CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1343 |
1.1293 |
-0.0050 |
-0.4% |
1.1313 |
| High |
1.1346 |
1.1324 |
-0.0022 |
-0.2% |
1.1356 |
| Low |
1.1279 |
1.1266 |
-0.0013 |
-0.1% |
1.1229 |
| Close |
1.1289 |
1.1312 |
0.0023 |
0.2% |
1.1312 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.3% |
0.0128 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
470,618 |
119,604 |
-351,014 |
-74.6% |
1,427,865 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1476 |
1.1452 |
1.1344 |
|
| R3 |
1.1417 |
1.1394 |
1.1328 |
|
| R2 |
1.1359 |
1.1359 |
1.1322 |
|
| R1 |
1.1335 |
1.1335 |
1.1317 |
1.1347 |
| PP |
1.1300 |
1.1300 |
1.1300 |
1.1306 |
| S1 |
1.1277 |
1.1277 |
1.1306 |
1.1289 |
| S2 |
1.1242 |
1.1242 |
1.1301 |
|
| S3 |
1.1183 |
1.1218 |
1.1295 |
|
| S4 |
1.1125 |
1.1160 |
1.1279 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1624 |
1.1382 |
|
| R3 |
1.1554 |
1.1496 |
1.1347 |
|
| R2 |
1.1426 |
1.1426 |
1.1335 |
|
| R1 |
1.1369 |
1.1369 |
1.1323 |
1.1334 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1281 |
| S1 |
1.1241 |
1.1241 |
1.1300 |
1.1206 |
| S2 |
1.1171 |
1.1171 |
1.1288 |
|
| S3 |
1.1044 |
1.1114 |
1.1276 |
|
| S4 |
1.0916 |
1.0986 |
1.1241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1356 |
1.1229 |
0.0128 |
1.1% |
0.0067 |
0.6% |
65% |
False |
False |
285,573 |
| 10 |
1.1386 |
1.1229 |
0.0158 |
1.4% |
0.0070 |
0.6% |
53% |
False |
False |
243,846 |
| 20 |
1.1470 |
1.1190 |
0.0280 |
2.5% |
0.0074 |
0.6% |
43% |
False |
False |
220,234 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0068 |
0.6% |
24% |
False |
False |
193,945 |
| 60 |
1.1809 |
1.1190 |
0.0619 |
5.5% |
0.0062 |
0.6% |
20% |
False |
False |
181,005 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
16% |
False |
False |
156,992 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0057 |
0.5% |
16% |
False |
False |
125,724 |
| 120 |
1.2016 |
1.1190 |
0.0826 |
7.3% |
0.0057 |
0.5% |
15% |
False |
False |
104,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1573 |
|
2.618 |
1.1477 |
|
1.618 |
1.1419 |
|
1.000 |
1.1383 |
|
0.618 |
1.1360 |
|
HIGH |
1.1324 |
|
0.618 |
1.1302 |
|
0.500 |
1.1295 |
|
0.382 |
1.1288 |
|
LOW |
1.1266 |
|
0.618 |
1.1229 |
|
1.000 |
1.1207 |
|
1.618 |
1.1171 |
|
2.618 |
1.1112 |
|
4.250 |
1.1017 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1306 |
1.1311 |
| PP |
1.1300 |
1.1311 |
| S1 |
1.1295 |
1.1311 |
|