CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1299 |
1.1304 |
0.0005 |
0.0% |
1.1341 |
| High |
1.1325 |
1.1364 |
0.0039 |
0.3% |
1.1388 |
| Low |
1.1282 |
1.1285 |
0.0004 |
0.0% |
1.1248 |
| Close |
1.1303 |
1.1354 |
0.0052 |
0.5% |
1.1277 |
| Range |
0.0044 |
0.0079 |
0.0036 |
81.6% |
0.0141 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.8% |
0.0000 |
| Volume |
120,979 |
127,139 |
6,160 |
5.1% |
754,115 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1542 |
1.1397 |
|
| R3 |
1.1492 |
1.1463 |
1.1376 |
|
| R2 |
1.1413 |
1.1413 |
1.1368 |
|
| R1 |
1.1384 |
1.1384 |
1.1361 |
1.1399 |
| PP |
1.1334 |
1.1334 |
1.1334 |
1.1342 |
| S1 |
1.1305 |
1.1305 |
1.1347 |
1.1320 |
| S2 |
1.1255 |
1.1255 |
1.1340 |
|
| S3 |
1.1176 |
1.1226 |
1.1332 |
|
| S4 |
1.1097 |
1.1147 |
1.1311 |
|
|
| 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 |
1.1259 |
0.0130 |
1.1% |
0.0077 |
0.7% |
74% |
False |
False |
136,131 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0072 |
0.6% |
76% |
False |
False |
176,572 |
| 20 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0073 |
0.6% |
68% |
False |
False |
118,821 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0071 |
0.6% |
26% |
False |
False |
60,148 |
| 60 |
1.1733 |
1.1222 |
0.0511 |
4.5% |
0.0063 |
0.6% |
26% |
False |
False |
40,280 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0059 |
0.5% |
18% |
False |
False |
30,317 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
18% |
False |
False |
24,259 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0056 |
0.5% |
18% |
False |
False |
20,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1571 |
|
1.618 |
1.1492 |
|
1.000 |
1.1443 |
|
0.618 |
1.1413 |
|
HIGH |
1.1364 |
|
0.618 |
1.1334 |
|
0.500 |
1.1325 |
|
0.382 |
1.1315 |
|
LOW |
1.1285 |
|
0.618 |
1.1236 |
|
1.000 |
1.1206 |
|
1.618 |
1.1157 |
|
2.618 |
1.1078 |
|
4.250 |
1.0949 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1340 |
| PP |
1.1334 |
1.1326 |
| S1 |
1.1325 |
1.1311 |
|