CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1374 |
0.0051 |
0.4% |
1.1305 |
| High |
1.1417 |
1.1391 |
-0.0026 |
-0.2% |
1.1356 |
| Low |
1.1271 |
1.1337 |
0.0066 |
0.6% |
1.1222 |
| Close |
1.1358 |
1.1351 |
-0.0007 |
-0.1% |
1.1337 |
| Range |
0.0146 |
0.0055 |
-0.0092 |
-62.7% |
0.0135 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
12,991 |
24,287 |
11,296 |
87.0% |
15,538 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1492 |
1.1381 |
|
| R3 |
1.1469 |
1.1437 |
1.1366 |
|
| R2 |
1.1414 |
1.1414 |
1.1361 |
|
| R1 |
1.1383 |
1.1383 |
1.1356 |
1.1371 |
| PP |
1.1360 |
1.1360 |
1.1360 |
1.1354 |
| S1 |
1.1328 |
1.1328 |
1.1346 |
1.1317 |
| S2 |
1.1305 |
1.1305 |
1.1341 |
|
| S3 |
1.1251 |
1.1274 |
1.1336 |
|
| S4 |
1.1196 |
1.1219 |
1.1321 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1657 |
1.1411 |
|
| R3 |
1.1574 |
1.1523 |
1.1374 |
|
| R2 |
1.1439 |
1.1439 |
1.1362 |
|
| R1 |
1.1388 |
1.1388 |
1.1349 |
1.1414 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1318 |
| S1 |
1.1254 |
1.1254 |
1.1325 |
1.1279 |
| S2 |
1.1170 |
1.1170 |
1.1312 |
|
| S3 |
1.1036 |
1.1119 |
1.1300 |
|
| S4 |
1.0901 |
1.0985 |
1.1263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0084 |
0.7% |
66% |
False |
False |
10,277 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0077 |
0.7% |
66% |
False |
False |
6,407 |
| 20 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0070 |
0.6% |
30% |
False |
False |
3,824 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0061 |
0.5% |
25% |
False |
False |
2,210 |
| 60 |
1.1898 |
1.1222 |
0.0677 |
6.0% |
0.0057 |
0.5% |
19% |
False |
False |
1,648 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0053 |
0.5% |
18% |
False |
False |
1,259 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0053 |
0.5% |
17% |
False |
False |
1,014 |
| 120 |
1.2207 |
1.1222 |
0.0986 |
8.7% |
0.0054 |
0.5% |
13% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1623 |
|
2.618 |
1.1534 |
|
1.618 |
1.1479 |
|
1.000 |
1.1446 |
|
0.618 |
1.1425 |
|
HIGH |
1.1391 |
|
0.618 |
1.1370 |
|
0.500 |
1.1364 |
|
0.382 |
1.1357 |
|
LOW |
1.1337 |
|
0.618 |
1.1303 |
|
1.000 |
1.1282 |
|
1.618 |
1.1248 |
|
2.618 |
1.1194 |
|
4.250 |
1.1105 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1349 |
| PP |
1.1360 |
1.1346 |
| S1 |
1.1355 |
1.1344 |
|