CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 03-Jan-2022
Day Change Summary
Previous Current
31-Dec-2021 03-Jan-2022 Change Change % Previous Week
Open 1.1505 1.1398 -0.0107 -0.9% 1.1447
High 1.1487 1.1416 -0.0072 -0.6% 1.1487
Low 1.1430 1.1398 -0.0032 -0.3% 1.1412
Close 1.1505 1.1416 -0.0089 -0.8% 1.1505
Range 0.0057 0.0018 -0.0040 -69.3% 0.0076
ATR 0.0042 0.0046 0.0005 11.1% 0.0000
Volume 0 2 2 6
Daily Pivots for day following 03-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1462 1.1456 1.1425
R3 1.1445 1.1439 1.1420
R2 1.1427 1.1427 1.1419
R1 1.1421 1.1421 1.1417 1.1424
PP 1.1410 1.1410 1.1410 1.1411
S1 1.1404 1.1404 1.1414 1.1407
S2 1.1392 1.1392 1.1412
S3 1.1375 1.1386 1.1411
S4 1.1357 1.1369 1.1406
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1694 1.1675 1.1546
R3 1.1619 1.1599 1.1525
R2 1.1543 1.1543 1.1518
R1 1.1524 1.1524 1.1511 1.1534
PP 1.1468 1.1468 1.1468 1.1473
S1 1.1448 1.1448 1.1498 1.1458
S2 1.1392 1.1392 1.1491
S3 1.1317 1.1373 1.1484
S4 1.1241 1.1297 1.1463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1487 1.1398 0.0089 0.8% 0.0026 0.2% 20% False True 1
10 1.1487 1.1360 0.0127 1.1% 0.0021 0.2% 44% False False 1
20 1.1487 1.1360 0.0127 1.1% 0.0026 0.2% 44% False False 6
40 1.1713 1.1312 0.0401 3.5% 0.0029 0.3% 26% False False 38
60 1.1809 1.1312 0.0497 4.4% 0.0024 0.2% 21% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1490
2.618 1.1461
1.618 1.1444
1.000 1.1433
0.618 1.1426
HIGH 1.1416
0.618 1.1409
0.500 1.1407
0.382 1.1405
LOW 1.1398
0.618 1.1387
1.000 1.1381
1.618 1.1370
2.618 1.1352
4.250 1.1324
Fisher Pivots for day following 03-Jan-2022
Pivot 1 day 3 day
R1 1.1413 1.1443
PP 1.1410 1.1434
S1 1.1407 1.1425

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

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