CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1401 |
1.1358 |
-0.0043 |
-0.4% |
1.1371 |
| High |
1.1401 |
1.1430 |
0.0030 |
0.3% |
1.1430 |
| Low |
1.1345 |
1.1348 |
0.0003 |
0.0% |
1.1320 |
| Close |
1.1373 |
1.1429 |
0.0057 |
0.5% |
1.1429 |
| Range |
0.0056 |
0.0082 |
0.0027 |
47.7% |
0.0110 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.4% |
0.0000 |
| Volume |
177 |
350 |
173 |
97.7% |
862 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1621 |
1.1474 |
|
| R3 |
1.1566 |
1.1539 |
1.1452 |
|
| R2 |
1.1484 |
1.1484 |
1.1444 |
|
| R1 |
1.1457 |
1.1457 |
1.1437 |
1.1471 |
| PP |
1.1402 |
1.1402 |
1.1402 |
1.1409 |
| S1 |
1.1375 |
1.1375 |
1.1421 |
1.1389 |
| S2 |
1.1320 |
1.1320 |
1.1414 |
|
| S3 |
1.1238 |
1.1293 |
1.1406 |
|
| S4 |
1.1156 |
1.1211 |
1.1384 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1723 |
1.1686 |
1.1490 |
|
| R3 |
1.1613 |
1.1576 |
1.1459 |
|
| R2 |
1.1503 |
1.1503 |
1.1449 |
|
| R1 |
1.1466 |
1.1466 |
1.1439 |
1.1485 |
| PP |
1.1393 |
1.1393 |
1.1393 |
1.1402 |
| S1 |
1.1356 |
1.1356 |
1.1419 |
1.1375 |
| S2 |
1.1283 |
1.1283 |
1.1409 |
|
| S3 |
1.1173 |
1.1246 |
1.1399 |
|
| S4 |
1.1063 |
1.1136 |
1.1369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1430 |
1.1320 |
0.0110 |
1.0% |
0.0056 |
0.5% |
99% |
True |
False |
172 |
| 10 |
1.1430 |
1.1287 |
0.0144 |
1.3% |
0.0062 |
0.5% |
99% |
True |
False |
225 |
| 20 |
1.1430 |
1.1281 |
0.0149 |
1.3% |
0.0059 |
0.5% |
99% |
True |
False |
401 |
| 40 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0057 |
0.5% |
44% |
False |
False |
272 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0047 |
0.4% |
36% |
False |
False |
205 |
| 80 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0044 |
0.4% |
27% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1779 |
|
2.618 |
1.1645 |
|
1.618 |
1.1563 |
|
1.000 |
1.1512 |
|
0.618 |
1.1481 |
|
HIGH |
1.1430 |
|
0.618 |
1.1399 |
|
0.500 |
1.1389 |
|
0.382 |
1.1379 |
|
LOW |
1.1348 |
|
0.618 |
1.1297 |
|
1.000 |
1.1266 |
|
1.618 |
1.1215 |
|
2.618 |
1.1133 |
|
4.250 |
1.1000 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1411 |
| PP |
1.1402 |
1.1393 |
| S1 |
1.1389 |
1.1375 |
|