CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1313 |
1.1286 |
-0.0027 |
-0.2% |
1.1300 |
| High |
1.1316 |
1.1300 |
-0.0016 |
-0.1% |
1.1386 |
| Low |
1.1268 |
1.1229 |
-0.0040 |
-0.4% |
1.1238 |
| Close |
1.1281 |
1.1263 |
-0.0018 |
-0.2% |
1.1314 |
| Range |
0.0048 |
0.0072 |
0.0024 |
50.5% |
0.0149 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
194,470 |
271,791 |
77,321 |
39.8% |
1,010,603 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1478 |
1.1442 |
1.1302 |
|
| R3 |
1.1407 |
1.1370 |
1.1282 |
|
| R2 |
1.1335 |
1.1335 |
1.1276 |
|
| R1 |
1.1299 |
1.1299 |
1.1269 |
1.1281 |
| PP |
1.1264 |
1.1264 |
1.1264 |
1.1255 |
| S1 |
1.1227 |
1.1227 |
1.1256 |
1.1210 |
| S2 |
1.1192 |
1.1192 |
1.1249 |
|
| S3 |
1.1121 |
1.1156 |
1.1243 |
|
| S4 |
1.1049 |
1.1084 |
1.1223 |
|
|
| 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 |
1.1363 |
1.1229 |
0.0135 |
1.2% |
0.0060 |
0.5% |
25% |
False |
True |
202,358 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0073 |
0.6% |
37% |
False |
False |
213,449 |
| 20 |
1.1616 |
1.1190 |
0.0426 |
3.8% |
0.0073 |
0.6% |
17% |
False |
False |
197,579 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.6% |
0.0067 |
0.6% |
14% |
False |
False |
180,899 |
| 60 |
1.1867 |
1.1190 |
0.0677 |
6.0% |
0.0061 |
0.5% |
11% |
False |
False |
171,882 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
10% |
False |
False |
145,026 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.7% |
0.0056 |
0.5% |
10% |
False |
False |
116,118 |
| 120 |
1.2016 |
1.1190 |
0.0826 |
7.3% |
0.0057 |
0.5% |
9% |
False |
False |
96,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1487 |
|
1.618 |
1.1416 |
|
1.000 |
1.1372 |
|
0.618 |
1.1344 |
|
HIGH |
1.1300 |
|
0.618 |
1.1273 |
|
0.500 |
1.1264 |
|
0.382 |
1.1256 |
|
LOW |
1.1229 |
|
0.618 |
1.1184 |
|
1.000 |
1.1157 |
|
1.618 |
1.1113 |
|
2.618 |
1.1041 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1282 |
| PP |
1.1264 |
1.1276 |
| S1 |
1.1263 |
1.1269 |
|