CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1294 |
-0.0006 |
-0.1% |
1.1289 |
| High |
1.1304 |
1.1386 |
0.0082 |
0.7% |
1.1325 |
| Low |
1.1262 |
1.1238 |
-0.0024 |
-0.2% |
1.1190 |
| Close |
1.1276 |
1.1327 |
0.0051 |
0.4% |
1.1306 |
| Range |
0.0043 |
0.0149 |
0.0106 |
249.4% |
0.0135 |
| ATR |
0.0069 |
0.0074 |
0.0006 |
8.3% |
0.0000 |
| Volume |
149,519 |
315,551 |
166,032 |
111.0% |
856,539 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1762 |
1.1693 |
1.1408 |
|
| R3 |
1.1614 |
1.1544 |
1.1367 |
|
| R2 |
1.1465 |
1.1465 |
1.1354 |
|
| R1 |
1.1396 |
1.1396 |
1.1340 |
1.1431 |
| PP |
1.1317 |
1.1317 |
1.1317 |
1.1334 |
| S1 |
1.1247 |
1.1247 |
1.1313 |
1.1282 |
| S2 |
1.1168 |
1.1168 |
1.1299 |
|
| S3 |
1.1020 |
1.1099 |
1.1286 |
|
| S4 |
1.0871 |
1.0950 |
1.1245 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1627 |
1.1380 |
|
| R3 |
1.1544 |
1.1492 |
1.1343 |
|
| R2 |
1.1409 |
1.1409 |
1.1331 |
|
| R1 |
1.1357 |
1.1357 |
1.1318 |
1.1383 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1287 |
| S1 |
1.1222 |
1.1222 |
1.1294 |
1.1248 |
| S2 |
1.1139 |
1.1139 |
1.1281 |
|
| S3 |
1.1004 |
1.1087 |
1.1269 |
|
| S4 |
1.0869 |
1.0952 |
1.1232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0086 |
0.8% |
70% |
True |
False |
224,540 |
| 10 |
1.1392 |
1.1190 |
0.0202 |
1.8% |
0.0082 |
0.7% |
68% |
False |
False |
213,149 |
| 20 |
1.1625 |
1.1190 |
0.0435 |
3.8% |
0.0073 |
0.6% |
31% |
False |
False |
186,047 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0065 |
0.6% |
27% |
False |
False |
173,235 |
| 60 |
1.1909 |
1.1190 |
0.0719 |
6.3% |
0.0060 |
0.5% |
19% |
False |
False |
175,181 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0057 |
0.5% |
18% |
False |
False |
132,424 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0056 |
0.5% |
18% |
False |
False |
106,017 |
| 120 |
1.2234 |
1.1190 |
0.1044 |
9.2% |
0.0058 |
0.5% |
13% |
False |
False |
88,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2017 |
|
2.618 |
1.1775 |
|
1.618 |
1.1626 |
|
1.000 |
1.1535 |
|
0.618 |
1.1478 |
|
HIGH |
1.1386 |
|
0.618 |
1.1329 |
|
0.500 |
1.1312 |
|
0.382 |
1.1294 |
|
LOW |
1.1238 |
|
0.618 |
1.1146 |
|
1.000 |
1.1089 |
|
1.618 |
1.0997 |
|
2.618 |
1.0849 |
|
4.250 |
1.0606 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1316 |
| PP |
1.1317 |
1.1305 |
| S1 |
1.1312 |
1.1295 |
|