CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1313 |
0.0009 |
0.1% |
1.1300 |
| High |
1.1336 |
1.1316 |
-0.0021 |
-0.2% |
1.1386 |
| Low |
1.1269 |
1.1268 |
-0.0001 |
0.0% |
1.1238 |
| Close |
1.1314 |
1.1281 |
-0.0033 |
-0.3% |
1.1314 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.6% |
0.0149 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
195,525 |
194,470 |
-1,055 |
-0.5% |
1,010,603 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1431 |
1.1403 |
1.1307 |
|
| R3 |
1.1383 |
1.1356 |
1.1294 |
|
| R2 |
1.1336 |
1.1336 |
1.1289 |
|
| R1 |
1.1308 |
1.1308 |
1.1285 |
1.1298 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1283 |
| S1 |
1.1261 |
1.1261 |
1.1276 |
1.1251 |
| S2 |
1.1241 |
1.1241 |
1.1272 |
|
| S3 |
1.1193 |
1.1213 |
1.1267 |
|
| S4 |
1.1146 |
1.1166 |
1.1254 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1684 |
1.1395 |
|
| R3 |
1.1609 |
1.1536 |
1.1354 |
|
| R2 |
1.1461 |
1.1461 |
1.1341 |
|
| R1 |
1.1387 |
1.1387 |
1.1327 |
1.1424 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1331 |
| S1 |
1.1239 |
1.1239 |
1.1300 |
1.1276 |
| S2 |
1.1164 |
1.1164 |
1.1286 |
|
| S3 |
1.1015 |
1.1090 |
1.1273 |
|
| S4 |
1.0867 |
1.0942 |
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 |
1.1238 |
0.0149 |
1.3% |
0.0075 |
0.7% |
29% |
False |
False |
211,110 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0072 |
0.6% |
46% |
False |
False |
206,161 |
| 20 |
1.1616 |
1.1190 |
0.0426 |
3.8% |
0.0072 |
0.6% |
21% |
False |
False |
190,553 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0066 |
0.6% |
18% |
False |
False |
176,838 |
| 60 |
1.1867 |
1.1190 |
0.0677 |
6.0% |
0.0061 |
0.5% |
13% |
False |
False |
169,979 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
12% |
False |
False |
141,640 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0056 |
0.5% |
12% |
False |
False |
113,401 |
| 120 |
1.2048 |
1.1190 |
0.0858 |
7.6% |
0.0057 |
0.5% |
11% |
False |
False |
94,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1517 |
|
2.618 |
1.1440 |
|
1.618 |
1.1392 |
|
1.000 |
1.1363 |
|
0.618 |
1.1345 |
|
HIGH |
1.1316 |
|
0.618 |
1.1297 |
|
0.500 |
1.1292 |
|
0.382 |
1.1286 |
|
LOW |
1.1268 |
|
0.618 |
1.1239 |
|
1.000 |
1.1221 |
|
1.618 |
1.1191 |
|
2.618 |
1.1144 |
|
4.250 |
1.1066 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1309 |
| PP |
1.1288 |
1.1300 |
| S1 |
1.1284 |
1.1290 |
|