CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 07-Jan-2022
Day Change Summary
Previous Current
06-Jan-2022 07-Jan-2022 Change Change % Previous Week
Open 1.1410 1.1487 0.0077 0.7% 1.1398
High 1.1410 1.1487 0.0077 0.7% 1.1487
Low 1.1408 1.1487 0.0079 0.7% 1.1395
Close 1.1408 1.1487 0.0079 0.7% 1.1487
Range 0.0002 0.0000 -0.0002 -100.0% 0.0092
ATR 0.0042 0.0044 0.0003 6.4% 0.0000
Volume 5 0 -5 -100.0% 8
Daily Pivots for day following 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1487 1.1487 1.1487
R3 1.1487 1.1487 1.1487
R2 1.1487 1.1487 1.1487
R1 1.1487 1.1487 1.1487 1.1487
PP 1.1487 1.1487 1.1487 1.1487
S1 1.1487 1.1487 1.1487 1.1487
S2 1.1487 1.1487 1.1487
S3 1.1487 1.1487 1.1487
S4 1.1487 1.1487 1.1487
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 1.1732 1.1702 1.1538
R3 1.1640 1.1610 1.1512
R2 1.1548 1.1548 1.1504
R1 1.1518 1.1518 1.1495 1.1533
PP 1.1456 1.1456 1.1456 1.1464
S1 1.1426 1.1426 1.1479 1.1441
S2 1.1364 1.1364 1.1470
S3 1.1272 1.1334 1.1462
S4 1.1180 1.1242 1.1436
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% 0.0011 0.1% 100% True False 1
10 1.1487 1.1395 0.0092 0.8% 0.0016 0.1% 100% True False 1
20 1.1487 1.1360 0.0127 1.1% 0.0023 0.2% 100% True False 2
40 1.1598 1.1312 0.0286 2.5% 0.0027 0.2% 61% False False 36
60 1.1809 1.1312 0.0497 4.3% 0.0023 0.2% 35% False False 38
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 -0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1487
2.618 1.1487
1.618 1.1487
1.000 1.1487
0.618 1.1487
HIGH 1.1487
0.618 1.1487
0.500 1.1487
0.382 1.1487
LOW 1.1487
0.618 1.1487
1.000 1.1487
1.618 1.1487
2.618 1.1487
4.250 1.1487
Fisher Pivots for day following 07-Jan-2022
Pivot 1 day 3 day
R1 1.1487 1.1472
PP 1.1487 1.1456
S1 1.1487 1.1441

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

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