CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1344 |
1.1358 |
0.0015 |
0.1% |
1.1344 |
| High |
1.1345 |
1.1438 |
0.0093 |
0.8% |
1.1380 |
| Low |
1.1319 |
1.1315 |
-0.0004 |
0.0% |
1.1249 |
| Close |
1.1331 |
1.1383 |
0.0052 |
0.5% |
1.1361 |
| Range |
0.0027 |
0.0124 |
0.0097 |
366.0% |
0.0131 |
| ATR |
0.0059 |
0.0063 |
0.0005 |
7.9% |
0.0000 |
| Volume |
112 |
292 |
180 |
160.7% |
285 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1689 |
1.1450 |
|
| R3 |
1.1625 |
1.1566 |
1.1416 |
|
| R2 |
1.1502 |
1.1502 |
1.1405 |
|
| R1 |
1.1442 |
1.1442 |
1.1394 |
1.1472 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1393 |
| S1 |
1.1319 |
1.1319 |
1.1371 |
1.1349 |
| S2 |
1.1255 |
1.1255 |
1.1360 |
|
| S3 |
1.1131 |
1.1195 |
1.1349 |
|
| S4 |
1.1008 |
1.1072 |
1.1315 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1672 |
1.1433 |
|
| R3 |
1.1591 |
1.1541 |
1.1397 |
|
| R2 |
1.1460 |
1.1460 |
1.1385 |
|
| R1 |
1.1411 |
1.1411 |
1.1373 |
1.1436 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1342 |
| S1 |
1.1280 |
1.1280 |
1.1349 |
1.1305 |
| S2 |
1.1199 |
1.1199 |
1.1337 |
|
| S3 |
1.1069 |
1.1150 |
1.1325 |
|
| S4 |
1.0938 |
1.1019 |
1.1289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0060 |
0.5% |
71% |
True |
False |
121 |
| 10 |
1.1442 |
1.1249 |
0.0193 |
1.7% |
0.0062 |
0.5% |
69% |
False |
False |
145 |
| 20 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0052 |
0.5% |
32% |
False |
False |
109 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0040 |
0.4% |
27% |
False |
False |
91 |
| 60 |
1.1953 |
1.1249 |
0.0704 |
6.2% |
0.0038 |
0.3% |
19% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1963 |
|
2.618 |
1.1761 |
|
1.618 |
1.1638 |
|
1.000 |
1.1562 |
|
0.618 |
1.1514 |
|
HIGH |
1.1438 |
|
0.618 |
1.1391 |
|
0.500 |
1.1376 |
|
0.382 |
1.1362 |
|
LOW |
1.1315 |
|
0.618 |
1.1238 |
|
1.000 |
1.1191 |
|
1.618 |
1.1115 |
|
2.618 |
1.0991 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1374 |
| PP |
1.1378 |
1.1366 |
| S1 |
1.1376 |
1.1357 |
|