CME Euro FX (E) Future September 2022

Trading Metrics calculated at close of trading on 22-Dec-2021

Day Change Summary
	Previous	Current
	21-Dec-2021	22-Dec-2021	Change	Change %	Previous Week
Open	1.1383	1.1367	-0.0017	-0.1%	1.1373
High	1.1383	1.1416	0.0033	0.3%	1.1440
Low	1.1364	1.1367	0.0003	0.0%	1.1331
Close	1.1364	1.1416	0.0052	0.5%	1.1339
Range	0.0019	0.0049	0.0030	157.9%	0.0110
ATR	0.0052	0.0052	0.0000	0.0%	0.0000
Volume	3	18	15	500.0%	66

Daily Pivots for day following 22-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1546	1.1530	1.1442
R3	1.1497	1.1481	1.1429
R2	1.1448	1.1448	1.1424
R1	1.1432	1.1432	1.1420	1.1440
PP	1.1399	1.1399	1.1399	1.1403
S1	1.1383	1.1383	1.1411	1.1391
S2	1.1350	1.1350	1.1407
S3	1.1301	1.1334	1.1402
S4	1.1252	1.1285	1.1389

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%	0.0045	0.4%	78%	False	False	32
10	1.1440	1.1331	0.0110	1.0%	0.0037	0.3%	78%	False	False	18
20	1.1440	1.1291	0.0149	1.3%	0.0037	0.3%	84%	False	False	15

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1624
2.618	1.1544
1.618	1.1495
1.000	1.1465
0.618	1.1446
HIGH	1.1416
0.618	1.1397
0.500	1.1391
0.382	1.1385
LOW	1.1367
0.618	1.1336
1.000	1.1318
1.618	1.1287
2.618	1.1238
4.250	1.1158

Fisher Pivots for day following 22-Dec-2021
Pivot	1 day	3 day
R1	1.1407	1.1406
PP	1.1399	1.1396
S1	1.1391	1.1387

Download as Excel Spreadsheet

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

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