CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 1.1410 1.1405 -0.0005 0.0% 1.1373
High 1.1440 1.1425 -0.0016 -0.1% 1.1440
Low 1.1398 1.1331 -0.0067 -0.6% 1.1331
Close 1.1411 1.1339 -0.0072 -0.6% 1.1339
Range 0.0043 0.0094 0.0052 121.2% 0.0110
ATR 0.0052 0.0055 0.0003 5.8% 0.0000
Volume 14 38 24 171.4% 66
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1647 1.1587 1.1390
R3 1.1553 1.1493 1.1364
R2 1.1459 1.1459 1.1356
R1 1.1399 1.1399 1.1347 1.1382
PP 1.1365 1.1365 1.1365 1.1356
S1 1.1305 1.1305 1.1330 1.1288
S2 1.1271 1.1271 1.1321
S3 1.1177 1.1211 1.1313
S4 1.1083 1.1117 1.1287
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1698 1.1628 1.1399
R3 1.1589 1.1518 1.1369
R2 1.1479 1.1479 1.1359
R1 1.1409 1.1409 1.1349 1.1389
PP 1.1370 1.1370 1.1370 1.1360
S1 1.1299 1.1299 1.1328 1.1280
S2 1.1260 1.1260 1.1318
S3 1.1151 1.1190 1.1308
S4 1.1041 1.1080 1.1278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1440 1.1331 0.0110 1.0% 0.0041 0.4% 7% False True 13
10 1.1440 1.1331 0.0110 1.0% 0.0042 0.4% 7% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1824
2.618 1.1671
1.618 1.1577
1.000 1.1519
0.618 1.1483
HIGH 1.1425
0.618 1.1389
0.500 1.1378
0.382 1.1366
LOW 1.1331
0.618 1.1272
1.000 1.1237
1.618 1.1178
2.618 1.1084
4.250 1.0931
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 1.1378 1.1385
PP 1.1365 1.1370
S1 1.1352 1.1354

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

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