CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1329 |
-0.0018 |
-0.2% |
1.1264 |
| High |
1.1354 |
1.1391 |
0.0037 |
0.3% |
1.1364 |
| Low |
1.1309 |
1.1292 |
-0.0017 |
-0.2% |
1.1259 |
| Close |
1.1322 |
1.1363 |
0.0041 |
0.4% |
1.1358 |
| Range |
0.0045 |
0.0099 |
0.0054 |
121.3% |
0.0106 |
| ATR |
0.0066 |
0.0069 |
0.0002 |
3.5% |
0.0000 |
| Volume |
92,491 |
186,225 |
93,734 |
101.3% |
481,345 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1602 |
1.1417 |
|
| R3 |
1.1546 |
1.1504 |
1.1390 |
|
| R2 |
1.1447 |
1.1447 |
1.1381 |
|
| R1 |
1.1405 |
1.1405 |
1.1372 |
1.1426 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1359 |
| S1 |
1.1307 |
1.1307 |
1.1354 |
1.1328 |
| S2 |
1.1250 |
1.1250 |
1.1345 |
|
| S3 |
1.1152 |
1.1208 |
1.1336 |
|
| S4 |
1.1053 |
1.1110 |
1.1309 |
|
|
| 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 |
1.1391 |
1.1285 |
0.0106 |
0.9% |
0.0061 |
0.5% |
74% |
True |
False |
117,676 |
| 10 |
1.1391 |
1.1248 |
0.0143 |
1.3% |
0.0069 |
0.6% |
81% |
True |
False |
130,090 |
| 20 |
1.1391 |
1.1248 |
0.0144 |
1.3% |
0.0066 |
0.6% |
80% |
False |
False |
140,528 |
| 40 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0068 |
0.6% |
33% |
False |
False |
71,578 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0063 |
0.6% |
28% |
False |
False |
47,916 |
| 80 |
1.1931 |
1.1222 |
0.0709 |
6.2% |
0.0059 |
0.5% |
20% |
False |
False |
36,069 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
19% |
False |
False |
28,870 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0055 |
0.5% |
19% |
False |
False |
24,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1648 |
|
1.618 |
1.1550 |
|
1.000 |
1.1489 |
|
0.618 |
1.1451 |
|
HIGH |
1.1391 |
|
0.618 |
1.1353 |
|
0.500 |
1.1341 |
|
0.382 |
1.1330 |
|
LOW |
1.1292 |
|
0.618 |
1.1231 |
|
1.000 |
1.1194 |
|
1.618 |
1.1133 |
|
2.618 |
1.1034 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1356 |
| PP |
1.1349 |
1.1349 |
| S1 |
1.1341 |
1.1341 |
|