CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1345 |
1.1347 |
0.0002 |
0.0% |
1.1264 |
| High |
1.1356 |
1.1354 |
-0.0002 |
0.0% |
1.1364 |
| Low |
1.1323 |
1.1309 |
-0.0014 |
-0.1% |
1.1259 |
| Close |
1.1346 |
1.1322 |
-0.0024 |
-0.2% |
1.1358 |
| Range |
0.0033 |
0.0045 |
0.0012 |
36.9% |
0.0106 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
71,778 |
92,491 |
20,713 |
28.9% |
481,345 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1436 |
1.1346 |
|
| R3 |
1.1417 |
1.1392 |
1.1334 |
|
| R2 |
1.1373 |
1.1373 |
1.1330 |
|
| R1 |
1.1347 |
1.1347 |
1.1326 |
1.1338 |
| PP |
1.1328 |
1.1328 |
1.1328 |
1.1323 |
| S1 |
1.1303 |
1.1303 |
1.1318 |
1.1293 |
| S2 |
1.1284 |
1.1284 |
1.1314 |
|
| S3 |
1.1239 |
1.1258 |
1.1310 |
|
| S4 |
1.1195 |
1.1214 |
1.1298 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1606 |
1.1416 |
|
| R3 |
1.1538 |
1.1500 |
1.1387 |
|
| R2 |
1.1432 |
1.1432 |
1.1377 |
|
| R1 |
1.1395 |
1.1395 |
1.1367 |
1.1414 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1336 |
| S1 |
1.1289 |
1.1289 |
1.1348 |
1.1308 |
| S2 |
1.1221 |
1.1221 |
1.1338 |
|
| S3 |
1.1116 |
1.1184 |
1.1328 |
|
| S4 |
1.1010 |
1.1078 |
1.1299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1364 |
1.1282 |
0.0083 |
0.7% |
0.0050 |
0.4% |
49% |
False |
False |
104,626 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0066 |
0.6% |
53% |
False |
False |
124,775 |
| 20 |
1.1417 |
1.1248 |
0.0170 |
1.5% |
0.0069 |
0.6% |
44% |
False |
False |
131,867 |
| 40 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0067 |
0.6% |
23% |
False |
False |
66,936 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0062 |
0.5% |
20% |
False |
False |
44,821 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0059 |
0.5% |
14% |
False |
False |
33,743 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
14% |
False |
False |
27,008 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0055 |
0.5% |
14% |
False |
False |
22,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1543 |
|
2.618 |
1.1470 |
|
1.618 |
1.1426 |
|
1.000 |
1.1398 |
|
0.618 |
1.1381 |
|
HIGH |
1.1354 |
|
0.618 |
1.1337 |
|
0.500 |
1.1331 |
|
0.382 |
1.1326 |
|
LOW |
1.1309 |
|
0.618 |
1.1281 |
|
1.000 |
1.1265 |
|
1.618 |
1.1237 |
|
2.618 |
1.1192 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1331 |
1.1336 |
| PP |
1.1328 |
1.1331 |
| S1 |
1.1325 |
1.1327 |
|