CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1286 |
1.1270 |
-0.0016 |
-0.1% |
1.1300 |
| High |
1.1300 |
1.1356 |
0.0056 |
0.5% |
1.1386 |
| Low |
1.1229 |
1.1267 |
0.0039 |
0.3% |
1.1238 |
| Close |
1.1263 |
1.1351 |
0.0089 |
0.8% |
1.1314 |
| Range |
0.0072 |
0.0089 |
0.0018 |
24.5% |
0.0149 |
| ATR |
0.0070 |
0.0071 |
0.0002 |
2.4% |
0.0000 |
| Volume |
271,791 |
371,382 |
99,591 |
36.6% |
1,010,603 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1560 |
1.1400 |
|
| R3 |
1.1503 |
1.1471 |
1.1375 |
|
| R2 |
1.1414 |
1.1414 |
1.1367 |
|
| R1 |
1.1382 |
1.1382 |
1.1359 |
1.1398 |
| PP |
1.1325 |
1.1325 |
1.1325 |
1.1333 |
| S1 |
1.1293 |
1.1293 |
1.1343 |
1.1309 |
| S2 |
1.1236 |
1.1236 |
1.1335 |
|
| S3 |
1.1147 |
1.1204 |
1.1327 |
|
| S4 |
1.1058 |
1.1115 |
1.1302 |
|
|
| 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 |
1.1356 |
1.1229 |
0.0128 |
1.1% |
0.0066 |
0.6% |
96% |
True |
False |
237,562 |
| 10 |
1.1386 |
1.1190 |
0.0196 |
1.7% |
0.0077 |
0.7% |
82% |
False |
False |
232,661 |
| 20 |
1.1603 |
1.1190 |
0.0413 |
3.6% |
0.0075 |
0.7% |
39% |
False |
False |
209,239 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0068 |
0.6% |
31% |
False |
False |
186,901 |
| 60 |
1.1853 |
1.1190 |
0.0663 |
5.8% |
0.0062 |
0.5% |
24% |
False |
False |
175,948 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.5% |
0.0058 |
0.5% |
22% |
False |
False |
149,662 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0057 |
0.5% |
21% |
False |
False |
119,829 |
| 120 |
1.2016 |
1.1190 |
0.0826 |
7.3% |
0.0057 |
0.5% |
20% |
False |
False |
99,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1734 |
|
2.618 |
1.1589 |
|
1.618 |
1.1500 |
|
1.000 |
1.1445 |
|
0.618 |
1.1411 |
|
HIGH |
1.1356 |
|
0.618 |
1.1322 |
|
0.500 |
1.1312 |
|
0.382 |
1.1301 |
|
LOW |
1.1267 |
|
0.618 |
1.1212 |
|
1.000 |
1.1178 |
|
1.618 |
1.1123 |
|
2.618 |
1.1034 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1338 |
1.1331 |
| PP |
1.1325 |
1.1312 |
| S1 |
1.1312 |
1.1292 |
|