CME Euro FX (E) Future December 2022

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	1.1425	1.1380	-0.0045	-0.4%	1.1423
High	1.1449	1.1457	0.0008	0.1%	1.1457
Low	1.1421	1.1373	-0.0049	-0.4%	1.1372
Close	1.1447	1.1376	-0.0071	-0.6%	1.1376
Range	0.0028	0.0084	0.0057	205.5%	0.0085
ATR	0.0046	0.0049	0.0003	5.9%	0.0000
Volume	13	2	-11	-84.6%	19

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1654	1.1599	1.1422
R3	1.1570	1.1515	1.1399
R2	1.1486	1.1486	1.1391
R1	1.1431	1.1431	1.1383	1.1416
PP	1.1402	1.1402	1.1402	1.1394
S1	1.1347	1.1347	1.1368	1.1332
S2	1.1318	1.1318	1.1360
S3	1.1234	1.1263	1.1352
S4	1.1150	1.1179	1.1329

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.1656	1.1601	1.1422
R3	1.1571	1.1516	1.1399
R2	1.1486	1.1486	1.1391
R1	1.1431	1.1431	1.1383	1.1416
PP	1.1401	1.1401	1.1401	1.1394
S1	1.1346	1.1346	1.1368	1.1331
S2	1.1316	1.1316	1.1360
S3	1.1231	1.1261	1.1352
S4	1.1146	1.1176	1.1329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1457	1.1372	0.0085	0.7%	0.0034	0.3%	5%	True	False	3
10	1.1471	1.1372	0.0099	0.9%	0.0031	0.3%	4%	False	False	11
20	1.1471	1.1312	0.0159	1.4%	0.0029	0.3%	40%	False	False	40
40	1.1809	1.1312	0.0497	4.4%	0.0027	0.2%	13%	False	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1.1814
2.618	1.1676
1.618	1.1592
1.000	1.1541
0.618	1.1508
HIGH	1.1457
0.618	1.1424
0.500	1.1415
0.382	1.1405
LOW	1.1373
0.618	1.1321
1.000	1.1289
1.618	1.1237
2.618	1.1153
4.250	1.1016

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	1.1415	1.1414
PP	1.1402	1.1401
S1	1.1389	1.1388

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