CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 06-Dec-2021
Day Change Summary
Previous Current
03-Dec-2021 06-Dec-2021 Change Change % Previous Week
Open 1.1432 1.1400 -0.0032 -0.3% 1.1391
High 1.1444 1.1400 -0.0045 -0.4% 1.1460
Low 1.1395 1.1400 0.0005 0.0% 1.1391
Close 1.1432 1.1400 -0.0032 -0.3% 1.1432
Range 0.0049 0.0000 -0.0049 -100.0% 0.0069
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 5 38 33 660.0% 323
Daily Pivots for day following 06-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1400 1.1400 1.1400
R3 1.1400 1.1400 1.1400
R2 1.1400 1.1400 1.1400
R1 1.1400 1.1400 1.1400 1.1400
PP 1.1400 1.1400 1.1400 1.1400
S1 1.1400 1.1400 1.1400 1.1400
S2 1.1400 1.1400 1.1400
S3 1.1400 1.1400 1.1400
S4 1.1400 1.1400 1.1400
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1635 1.1602 1.1469
R3 1.1566 1.1533 1.1450
R2 1.1497 1.1497 1.1444
R1 1.1464 1.1464 1.1438 1.1480
PP 1.1428 1.1428 1.1428 1.1436
S1 1.1395 1.1395 1.1425 1.1411
S2 1.1359 1.1359 1.1419
S3 1.1290 1.1326 1.1413
S4 1.1221 1.1257 1.1394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1460 1.1395 0.0065 0.6% 0.0026 0.2% 7% False False 71
10 1.1460 1.1312 0.0149 1.3% 0.0023 0.2% 59% False False 69
20 1.1713 1.1312 0.0401 3.5% 0.0030 0.3% 22% False False 72
40 1.1809 1.1312 0.0497 4.4% 0.0022 0.2% 18% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1400
1.618 1.1400
1.000 1.1400
0.618 1.1400
HIGH 1.1400
0.618 1.1400
0.500 1.1400
0.382 1.1400
LOW 1.1400
0.618 1.1400
1.000 1.1400
1.618 1.1400
2.618 1.1400
4.250 1.1400
Fisher Pivots for day following 06-Dec-2021
Pivot 1 day 3 day
R1 1.1400 1.1428
PP 1.1400 1.1418
S1 1.1400 1.1409

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

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