CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1410 |
1.1455 |
0.0045 |
0.4% |
1.1423 |
| High |
1.1410 |
1.1455 |
0.0045 |
0.4% |
1.1457 |
| Low |
1.1402 |
1.1453 |
0.0051 |
0.4% |
1.1372 |
| Close |
1.1402 |
1.1453 |
0.0051 |
0.4% |
1.1376 |
| Range |
0.0008 |
0.0002 |
-0.0007 |
-81.3% |
0.0085 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1457 |
1.1454 |
|
| R3 |
1.1457 |
1.1456 |
1.1453 |
|
| R2 |
1.1455 |
1.1455 |
1.1453 |
|
| R1 |
1.1454 |
1.1454 |
1.1453 |
1.1454 |
| PP |
1.1454 |
1.1454 |
1.1454 |
1.1453 |
| S1 |
1.1453 |
1.1453 |
1.1453 |
1.1452 |
| S2 |
1.1452 |
1.1452 |
1.1453 |
|
| S3 |
1.1451 |
1.1451 |
1.1453 |
|
| S4 |
1.1449 |
1.1450 |
1.1452 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1656 |
1.1601 |
1.1422 |
|
| R3 |
1.1571 |
1.1516 |
1.1399 |
|
| R2 |
1.1486 |
1.1486 |
1.1391 |
|
| R1 |
1.1431 |
1.1431 |
1.1383 |
1.1416 |
| PP |
1.1401 |
1.1401 |
1.1401 |
1.1394 |
| S1 |
1.1346 |
1.1346 |
1.1368 |
1.1331 |
| S2 |
1.1316 |
1.1316 |
1.1360 |
|
| S3 |
1.1231 |
1.1261 |
1.1352 |
|
| S4 |
1.1146 |
1.1176 |
1.1329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1457 |
1.1360 |
0.0097 |
0.8% |
0.0031 |
0.3% |
96% |
False |
False |
4 |
| 10 |
1.1457 |
1.1360 |
0.0097 |
0.8% |
0.0028 |
0.2% |
96% |
False |
False |
3 |
| 20 |
1.1471 |
1.1312 |
0.0159 |
1.4% |
0.0027 |
0.2% |
89% |
False |
False |
26 |
| 40 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0027 |
0.2% |
28% |
False |
False |
48 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0024 |
0.2% |
28% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1458 |
|
1.618 |
1.1457 |
|
1.000 |
1.1456 |
|
0.618 |
1.1455 |
|
HIGH |
1.1455 |
|
0.618 |
1.1454 |
|
0.500 |
1.1454 |
|
0.382 |
1.1454 |
|
LOW |
1.1453 |
|
0.618 |
1.1452 |
|
1.000 |
1.1452 |
|
1.618 |
1.1451 |
|
2.618 |
1.1449 |
|
4.250 |
1.1447 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1454 |
1.1438 |
| PP |
1.1454 |
1.1423 |
| S1 |
1.1453 |
1.1407 |
|