CME Euro FX (E) Future December 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 |
1.1457 |
1.1447 |
-0.0011 |
-0.1% |
1.1374 |
| High |
1.1457 |
1.1447 |
-0.0011 |
-0.1% |
1.1457 |
| Low |
1.1417 |
1.1447 |
0.0030 |
0.3% |
1.1360 |
| Close |
1.1457 |
1.1447 |
-0.0011 |
-0.1% |
1.1457 |
| Range |
0.0041 |
0.0000 |
-0.0041 |
-100.0% |
0.0097 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-5.5% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
7 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1447 |
1.1447 |
|
| R3 |
1.1447 |
1.1447 |
1.1447 |
|
| R2 |
1.1447 |
1.1447 |
1.1447 |
|
| R1 |
1.1447 |
1.1447 |
1.1447 |
1.1447 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1447 |
| S1 |
1.1447 |
1.1447 |
1.1447 |
1.1447 |
| S2 |
1.1447 |
1.1447 |
1.1447 |
|
| S3 |
1.1447 |
1.1447 |
1.1447 |
|
| S4 |
1.1447 |
1.1447 |
1.1447 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1716 |
1.1683 |
1.1510 |
|
| R3 |
1.1619 |
1.1586 |
1.1484 |
|
| R2 |
1.1522 |
1.1522 |
1.1475 |
|
| R1 |
1.1489 |
1.1489 |
1.1466 |
1.1506 |
| PP |
1.1425 |
1.1425 |
1.1425 |
1.1433 |
| S1 |
1.1392 |
1.1392 |
1.1448 |
1.1409 |
| S2 |
1.1328 |
1.1328 |
1.1439 |
|
| S3 |
1.1231 |
1.1295 |
1.1430 |
|
| S4 |
1.1134 |
1.1198 |
1.1404 |
|
|
| 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% |
0.0017 |
0.1% |
89% |
False |
False |
2 |
| 10 |
1.1457 |
1.1360 |
0.0097 |
0.8% |
0.0026 |
0.2% |
89% |
False |
False |
2 |
| 20 |
1.1471 |
1.1360 |
0.0111 |
1.0% |
0.0027 |
0.2% |
78% |
False |
False |
22 |
| 40 |
1.1733 |
1.1312 |
0.0422 |
3.7% |
0.0028 |
0.2% |
32% |
False |
False |
39 |
| 60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0023 |
0.2% |
27% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1447 |
|
2.618 |
1.1447 |
|
1.618 |
1.1447 |
|
1.000 |
1.1447 |
|
0.618 |
1.1447 |
|
HIGH |
1.1447 |
|
0.618 |
1.1447 |
|
0.500 |
1.1447 |
|
0.382 |
1.1447 |
|
LOW |
1.1447 |
|
0.618 |
1.1447 |
|
1.000 |
1.1447 |
|
1.618 |
1.1447 |
|
2.618 |
1.1447 |
|
4.250 |
1.1447 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1447 |
1.1443 |
| PP |
1.1447 |
1.1440 |
| S1 |
1.1447 |
1.1437 |
|