CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1379 |
0.0052 |
0.5% |
1.1344 |
| High |
1.1403 |
1.1380 |
-0.0023 |
-0.2% |
1.1438 |
| Low |
1.1325 |
1.1331 |
0.0006 |
0.1% |
1.1315 |
| Close |
1.1403 |
1.1339 |
-0.0064 |
-0.6% |
1.1365 |
| Range |
0.0078 |
0.0049 |
-0.0029 |
-36.8% |
0.0124 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
275 |
3,353 |
3,078 |
1,119.3% |
1,231 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1497 |
1.1467 |
1.1365 |
|
| R3 |
1.1448 |
1.1418 |
1.1352 |
|
| R2 |
1.1399 |
1.1399 |
1.1347 |
|
| R1 |
1.1369 |
1.1369 |
1.1343 |
1.1359 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1345 |
| S1 |
1.1320 |
1.1320 |
1.1334 |
1.1310 |
| S2 |
1.1301 |
1.1301 |
1.1330 |
|
| S3 |
1.1252 |
1.1271 |
1.1325 |
|
| S4 |
1.1203 |
1.1222 |
1.1312 |
|
|
| 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% |
44% |
False |
False |
774 |
| 10 |
1.1438 |
1.1277 |
0.0162 |
1.4% |
0.0062 |
0.5% |
38% |
False |
False |
507 |
| 20 |
1.1541 |
1.1249 |
0.0292 |
2.6% |
0.0057 |
0.5% |
31% |
False |
False |
318 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0045 |
0.4% |
18% |
False |
False |
200 |
| 60 |
1.1880 |
1.1249 |
0.0631 |
5.6% |
0.0041 |
0.4% |
14% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1588 |
|
2.618 |
1.1508 |
|
1.618 |
1.1459 |
|
1.000 |
1.1429 |
|
0.618 |
1.1410 |
|
HIGH |
1.1380 |
|
0.618 |
1.1361 |
|
0.500 |
1.1356 |
|
0.382 |
1.1350 |
|
LOW |
1.1331 |
|
0.618 |
1.1301 |
|
1.000 |
1.1282 |
|
1.618 |
1.1252 |
|
2.618 |
1.1203 |
|
4.250 |
1.1123 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1356 |
1.1345 |
| PP |
1.1350 |
1.1343 |
| S1 |
1.1344 |
1.1341 |
|