CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1294 |
1.1342 |
0.0048 |
0.4% |
1.1289 |
| High |
1.1386 |
1.1363 |
-0.0023 |
-0.2% |
1.1325 |
| Low |
1.1238 |
1.1305 |
0.0068 |
0.6% |
1.1190 |
| Close |
1.1327 |
1.1321 |
-0.0006 |
-0.1% |
1.1306 |
| Range |
0.0149 |
0.0058 |
-0.0091 |
-60.9% |
0.0135 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
315,551 |
195,363 |
-120,188 |
-38.1% |
856,539 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1470 |
1.1352 |
|
| R3 |
1.1446 |
1.1412 |
1.1336 |
|
| R2 |
1.1388 |
1.1388 |
1.1331 |
|
| R1 |
1.1354 |
1.1354 |
1.1326 |
1.1342 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1323 |
| S1 |
1.1296 |
1.1296 |
1.1315 |
1.1284 |
| S2 |
1.1272 |
1.1272 |
1.1310 |
|
| S3 |
1.1214 |
1.1238 |
1.1305 |
|
| S4 |
1.1156 |
1.1180 |
1.1289 |
|
|
| 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 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0088 |
0.8% |
67% |
False |
False |
227,760 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0080 |
0.7% |
67% |
False |
False |
213,915 |
| 20 |
1.1625 |
1.1190 |
0.0435 |
3.8% |
0.0074 |
0.6% |
30% |
False |
False |
189,271 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0065 |
0.6% |
25% |
False |
False |
174,768 |
| 60 |
1.1874 |
1.1190 |
0.0684 |
6.0% |
0.0060 |
0.5% |
19% |
False |
False |
175,425 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0057 |
0.5% |
18% |
False |
False |
134,857 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0057 |
0.5% |
17% |
False |
False |
107,964 |
| 120 |
1.2190 |
1.1190 |
0.1000 |
8.8% |
0.0058 |
0.5% |
13% |
False |
False |
90,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1610 |
|
2.618 |
1.1515 |
|
1.618 |
1.1457 |
|
1.000 |
1.1421 |
|
0.618 |
1.1399 |
|
HIGH |
1.1363 |
|
0.618 |
1.1341 |
|
0.500 |
1.1334 |
|
0.382 |
1.1327 |
|
LOW |
1.1305 |
|
0.618 |
1.1269 |
|
1.000 |
1.1247 |
|
1.618 |
1.1211 |
|
2.618 |
1.1153 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1334 |
1.1318 |
| PP |
1.1330 |
1.1315 |
| S1 |
1.1325 |
1.1312 |
|