CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1320 |
1.1358 |
0.0038 |
0.3% |
1.1341 |
| High |
1.1388 |
1.1375 |
-0.0013 |
-0.1% |
1.1388 |
| Low |
1.1308 |
1.1260 |
-0.0048 |
-0.4% |
1.1248 |
| Close |
1.1351 |
1.1277 |
-0.0074 |
-0.6% |
1.1277 |
| Range |
0.0080 |
0.0115 |
0.0035 |
43.8% |
0.0141 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.5% |
0.0000 |
| Volume |
170,296 |
139,763 |
-30,533 |
-17.9% |
754,115 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1649 |
1.1578 |
1.1340 |
|
| R3 |
1.1534 |
1.1463 |
1.1309 |
|
| R2 |
1.1419 |
1.1419 |
1.1298 |
|
| R1 |
1.1348 |
1.1348 |
1.1288 |
1.1326 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1293 |
| S1 |
1.1233 |
1.1233 |
1.1266 |
1.1211 |
| S2 |
1.1189 |
1.1189 |
1.1256 |
|
| S3 |
1.1074 |
1.1118 |
1.1245 |
|
| S4 |
1.0959 |
1.1003 |
1.1214 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1726 |
1.1642 |
1.1354 |
|
| R3 |
1.1585 |
1.1501 |
1.1316 |
|
| R2 |
1.1445 |
1.1445 |
1.1303 |
|
| R1 |
1.1361 |
1.1361 |
1.1290 |
1.1333 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1290 |
| S1 |
1.1220 |
1.1220 |
1.1264 |
1.1192 |
| S2 |
1.1164 |
1.1164 |
1.1251 |
|
| S3 |
1.1023 |
1.1080 |
1.1238 |
|
| S4 |
1.0883 |
1.0939 |
1.1200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0081 |
0.7% |
21% |
False |
False |
150,823 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0073 |
0.7% |
21% |
False |
False |
190,567 |
| 20 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0075 |
0.7% |
28% |
False |
False |
100,666 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
11% |
False |
False |
50,923 |
| 60 |
1.1792 |
1.1222 |
0.0570 |
5.1% |
0.0062 |
0.5% |
10% |
False |
False |
34,127 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
8% |
False |
False |
25,685 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
7% |
False |
False |
20,554 |
| 120 |
1.1973 |
1.1222 |
0.0751 |
6.7% |
0.0055 |
0.5% |
7% |
False |
False |
17,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1864 |
|
2.618 |
1.1676 |
|
1.618 |
1.1561 |
|
1.000 |
1.1490 |
|
0.618 |
1.1446 |
|
HIGH |
1.1375 |
|
0.618 |
1.1331 |
|
0.500 |
1.1318 |
|
0.382 |
1.1304 |
|
LOW |
1.1260 |
|
0.618 |
1.1189 |
|
1.000 |
1.1145 |
|
1.618 |
1.1074 |
|
2.618 |
1.0959 |
|
4.250 |
1.0771 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1318 |
1.1318 |
| PP |
1.1304 |
1.1304 |
| S1 |
1.1291 |
1.1291 |
|