CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1347 |
0.0043 |
0.4% |
1.1341 |
| High |
1.1364 |
1.1363 |
-0.0001 |
0.0% |
1.1388 |
| Low |
1.1285 |
1.1311 |
0.0026 |
0.2% |
1.1248 |
| Close |
1.1354 |
1.1358 |
0.0004 |
0.0% |
1.1277 |
| Range |
0.0079 |
0.0052 |
-0.0027 |
-34.2% |
0.0141 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
127,139 |
110,747 |
-16,392 |
-12.9% |
754,115 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1500 |
1.1481 |
1.1386 |
|
| R3 |
1.1448 |
1.1429 |
1.1372 |
|
| R2 |
1.1396 |
1.1396 |
1.1367 |
|
| R1 |
1.1377 |
1.1377 |
1.1362 |
1.1386 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1349 |
| S1 |
1.1325 |
1.1325 |
1.1353 |
1.1334 |
| S2 |
1.1292 |
1.1292 |
1.1348 |
|
| S3 |
1.1240 |
1.1273 |
1.1343 |
|
| S4 |
1.1188 |
1.1221 |
1.1329 |
|
|
| 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 |
1.1375 |
1.1259 |
0.0117 |
1.0% |
0.0072 |
0.6% |
85% |
False |
False |
124,221 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0071 |
0.6% |
78% |
False |
False |
145,715 |
| 20 |
1.1417 |
1.1238 |
0.0179 |
1.6% |
0.0073 |
0.6% |
67% |
False |
False |
124,158 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0071 |
0.6% |
27% |
False |
False |
62,906 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0062 |
0.5% |
27% |
False |
False |
42,113 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0059 |
0.5% |
19% |
False |
False |
31,699 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
19% |
False |
False |
25,366 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0055 |
0.5% |
18% |
False |
False |
21,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1499 |
|
1.618 |
1.1447 |
|
1.000 |
1.1415 |
|
0.618 |
1.1395 |
|
HIGH |
1.1363 |
|
0.618 |
1.1343 |
|
0.500 |
1.1337 |
|
0.382 |
1.1331 |
|
LOW |
1.1311 |
|
0.618 |
1.1279 |
|
1.000 |
1.1259 |
|
1.618 |
1.1227 |
|
2.618 |
1.1175 |
|
4.250 |
1.1090 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1346 |
| PP |
1.1344 |
1.1334 |
| S1 |
1.1337 |
1.1323 |
|