CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 1.1424 1.1412 -0.0012 -0.1% 1.1374
High 1.1424 1.1465 0.0042 0.4% 1.1457
Low 1.1424 1.1412 -0.0012 -0.1% 1.1360
Close 1.1424 1.1465 0.0042 0.4% 1.1457
Range 0.0000 0.0054 0.0054 0.0097
ATR 0.0042 0.0042 0.0001 2.1% 0.0000
Volume 1 2 1 100.0% 7
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1608 1.1590 1.1494
R3 1.1554 1.1536 1.1480
R2 1.1501 1.1501 1.1475
R1 1.1483 1.1483 1.1470 1.1492
PP 1.1447 1.1447 1.1447 1.1452
S1 1.1429 1.1429 1.1460 1.1438
S2 1.1394 1.1394 1.1455
S3 1.1340 1.1376 1.1450
S4 1.1287 1.1322 1.1436
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1716 1.1683 1.1510
R3 1.1619 1.1586 1.1484
R2 1.1522 1.1522 1.1475
R1 1.1489 1.1489 1.1466 1.1506
PP 1.1425 1.1425 1.1425 1.1433
S1 1.1392 1.1392 1.1448 1.1409
S2 1.1328 1.1328 1.1439
S3 1.1231 1.1295 1.1430
S4 1.1134 1.1198 1.1404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1465 1.1412 0.0054 0.5% 0.0019 0.2% 100% True True 1
10 1.1465 1.1360 0.0105 0.9% 0.0028 0.2% 100% True False 3
20 1.1471 1.1360 0.0111 1.0% 0.0027 0.2% 95% False False 12
40 1.1733 1.1312 0.0422 3.7% 0.0028 0.2% 36% False False 38
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 31% False False 40
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 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1692
2.618 1.1605
1.618 1.1552
1.000 1.1519
0.618 1.1498
HIGH 1.1465
0.618 1.1445
0.500 1.1438
0.382 1.1432
LOW 1.1412
0.618 1.1378
1.000 1.1358
1.618 1.1325
2.618 1.1271
4.250 1.1184
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 1.1456 1.1456
PP 1.1447 1.1447
S1 1.1438 1.1438

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

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