CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1319 |
1.1341 |
0.0022 |
0.2% |
1.1341 |
| High |
1.1352 |
1.1346 |
-0.0006 |
0.0% |
1.1382 |
| Low |
1.1291 |
1.1287 |
-0.0005 |
0.0% |
1.1257 |
| Close |
1.1339 |
1.1316 |
-0.0023 |
-0.2% |
1.1339 |
| Range |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0125 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
221,692 |
151,971 |
-69,721 |
-31.4% |
1,151,561 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1495 |
1.1465 |
1.1349 |
|
| R3 |
1.1435 |
1.1405 |
1.1332 |
|
| R2 |
1.1376 |
1.1376 |
1.1327 |
|
| R1 |
1.1346 |
1.1346 |
1.1321 |
1.1331 |
| PP |
1.1316 |
1.1316 |
1.1316 |
1.1309 |
| S1 |
1.1286 |
1.1286 |
1.1311 |
1.1272 |
| S2 |
1.1257 |
1.1257 |
1.1305 |
|
| S3 |
1.1197 |
1.1227 |
1.1300 |
|
| S4 |
1.1138 |
1.1167 |
1.1283 |
|
|
| 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% |
0.0069 |
0.6% |
47% |
False |
False |
241,322 |
| 10 |
1.1417 |
1.1257 |
0.0160 |
1.4% |
0.0071 |
0.6% |
37% |
False |
False |
138,958 |
| 20 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0073 |
0.6% |
34% |
False |
False |
70,987 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0066 |
0.6% |
19% |
False |
False |
35,933 |
| 60 |
1.1800 |
1.1222 |
0.0579 |
5.1% |
0.0059 |
0.5% |
16% |
False |
False |
24,112 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
13% |
False |
False |
18,159 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
13% |
False |
False |
14,533 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.2% |
0.0054 |
0.5% |
12% |
False |
False |
12,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1599 |
|
2.618 |
1.1502 |
|
1.618 |
1.1442 |
|
1.000 |
1.1406 |
|
0.618 |
1.1383 |
|
HIGH |
1.1346 |
|
0.618 |
1.1323 |
|
0.500 |
1.1316 |
|
0.382 |
1.1309 |
|
LOW |
1.1287 |
|
0.618 |
1.1250 |
|
1.000 |
1.1227 |
|
1.618 |
1.1190 |
|
2.618 |
1.1131 |
|
4.250 |
1.1034 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1329 |
| PP |
1.1316 |
1.1325 |
| S1 |
1.1316 |
1.1320 |
|