CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 1.1374 1.1410 0.0037 0.3% 1.1423
High 1.1395 1.1410 0.0015 0.1% 1.1457
Low 1.1360 1.1402 0.0042 0.4% 1.1372
Close 1.1395 1.1402 0.0007 0.1% 1.1376
Range 0.0035 0.0008 -0.0027 -77.1% 0.0085
ATR 0.0048 0.0045 -0.0002 -4.9% 0.0000
Volume 3 2 -1 -33.3% 19
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1429 1.1423 1.1406
R3 1.1421 1.1415 1.1404
R2 1.1413 1.1413 1.1403
R1 1.1407 1.1407 1.1403 1.1406
PP 1.1405 1.1405 1.1405 1.1404
S1 1.1399 1.1399 1.1401 1.1398
S2 1.1397 1.1397 1.1401
S3 1.1389 1.1391 1.1400
S4 1.1381 1.1383 1.1398
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 1.1360 0.0097 0.8% 0.0037 0.3% 44% False False 4
10 1.1471 1.1360 0.0111 1.0% 0.0035 0.3% 38% False False 4
20 1.1471 1.1312 0.0159 1.4% 0.0027 0.2% 57% False False 35
40 1.1809 1.1312 0.0497 4.4% 0.0027 0.2% 18% False False 51
60 1.1809 1.1312 0.0497 4.4% 0.0024 0.2% 18% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1444
2.618 1.1431
1.618 1.1423
1.000 1.1418
0.618 1.1415
HIGH 1.1410
0.618 1.1407
0.500 1.1406
0.382 1.1405
LOW 1.1402
0.618 1.1397
1.000 1.1394
1.618 1.1389
2.618 1.1381
4.250 1.1368
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 1.1406 1.1408
PP 1.1405 1.1406
S1 1.1403 1.1404

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

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