CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 05-Jan-2022
Day Change Summary
Previous Current
04-Jan-2022 05-Jan-2022 Change Change % Previous Week
Open 1.1405 1.1395 -0.0010 -0.1% 1.1447
High 1.1405 1.1429 0.0024 0.2% 1.1487
Low 1.1405 1.1395 -0.0010 -0.1% 1.1412
Close 1.1405 1.1429 0.0024 0.2% 1.1505
Range 0.0000 0.0034 0.0034 0.0076
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 0 1 1 6
Daily Pivots for day following 05-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1520 1.1508 1.1448
R3 1.1486 1.1474 1.1438
R2 1.1452 1.1452 1.1435
R1 1.1440 1.1440 1.1432 1.1446
PP 1.1418 1.1418 1.1418 1.1421
S1 1.1406 1.1406 1.1426 1.1412
S2 1.1384 1.1384 1.1423
S3 1.1350 1.1372 1.1420
S4 1.1316 1.1338 1.1410
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 1.1395 0.0092 0.8% 0.0022 0.2% 37% False True
10 1.1487 1.1395 0.0092 0.8% 0.0020 0.2% 37% False True 1
20 1.1487 1.1360 0.0127 1.1% 0.0028 0.2% 54% False False 2
40 1.1713 1.1312 0.0401 3.5% 0.0029 0.3% 29% False False 38
60 1.1809 1.1312 0.0497 4.3% 0.0024 0.2% 24% False False 39
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1574
2.618 1.1518
1.618 1.1484
1.000 1.1463
0.618 1.1450
HIGH 1.1429
0.618 1.1416
0.500 1.1412
0.382 1.1408
LOW 1.1395
0.618 1.1374
1.000 1.1361
1.618 1.1340
2.618 1.1306
4.250 1.1251
Fisher Pivots for day following 05-Jan-2022
Pivot 1 day 3 day
R1 1.1423 1.1423
PP 1.1418 1.1418
S1 1.1412 1.1412

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

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