% True False 178,579
20 1.1417 1.1222 0.0196 1.7% 0.0072 0.6% 66% False False 93,795
40 1.1732 1.1222 0.0510 4.5% 0.0068 0.6% 25% False False 47,442
60 1.1795 1.1222 0.0573 5.0% 0.0061 0.5% 23% False False 31,807
80 1.1956 1.1222 0.0735 6.5% 0.0057 0.5% 18% False False 23,938
100 1.1965 1.1222 0.0743 6.5% 0.0054 0.5% 17% False False 19,156
120 1.1995 1.1222 0.0773 6.8% 0.0055 0.5% 17% False False 15,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1728
2.618 1.1597
1.618 1.1517
1.000 1.1468
0.618 1.1437
HIGH 1.1388
0.618 1.1357
0.500 1.1348
0.382 1.1339
LOW 1.1308
0.618 1.1259
1.000 1.1228
1.618 1.1179
2.618 1.1099
4.250 1.0968
Fisher Pivots for day following 16-Dec-2021
Pivot 1 day 3 day
R1 1.1350 1.1340
PP 1.1349 1.1329
S1 1.1348 1.1318

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

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