CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1300 |
0.0097 |
0.9% |
1.1289 |
| High |
1.1325 |
1.1304 |
-0.0021 |
-0.2% |
1.1325 |
| Low |
1.1203 |
1.1262 |
0.0059 |
0.5% |
1.1190 |
| Close |
1.1306 |
1.1276 |
-0.0030 |
-0.3% |
1.1306 |
| Range |
0.0122 |
0.0043 |
-0.0080 |
-65.2% |
0.0135 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
272,394 |
149,519 |
-122,875 |
-45.1% |
856,539 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1385 |
1.1299 |
|
| R3 |
1.1366 |
1.1342 |
1.1288 |
|
| R2 |
1.1323 |
1.1323 |
1.1284 |
|
| R1 |
1.1300 |
1.1300 |
1.1280 |
1.1290 |
| PP |
1.1281 |
1.1281 |
1.1281 |
1.1276 |
| S1 |
1.1257 |
1.1257 |
1.1272 |
1.1248 |
| S2 |
1.1238 |
1.1238 |
1.1268 |
|
| S3 |
1.1196 |
1.1215 |
1.1264 |
|
| S4 |
1.1153 |
1.1172 |
1.1253 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1627 |
1.1380 |
|
| R3 |
1.1544 |
1.1492 |
1.1343 |
|
| R2 |
1.1409 |
1.1409 |
1.1331 |
|
| R1 |
1.1357 |
1.1357 |
1.1318 |
1.1383 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1287 |
| S1 |
1.1222 |
1.1222 |
1.1294 |
1.1248 |
| S2 |
1.1139 |
1.1139 |
1.1281 |
|
| S3 |
1.1004 |
1.1087 |
1.1269 |
|
| S4 |
1.0869 |
1.0952 |
1.1232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1325 |
1.1190 |
0.0135 |
1.2% |
0.0068 |
0.6% |
64% |
False |
False |
201,211 |
| 10 |
1.1470 |
1.1190 |
0.0280 |
2.5% |
0.0078 |
0.7% |
31% |
False |
False |
198,155 |
| 20 |
1.1625 |
1.1190 |
0.0435 |
3.9% |
0.0068 |
0.6% |
20% |
False |
False |
177,324 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0062 |
0.6% |
17% |
False |
False |
168,896 |
| 60 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
12% |
False |
False |
170,367 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0056 |
0.5% |
12% |
False |
False |
128,485 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0055 |
0.5% |
11% |
False |
False |
102,867 |
| 120 |
1.2236 |
1.1190 |
0.1046 |
9.3% |
0.0057 |
0.5% |
8% |
False |
False |
85,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1415 |
|
1.618 |
1.1373 |
|
1.000 |
1.1347 |
|
0.618 |
1.1330 |
|
HIGH |
1.1304 |
|
0.618 |
1.1288 |
|
0.500 |
1.1283 |
|
0.382 |
1.1278 |
|
LOW |
1.1262 |
|
0.618 |
1.1235 |
|
1.000 |
1.1219 |
|
1.618 |
1.1193 |
|
2.618 |
1.1150 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1270 |
| PP |
1.1281 |
1.1264 |
| S1 |
1.1278 |
1.1258 |
|