CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1363 |
0.0052 |
0.5% |
1.1339 |
| High |
1.1339 |
1.1412 |
0.0073 |
0.6% |
1.1403 |
| Low |
1.1281 |
1.1347 |
0.0066 |
0.6% |
1.1288 |
| Close |
1.1324 |
1.1376 |
0.0053 |
0.5% |
1.1363 |
| Range |
0.0058 |
0.0065 |
0.0007 |
11.2% |
0.0115 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.1% |
0.0000 |
| Volume |
415 |
273 |
-142 |
-34.2% |
4,484 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1572 |
1.1538 |
1.1411 |
|
| R3 |
1.1507 |
1.1474 |
1.1394 |
|
| R2 |
1.1443 |
1.1443 |
1.1388 |
|
| R1 |
1.1409 |
1.1409 |
1.1382 |
1.1426 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1387 |
| S1 |
1.1345 |
1.1345 |
1.1370 |
1.1362 |
| S2 |
1.1314 |
1.1314 |
1.1364 |
|
| S3 |
1.1249 |
1.1280 |
1.1358 |
|
| S4 |
1.1185 |
1.1216 |
1.1341 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1645 |
1.1426 |
|
| R3 |
1.1581 |
1.1530 |
1.1395 |
|
| R2 |
1.1466 |
1.1466 |
1.1384 |
|
| R1 |
1.1415 |
1.1415 |
1.1374 |
1.1440 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1364 |
| S1 |
1.1300 |
1.1300 |
1.1352 |
1.1325 |
| S2 |
1.1236 |
1.1236 |
1.1342 |
|
| S3 |
1.1121 |
1.1185 |
1.1331 |
|
| S4 |
1.1006 |
1.1070 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0060 |
0.5% |
73% |
True |
False |
381 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0057 |
0.5% |
73% |
True |
False |
577 |
| 20 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0058 |
0.5% |
67% |
False |
False |
371 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0050 |
0.4% |
25% |
False |
False |
232 |
| 60 |
1.1813 |
1.1249 |
0.0564 |
5.0% |
0.0042 |
0.4% |
23% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1686 |
|
2.618 |
1.1580 |
|
1.618 |
1.1516 |
|
1.000 |
1.1476 |
|
0.618 |
1.1451 |
|
HIGH |
1.1412 |
|
0.618 |
1.1387 |
|
0.500 |
1.1379 |
|
0.382 |
1.1372 |
|
LOW |
1.1347 |
|
0.618 |
1.1307 |
|
1.000 |
1.1283 |
|
1.618 |
1.1243 |
|
2.618 |
1.1178 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1379 |
1.1366 |
| PP |
1.1378 |
1.1356 |
| S1 |
1.1377 |
1.1346 |
|