CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1381 |
1.1371 |
-0.0010 |
-0.1% |
1.1292 |
| High |
1.1389 |
1.1376 |
-0.0013 |
-0.1% |
1.1389 |
| Low |
1.1338 |
1.1362 |
0.0025 |
0.2% |
1.1292 |
| Close |
1.1384 |
1.1373 |
-0.0012 |
-0.1% |
1.1384 |
| Range |
0.0051 |
0.0014 |
-0.0038 |
-73.5% |
0.0097 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
99 |
139 |
40 |
40.4% |
1,155 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1405 |
1.1380 |
|
| R3 |
1.1397 |
1.1392 |
1.1376 |
|
| R2 |
1.1384 |
1.1384 |
1.1375 |
|
| R1 |
1.1378 |
1.1378 |
1.1374 |
1.1381 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1371 |
| S1 |
1.1365 |
1.1365 |
1.1371 |
1.1367 |
| S2 |
1.1357 |
1.1357 |
1.1370 |
|
| S3 |
1.1343 |
1.1351 |
1.1369 |
|
| S4 |
1.1330 |
1.1338 |
1.1365 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1612 |
1.1437 |
|
| R3 |
1.1549 |
1.1515 |
1.1411 |
|
| R2 |
1.1452 |
1.1452 |
1.1402 |
|
| R1 |
1.1418 |
1.1418 |
1.1393 |
1.1435 |
| PP |
1.1355 |
1.1355 |
1.1355 |
1.1364 |
| S1 |
1.1321 |
1.1321 |
1.1375 |
1.1338 |
| S2 |
1.1258 |
1.1258 |
1.1366 |
|
| S3 |
1.1161 |
1.1224 |
1.1357 |
|
| S4 |
1.1064 |
1.1127 |
1.1331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1389 |
1.1292 |
0.0097 |
0.9% |
0.0048 |
0.4% |
83% |
False |
False |
258 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0059 |
0.5% |
70% |
False |
False |
272 |
| 20 |
1.1438 |
1.1281 |
0.0157 |
1.4% |
0.0058 |
0.5% |
58% |
False |
False |
421 |
| 40 |
1.1714 |
1.1249 |
0.0465 |
4.1% |
0.0055 |
0.5% |
27% |
False |
False |
259 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0045 |
0.4% |
25% |
False |
False |
195 |
| 80 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0042 |
0.4% |
17% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1411 |
|
1.618 |
1.1397 |
|
1.000 |
1.1389 |
|
0.618 |
1.1384 |
|
HIGH |
1.1376 |
|
0.618 |
1.1370 |
|
0.500 |
1.1369 |
|
0.382 |
1.1367 |
|
LOW |
1.1362 |
|
0.618 |
1.1354 |
|
1.000 |
1.1349 |
|
1.618 |
1.1340 |
|
2.618 |
1.1327 |
|
4.250 |
1.1305 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1366 |
| PP |
1.1370 |
1.1359 |
| S1 |
1.1369 |
1.1353 |
|