CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1340 |
1.1328 |
-0.0013 |
-0.1% |
1.1344 |
| High |
1.1352 |
1.1403 |
0.0051 |
0.4% |
1.1438 |
| Low |
1.1288 |
1.1325 |
0.0038 |
0.3% |
1.1315 |
| Close |
1.1316 |
1.1403 |
0.0087 |
0.8% |
1.1365 |
| Range |
0.0064 |
0.0078 |
0.0014 |
21.1% |
0.0124 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.2% |
0.0000 |
| Volume |
96 |
275 |
179 |
186.5% |
1,231 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1609 |
1.1583 |
1.1445 |
|
| R3 |
1.1532 |
1.1506 |
1.1424 |
|
| R2 |
1.1454 |
1.1454 |
1.1417 |
|
| R1 |
1.1428 |
1.1428 |
1.1410 |
1.1441 |
| PP |
1.1377 |
1.1377 |
1.1377 |
1.1383 |
| S1 |
1.1351 |
1.1351 |
1.1395 |
1.1364 |
| S2 |
1.1299 |
1.1299 |
1.1388 |
|
| S3 |
1.1222 |
1.1273 |
1.1381 |
|
| S4 |
1.1144 |
1.1196 |
1.1360 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1743 |
1.1678 |
1.1433 |
|
| R3 |
1.1620 |
1.1554 |
1.1399 |
|
| R2 |
1.1496 |
1.1496 |
1.1388 |
|
| R1 |
1.1431 |
1.1431 |
1.1376 |
1.1463 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1389 |
| S1 |
1.1307 |
1.1307 |
1.1354 |
1.1340 |
| S2 |
1.1249 |
1.1249 |
1.1342 |
|
| S3 |
1.1126 |
1.1184 |
1.1331 |
|
| S4 |
1.1002 |
1.1060 |
1.1297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1403 |
1.1288 |
0.0115 |
1.0% |
0.0054 |
0.5% |
100% |
True |
False |
227 |
| 10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0059 |
0.5% |
81% |
False |
False |
174 |
| 20 |
1.1635 |
1.1249 |
0.0386 |
3.4% |
0.0059 |
0.5% |
40% |
False |
False |
157 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0045 |
0.4% |
31% |
False |
False |
119 |
| 60 |
1.1893 |
1.1249 |
0.0644 |
5.6% |
0.0041 |
0.4% |
24% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1605 |
|
1.618 |
1.1528 |
|
1.000 |
1.1480 |
|
0.618 |
1.1450 |
|
HIGH |
1.1403 |
|
0.618 |
1.1373 |
|
0.500 |
1.1364 |
|
0.382 |
1.1355 |
|
LOW |
1.1325 |
|
0.618 |
1.1277 |
|
1.000 |
1.1248 |
|
1.618 |
1.1200 |
|
2.618 |
1.1122 |
|
4.250 |
1.0996 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1390 |
1.1383 |
| PP |
1.1377 |
1.1364 |
| S1 |
1.1364 |
1.1345 |
|