CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1293 |
1.1309 |
0.0016 |
0.1% |
1.1313 |
| High |
1.1324 |
1.1319 |
-0.0006 |
0.0% |
1.1356 |
| Low |
1.1266 |
1.1260 |
-0.0006 |
0.0% |
1.1229 |
| Close |
1.1312 |
1.1277 |
-0.0035 |
-0.3% |
1.1312 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0128 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
119,604 |
26,117 |
-93,487 |
-78.2% |
1,427,865 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1427 |
1.1309 |
|
| R3 |
1.1402 |
1.1369 |
1.1293 |
|
| R2 |
1.1344 |
1.1344 |
1.1288 |
|
| R1 |
1.1310 |
1.1310 |
1.1282 |
1.1298 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1279 |
| S1 |
1.1252 |
1.1252 |
1.1272 |
1.1239 |
| S2 |
1.1227 |
1.1227 |
1.1266 |
|
| S3 |
1.1168 |
1.1193 |
1.1261 |
|
| S4 |
1.1110 |
1.1135 |
1.1245 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1624 |
1.1382 |
|
| R3 |
1.1554 |
1.1496 |
1.1347 |
|
| R2 |
1.1426 |
1.1426 |
1.1335 |
|
| R1 |
1.1369 |
1.1369 |
1.1323 |
1.1334 |
| PP |
1.1299 |
1.1299 |
1.1299 |
1.1281 |
| S1 |
1.1241 |
1.1241 |
1.1300 |
1.1206 |
| S2 |
1.1171 |
1.1171 |
1.1288 |
|
| S3 |
1.1044 |
1.1114 |
1.1276 |
|
| S4 |
1.0916 |
1.0986 |
1.1241 |
|
|
| 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% |
38% |
False |
False |
251,902 |
| 10 |
1.1386 |
1.1229 |
0.0158 |
1.4% |
0.0072 |
0.6% |
31% |
False |
False |
231,506 |
| 20 |
1.1470 |
1.1190 |
0.0280 |
2.5% |
0.0075 |
0.7% |
31% |
False |
False |
214,831 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0069 |
0.6% |
17% |
False |
False |
191,258 |
| 60 |
1.1775 |
1.1190 |
0.0585 |
5.2% |
0.0062 |
0.6% |
15% |
False |
False |
178,671 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0059 |
0.5% |
12% |
False |
False |
157,298 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0057 |
0.5% |
12% |
False |
False |
125,982 |
| 120 |
1.2016 |
1.1190 |
0.0826 |
7.3% |
0.0057 |
0.5% |
11% |
False |
False |
105,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1567 |
|
2.618 |
1.1472 |
|
1.618 |
1.1413 |
|
1.000 |
1.1377 |
|
0.618 |
1.1355 |
|
HIGH |
1.1319 |
|
0.618 |
1.1296 |
|
0.500 |
1.1289 |
|
0.382 |
1.1282 |
|
LOW |
1.1260 |
|
0.618 |
1.1224 |
|
1.000 |
1.1202 |
|
1.618 |
1.1165 |
|
2.618 |
1.1107 |
|
4.250 |
1.1011 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1289 |
1.1303 |
| PP |
1.1285 |
1.1294 |
| S1 |
1.1281 |
1.1286 |
|