CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	1.1426	1.1413	-0.0014	-0.1%	1.1400
High	1.1431	1.1433	0.0002	0.0%	1.1471
Low	1.1407	1.1396	-0.0011	-0.1%	1.1385
Close	1.1407	1.1431	0.0025	0.2%	1.1431
Range	0.0025	0.0037	0.0013	51.0%	0.0086
ATR	0.0049	0.0048	-0.0001	-1.8%	0.0000
Volume	5	2	-3	-60.0%	92

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1531	1.1518	1.1451
R3	1.1494	1.1481	1.1441
R2	1.1457	1.1457	1.1438
R1	1.1444	1.1444	1.1434	1.1450
PP	1.1420	1.1420	1.1420	1.1423
S1	1.1407	1.1407	1.1428	1.1413
S2	1.1383	1.1383	1.1424
S3	1.1346	1.1370	1.1421
S4	1.1309	1.1333	1.1411

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1687	1.1645	1.1478
R3	1.1601	1.1559	1.1455
R2	1.1515	1.1515	1.1447
R1	1.1473	1.1473	1.1439	1.1494
PP	1.1429	1.1429	1.1429	1.1439
S1	1.1387	1.1387	1.1423	1.1408
S2	1.1343	1.1343	1.1415
S3	1.1257	1.1301	1.1407
S4	1.1171	1.1215	1.1384

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	0.8%	0.0028	0.2%	54%	False	False	18
10	1.1471	1.1385	0.0086	0.8%	0.0028	0.2%	54%	False	False	41
20	1.1583	1.1312	0.0272	2.4%	0.0031	0.3%	44%	False	False	70
40	1.1809	1.1312	0.0497	4.3%	0.0024	0.2%	24%	False	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1590
2.618	1.1529
1.618	1.1492
1.000	1.1470
0.618	1.1455
HIGH	1.1433
0.618	1.1418
0.500	1.1414
0.382	1.1410
LOW	1.1396
0.618	1.1373
1.000	1.1359
1.618	1.1336
2.618	1.1299
4.250	1.1238

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	1.1425	1.1431
PP	1.1420	1.1431
S1	1.1414	1.1431

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