CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1296 |
1.1368 |
0.0072 |
0.6% |
1.1330 |
| High |
1.1382 |
1.1372 |
-0.0011 |
-0.1% |
1.1417 |
| Low |
1.1295 |
1.1305 |
0.0010 |
0.1% |
1.1271 |
| Close |
1.1377 |
1.1315 |
-0.0063 |
-0.5% |
1.1341 |
| Range |
0.0087 |
0.0067 |
-0.0021 |
-23.6% |
0.0146 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
258,829 |
419,322 |
160,493 |
62.0% |
90,356 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1489 |
1.1351 |
|
| R3 |
1.1463 |
1.1422 |
1.1333 |
|
| R2 |
1.1397 |
1.1397 |
1.1327 |
|
| R1 |
1.1356 |
1.1356 |
1.1321 |
1.1343 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1324 |
| S1 |
1.1289 |
1.1289 |
1.1308 |
1.1277 |
| S2 |
1.1264 |
1.1264 |
1.1302 |
|
| S3 |
1.1197 |
1.1223 |
1.1296 |
|
| S4 |
1.1131 |
1.1156 |
1.1278 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1707 |
1.1421 |
|
| R3 |
1.1635 |
1.1561 |
1.1381 |
|
| R2 |
1.1489 |
1.1489 |
1.1367 |
|
| R1 |
1.1415 |
1.1415 |
1.1354 |
1.1452 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1361 |
| S1 |
1.1269 |
1.1269 |
1.1327 |
1.1306 |
| S2 |
1.1197 |
1.1197 |
1.1314 |
|
| S3 |
1.1051 |
1.1123 |
1.1300 |
|
| S4 |
1.0905 |
1.0977 |
1.1260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1382 |
1.1257 |
0.0125 |
1.1% |
0.0067 |
0.6% |
46% |
False |
False |
189,950 |
| 10 |
1.1417 |
1.1238 |
0.0179 |
1.6% |
0.0075 |
0.7% |
43% |
False |
False |
102,600 |
| 20 |
1.1519 |
1.1222 |
0.0298 |
2.6% |
0.0070 |
0.6% |
31% |
False |
False |
52,447 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0065 |
0.6% |
18% |
False |
False |
26,619 |
| 60 |
1.1866 |
1.1222 |
0.0644 |
5.7% |
0.0060 |
0.5% |
14% |
False |
False |
17,899 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0055 |
0.5% |
13% |
False |
False |
13,489 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
13% |
False |
False |
10,798 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.2% |
0.0054 |
0.5% |
11% |
False |
False |
9,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1546 |
|
1.618 |
1.1479 |
|
1.000 |
1.1438 |
|
0.618 |
1.1413 |
|
HIGH |
1.1372 |
|
0.618 |
1.1346 |
|
0.500 |
1.1338 |
|
0.382 |
1.1330 |
|
LOW |
1.1305 |
|
0.618 |
1.1264 |
|
1.000 |
1.1239 |
|
1.618 |
1.1197 |
|
2.618 |
1.1131 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1320 |
| PP |
1.1330 |
1.1318 |
| S1 |
1.1322 |
1.1316 |
|