CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1343 |
0.0073 |
0.6% |
1.1300 |
| High |
1.1356 |
1.1346 |
-0.0010 |
-0.1% |
1.1386 |
| Low |
1.1267 |
1.1279 |
0.0012 |
0.1% |
1.1238 |
| Close |
1.1351 |
1.1289 |
-0.0063 |
-0.6% |
1.1314 |
| Range |
0.0089 |
0.0068 |
-0.0022 |
-24.2% |
0.0149 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.1% |
0.0000 |
| Volume |
371,382 |
470,618 |
99,236 |
26.7% |
1,010,603 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1465 |
1.1326 |
|
| R3 |
1.1439 |
1.1398 |
1.1307 |
|
| R2 |
1.1372 |
1.1372 |
1.1301 |
|
| R1 |
1.1330 |
1.1330 |
1.1295 |
1.1317 |
| PP |
1.1304 |
1.1304 |
1.1304 |
1.1298 |
| S1 |
1.1263 |
1.1263 |
1.1282 |
1.1250 |
| S2 |
1.1237 |
1.1237 |
1.1276 |
|
| S3 |
1.1169 |
1.1195 |
1.1270 |
|
| S4 |
1.1102 |
1.1128 |
1.1251 |
|
|
| 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% |
0.0069 |
0.6% |
47% |
False |
False |
300,757 |
| 10 |
1.1386 |
1.1203 |
0.0183 |
1.6% |
0.0077 |
0.7% |
47% |
False |
False |
259,125 |
| 20 |
1.1494 |
1.1190 |
0.0304 |
2.7% |
0.0073 |
0.6% |
32% |
False |
False |
221,533 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0068 |
0.6% |
19% |
False |
False |
194,507 |
| 60 |
1.1841 |
1.1190 |
0.0651 |
5.8% |
0.0063 |
0.6% |
15% |
False |
False |
181,785 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
13% |
False |
False |
155,526 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0057 |
0.5% |
13% |
False |
False |
124,532 |
| 120 |
1.2016 |
1.1190 |
0.0826 |
7.3% |
0.0057 |
0.5% |
12% |
False |
False |
103,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1633 |
|
2.618 |
1.1523 |
|
1.618 |
1.1455 |
|
1.000 |
1.1414 |
|
0.618 |
1.1388 |
|
HIGH |
1.1346 |
|
0.618 |
1.1320 |
|
0.500 |
1.1312 |
|
0.382 |
1.1304 |
|
LOW |
1.1279 |
|
0.618 |
1.1237 |
|
1.000 |
1.1211 |
|
1.618 |
1.1169 |
|
2.618 |
1.1102 |
|
4.250 |
1.0992 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1312 |
1.1292 |
| PP |
1.1304 |
1.1291 |
| S1 |
1.1296 |
1.1290 |
|