CME Euro FX (E) Future March 2022
| 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 |
1.1368 |
1.1319 |
-0.0049 |
-0.4% |
1.1341 |
| High |
1.1372 |
1.1352 |
-0.0020 |
-0.2% |
1.1382 |
| Low |
1.1305 |
1.1291 |
-0.0014 |
-0.1% |
1.1257 |
| Close |
1.1315 |
1.1339 |
0.0024 |
0.2% |
1.1339 |
| Range |
0.0067 |
0.0061 |
-0.0006 |
-9.0% |
0.0125 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
419,322 |
221,692 |
-197,630 |
-47.1% |
1,151,561 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1509 |
1.1484 |
1.1372 |
|
| R3 |
1.1448 |
1.1424 |
1.1355 |
|
| R2 |
1.1388 |
1.1388 |
1.1350 |
|
| R1 |
1.1363 |
1.1363 |
1.1344 |
1.1375 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1333 |
| S1 |
1.1303 |
1.1303 |
1.1333 |
1.1315 |
| S2 |
1.1267 |
1.1267 |
1.1327 |
|
| S3 |
1.1206 |
1.1242 |
1.1322 |
|
| S4 |
1.1146 |
1.1182 |
1.1305 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1645 |
1.1407 |
|
| R3 |
1.1576 |
1.1520 |
1.1373 |
|
| R2 |
1.1451 |
1.1451 |
1.1361 |
|
| R1 |
1.1395 |
1.1395 |
1.1350 |
1.1360 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1309 |
| S1 |
1.1270 |
1.1270 |
1.1327 |
1.1235 |
| S2 |
1.1201 |
1.1201 |
1.1316 |
|
| S3 |
1.1076 |
1.1145 |
1.1304 |
|
| S4 |
1.0951 |
1.1020 |
1.1270 |
|
|
| 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% |
0.0066 |
0.6% |
65% |
False |
False |
230,312 |
| 10 |
1.1417 |
1.1257 |
0.0160 |
1.4% |
0.0069 |
0.6% |
51% |
False |
False |
124,191 |
| 20 |
1.1497 |
1.1222 |
0.0275 |
2.4% |
0.0071 |
0.6% |
43% |
False |
False |
63,470 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0065 |
0.6% |
23% |
False |
False |
32,150 |
| 60 |
1.1835 |
1.1222 |
0.0613 |
5.4% |
0.0060 |
0.5% |
19% |
False |
False |
21,586 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
16% |
False |
False |
16,260 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0054 |
0.5% |
16% |
False |
False |
13,014 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.2% |
0.0054 |
0.5% |
14% |
False |
False |
10,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1510 |
|
1.618 |
1.1449 |
|
1.000 |
1.1412 |
|
0.618 |
1.1389 |
|
HIGH |
1.1352 |
|
0.618 |
1.1328 |
|
0.500 |
1.1321 |
|
0.382 |
1.1314 |
|
LOW |
1.1291 |
|
0.618 |
1.1254 |
|
1.000 |
1.1231 |
|
1.618 |
1.1193 |
|
2.618 |
1.1133 |
|
4.250 |
1.1034 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1333 |
1.1338 |
| PP |
1.1327 |
1.1337 |
| S1 |
1.1321 |
1.1337 |
|