CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1264 |
-0.0094 |
-0.8% |
1.1341 |
| High |
1.1375 |
1.1327 |
-0.0048 |
-0.4% |
1.1388 |
| Low |
1.1260 |
1.1259 |
-0.0002 |
0.0% |
1.1248 |
| Close |
1.1277 |
1.1298 |
0.0021 |
0.2% |
1.1277 |
| Range |
0.0115 |
0.0069 |
-0.0047 |
-40.4% |
0.0141 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
139,763 |
122,480 |
-17,283 |
-12.4% |
754,115 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1467 |
1.1335 |
|
| R3 |
1.1431 |
1.1399 |
1.1316 |
|
| R2 |
1.1363 |
1.1363 |
1.1310 |
|
| R1 |
1.1330 |
1.1330 |
1.1304 |
1.1347 |
| PP |
1.1294 |
1.1294 |
1.1294 |
1.1303 |
| S1 |
1.1262 |
1.1262 |
1.1291 |
1.1278 |
| S2 |
1.1226 |
1.1226 |
1.1285 |
|
| S3 |
1.1157 |
1.1193 |
1.1279 |
|
| S4 |
1.1089 |
1.1125 |
1.1260 |
|
|
| 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% |
0.0083 |
0.7% |
36% |
False |
False |
144,924 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0076 |
0.7% |
36% |
False |
False |
193,123 |
| 20 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0072 |
0.6% |
39% |
False |
False |
106,702 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0071 |
0.6% |
15% |
False |
False |
53,973 |
| 60 |
1.1768 |
1.1222 |
0.0547 |
4.8% |
0.0062 |
0.5% |
14% |
False |
False |
36,162 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0058 |
0.5% |
10% |
False |
False |
27,216 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
10% |
False |
False |
21,778 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
10% |
False |
False |
18,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1506 |
|
1.618 |
1.1438 |
|
1.000 |
1.1396 |
|
0.618 |
1.1369 |
|
HIGH |
1.1327 |
|
0.618 |
1.1301 |
|
0.500 |
1.1293 |
|
0.382 |
1.1285 |
|
LOW |
1.1259 |
|
0.618 |
1.1216 |
|
1.000 |
1.1190 |
|
1.618 |
1.1148 |
|
2.618 |
1.1079 |
|
4.250 |
1.0967 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1296 |
1.1323 |
| PP |
1.1294 |
1.1315 |
| S1 |
1.1293 |
1.1306 |
|