CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 09-Dec-2021
Day Change Summary
Previous Current
08-Dec-2021 09-Dec-2021 Change Change % Previous Week
Open 1.1366 1.1388 0.0022 0.2% 1.1362
High 1.1435 1.1388 -0.0047 -0.4% 1.1440
Low 1.1357 1.1359 0.0002 0.0% 1.1361
Close 1.1435 1.1371 -0.0064 -0.6% 1.1397
Range 0.0078 0.0029 -0.0049 -62.6% 0.0079
ATR
Volume 10 2 -8 -80.0% 87
Daily Pivots for day following 09-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1460 1.1444 1.1386
R3 1.1431 1.1415 1.1378
R2 1.1402 1.1402 1.1376
R1 1.1386 1.1386 1.1373 1.1379
PP 1.1373 1.1373 1.1373 1.1369
S1 1.1357 1.1357 1.1368 1.1350
S2 1.1344 1.1344 1.1365
S3 1.1315 1.1328 1.1363
S4 1.1286 1.1299 1.1355
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1636 1.1595 1.1440
R3 1.1557 1.1516 1.1418
R2 1.1478 1.1478 1.1411
R1 1.1437 1.1437 1.1404 1.1458
PP 1.1399 1.1399 1.1399 1.1409
S1 1.1358 1.1358 1.1389 1.1379
S2 1.1320 1.1320 1.1382
S3 1.1241 1.1279 1.1375
S4 1.1162 1.1200 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1435 1.1349 0.0086 0.8% 0.0043 0.4% 26% False False 5
10 1.1440 1.1349 0.0092 0.8% 0.0037 0.3% 24% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1511
2.618 1.1464
1.618 1.1435
1.000 1.1417
0.618 1.1406
HIGH 1.1388
0.618 1.1377
0.500 1.1374
0.382 1.1370
LOW 1.1359
0.618 1.1341
1.000 1.1330
1.618 1.1312
2.618 1.1283
4.250 1.1236
Fisher Pivots for day following 09-Dec-2021
Pivot 1 day 3 day
R1 1.1374 1.1392
PP 1.1373 1.1385
S1 1.1372 1.1378

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

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