CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 1.1385 1.1409 0.0025 0.2% 1.1391
High 1.1385 1.1471 0.0086 0.8% 1.1460
Low 1.1385 1.1392 0.0008 0.1% 1.1391
Close 1.1385 1.1471 0.0086 0.8% 1.1432
Range 0.0000 0.0079 0.0079 0.0069
ATR 0.0045 0.0048 0.0003 6.5% 0.0000
Volume 35 12 -23 -65.7% 323
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1680 1.1654 1.1514
R3 1.1601 1.1575 1.1492
R2 1.1523 1.1523 1.1485
R1 1.1497 1.1497 1.1478 1.1510
PP 1.1444 1.1444 1.1444 1.1451
S1 1.1418 1.1418 1.1463 1.1431
S2 1.1366 1.1366 1.1456
S3 1.1287 1.1340 1.1449
S4 1.1209 1.1261 1.1427
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 1.1471 1.1385 0.0086 0.7% 0.0034 0.3% 100% True False 24
10 1.1471 1.1312 0.0159 1.4% 0.0026 0.2% 100% True False 50
20 1.1693 1.1312 0.0381 3.3% 0.0034 0.3% 42% False False 74
40 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 32% False False 56
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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1804
2.618 1.1676
1.618 1.1598
1.000 1.1549
0.618 1.1519
HIGH 1.1471
0.618 1.1441
0.500 1.1431
0.382 1.1422
LOW 1.1392
0.618 1.1343
1.000 1.1314
1.618 1.1265
2.618 1.1186
4.250 1.1058
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 1.1457 1.1456
PP 1.1444 1.1442
S1 1.1431 1.1428

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

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