CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1342 |
1.1320 |
-0.0022 |
-0.2% |
1.1289 |
| High |
1.1363 |
1.1350 |
-0.0013 |
-0.1% |
1.1325 |
| Low |
1.1305 |
1.1297 |
-0.0008 |
-0.1% |
1.1190 |
| Close |
1.1321 |
1.1299 |
-0.0022 |
-0.2% |
1.1306 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0135 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
195,363 |
154,645 |
-40,718 |
-20.8% |
856,539 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1440 |
1.1328 |
|
| R3 |
1.1421 |
1.1387 |
1.1314 |
|
| R2 |
1.1368 |
1.1368 |
1.1309 |
|
| R1 |
1.1334 |
1.1334 |
1.1304 |
1.1325 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1311 |
| S1 |
1.1281 |
1.1281 |
1.1294 |
1.1272 |
| S2 |
1.1262 |
1.1262 |
1.1289 |
|
| S3 |
1.1209 |
1.1228 |
1.1284 |
|
| S4 |
1.1156 |
1.1175 |
1.1270 |
|
|
| 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 |
1.1203 |
0.0183 |
1.6% |
0.0085 |
0.8% |
52% |
False |
False |
217,494 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0079 |
0.7% |
56% |
False |
False |
209,753 |
| 20 |
1.1625 |
1.1190 |
0.0435 |
3.8% |
0.0073 |
0.7% |
25% |
False |
False |
188,912 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0065 |
0.6% |
21% |
False |
False |
174,116 |
| 60 |
1.1873 |
1.1190 |
0.0683 |
6.0% |
0.0060 |
0.5% |
16% |
False |
False |
171,261 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0057 |
0.5% |
15% |
False |
False |
136,782 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0056 |
0.5% |
15% |
False |
False |
109,505 |
| 120 |
1.2190 |
1.1190 |
0.1000 |
8.8% |
0.0058 |
0.5% |
11% |
False |
False |
91,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1575 |
|
2.618 |
1.1489 |
|
1.618 |
1.1436 |
|
1.000 |
1.1403 |
|
0.618 |
1.1383 |
|
HIGH |
1.1350 |
|
0.618 |
1.1330 |
|
0.500 |
1.1324 |
|
0.382 |
1.1317 |
|
LOW |
1.1297 |
|
0.618 |
1.1264 |
|
1.000 |
1.1244 |
|
1.618 |
1.1211 |
|
2.618 |
1.1158 |
|
4.250 |
1.1072 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1312 |
| PP |
1.1315 |
1.1308 |
| S1 |
1.1307 |
1.1303 |
|