CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 14-Dec-2021
Day Change Summary
Previous Current
13-Dec-2021 14-Dec-2021 Change Change % Previous Week
Open 1.1373 1.1400 0.0027 0.2% 1.1380
High 1.1373 1.1400 0.0027 0.2% 1.1435
Low 1.1373 1.1341 -0.0033 -0.3% 1.1349
Close 1.1373 1.1341 -0.0033 -0.3% 1.1396
Range 0.0000 0.0060 0.0060 0.0086
ATR 0.0051 0.0052 0.0001 1.1% 0.0000
Volume 0 2 2 32
Daily Pivots for day following 14-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1539 1.1499 1.1373
R3 1.1479 1.1440 1.1357
R2 1.1420 1.1420 1.1351
R1 1.1380 1.1380 1.1346 1.1370
PP 1.1360 1.1360 1.1360 1.1355
S1 1.1321 1.1321 1.1335 1.1311
S2 1.1301 1.1301 1.1330
S3 1.1241 1.1261 1.1324
S4 1.1182 1.1202 1.1308
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1651 1.1609 1.1443
R3 1.1565 1.1523 1.1419
R2 1.1479 1.1479 1.1411
R1 1.1437 1.1437 1.1403 1.1458
PP 1.1393 1.1393 1.1393 1.1403
S1 1.1351 1.1351 1.1388 1.1372
S2 1.1307 1.1307 1.1380
S3 1.1221 1.1265 1.1372
S4 1.1135 1.1179 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1435 1.1341 0.0094 0.8% 0.0043 0.4% 0% False True 4
10 1.1438 1.1341 0.0098 0.9% 0.0040 0.4% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1653
2.618 1.1556
1.618 1.1496
1.000 1.1460
0.618 1.1437
HIGH 1.1400
0.618 1.1377
0.500 1.1370
0.382 1.1363
LOW 1.1341
0.618 1.1304
1.000 1.1281
1.618 1.1244
2.618 1.1185
4.250 1.1088
Fisher Pivots for day following 14-Dec-2021
Pivot 1 day 3 day
R1 1.1370 1.1370
PP 1.1360 1.1360
S1 1.1350 1.1350

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

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