CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1304 |
-0.0016 |
-0.1% |
1.1300 |
| High |
1.1350 |
1.1336 |
-0.0014 |
-0.1% |
1.1386 |
| Low |
1.1297 |
1.1269 |
-0.0029 |
-0.3% |
1.1238 |
| Close |
1.1299 |
1.1314 |
0.0015 |
0.1% |
1.1314 |
| Range |
0.0053 |
0.0068 |
0.0015 |
27.4% |
0.0149 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
154,645 |
195,525 |
40,880 |
26.4% |
1,010,603 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1479 |
1.1351 |
|
| R3 |
1.1441 |
1.1411 |
1.1332 |
|
| R2 |
1.1374 |
1.1374 |
1.1326 |
|
| R1 |
1.1344 |
1.1344 |
1.1320 |
1.1359 |
| PP |
1.1306 |
1.1306 |
1.1306 |
1.1314 |
| S1 |
1.1276 |
1.1276 |
1.1307 |
1.1291 |
| S2 |
1.1239 |
1.1239 |
1.1301 |
|
| S3 |
1.1171 |
1.1209 |
1.1295 |
|
| S4 |
1.1104 |
1.1141 |
1.1276 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1684 |
1.1395 |
|
| R3 |
1.1609 |
1.1536 |
1.1354 |
|
| R2 |
1.1461 |
1.1461 |
1.1341 |
|
| R1 |
1.1387 |
1.1387 |
1.1327 |
1.1424 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1331 |
| S1 |
1.1239 |
1.1239 |
1.1300 |
1.1276 |
| S2 |
1.1164 |
1.1164 |
1.1286 |
|
| S3 |
1.1015 |
1.1090 |
1.1273 |
|
| S4 |
1.0867 |
1.0942 |
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 |
1.1238 |
0.0149 |
1.3% |
0.0074 |
0.7% |
51% |
False |
False |
202,120 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0079 |
0.7% |
63% |
False |
False |
212,070 |
| 20 |
1.1616 |
1.1190 |
0.0426 |
3.8% |
0.0072 |
0.6% |
29% |
False |
False |
190,078 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0066 |
0.6% |
24% |
False |
False |
175,991 |
| 60 |
1.1873 |
1.1190 |
0.0683 |
6.0% |
0.0061 |
0.5% |
18% |
False |
False |
170,115 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0057 |
0.5% |
17% |
False |
False |
139,216 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0056 |
0.5% |
16% |
False |
False |
111,457 |
| 120 |
1.2177 |
1.1190 |
0.0987 |
8.7% |
0.0058 |
0.5% |
13% |
False |
False |
92,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1513 |
|
1.618 |
1.1445 |
|
1.000 |
1.1404 |
|
0.618 |
1.1378 |
|
HIGH |
1.1336 |
|
0.618 |
1.1310 |
|
0.500 |
1.1302 |
|
0.382 |
1.1294 |
|
LOW |
1.1269 |
|
0.618 |
1.1227 |
|
1.000 |
1.1201 |
|
1.618 |
1.1159 |
|
2.618 |
1.1092 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1310 |
1.1316 |
| PP |
1.1306 |
1.1315 |
| S1 |
1.1302 |
1.1314 |
|