CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 15-Dec-2021
Day Change Summary
Previous Current
14-Dec-2021 15-Dec-2021 Change Change % Previous Week
Open 1.1376 1.1403 0.0027 0.2% 1.1400
High 1.1376 1.1403 0.0027 0.2% 1.1471
Low 1.1376 1.1372 -0.0005 0.0% 1.1385
Close 1.1376 1.1392 0.0016 0.1% 1.1431
Range 0.0000 0.0031 0.0031 0.0086
ATR 0.0046 0.0045 -0.0001 -2.3% 0.0000
Volume 0 3 3 92
Daily Pivots for day following 15-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1482 1.1468 1.1409
R3 1.1451 1.1437 1.1401
R2 1.1420 1.1420 1.1398
R1 1.1406 1.1406 1.1395 1.1397
PP 1.1389 1.1389 1.1389 1.1384
S1 1.1375 1.1375 1.1389 1.1366
S2 1.1358 1.1358 1.1386
S3 1.1327 1.1344 1.1383
S4 1.1296 1.1313 1.1375
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 1.1433 1.1372 0.0061 0.5% 0.0024 0.2% 34% False True 2
10 1.1471 1.1372 0.0099 0.9% 0.0029 0.3% 21% False True 13
20 1.1493 1.1312 0.0181 1.6% 0.0026 0.2% 44% False False 44
40 1.1809 1.1312 0.0497 4.4% 0.0025 0.2% 16% False False 52
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1534
2.618 1.1484
1.618 1.1453
1.000 1.1434
0.618 1.1422
HIGH 1.1403
0.618 1.1391
0.500 1.1387
0.382 1.1383
LOW 1.1372
0.618 1.1352
1.000 1.1341
1.618 1.1321
2.618 1.1290
4.250 1.1240
Fisher Pivots for day following 15-Dec-2021
Pivot 1 day 3 day
R1 1.1390 1.1397
PP 1.1389 1.1396
S1 1.1387 1.1394

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

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