CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1374 |
1.1352 |
-0.0023 |
-0.2% |
1.1305 |
| High |
1.1391 |
1.1378 |
-0.0014 |
-0.1% |
1.1356 |
| Low |
1.1337 |
1.1326 |
-0.0011 |
-0.1% |
1.1222 |
| Close |
1.1351 |
1.1327 |
-0.0024 |
-0.2% |
1.1337 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0135 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
24,287 |
28,894 |
4,607 |
19.0% |
15,538 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1498 |
1.1464 |
1.1355 |
|
| R3 |
1.1447 |
1.1413 |
1.1341 |
|
| R2 |
1.1395 |
1.1395 |
1.1336 |
|
| R1 |
1.1361 |
1.1361 |
1.1332 |
1.1352 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1339 |
| S1 |
1.1310 |
1.1310 |
1.1322 |
1.1301 |
| S2 |
1.1292 |
1.1292 |
1.1318 |
|
| S3 |
1.1241 |
1.1258 |
1.1313 |
|
| S4 |
1.1189 |
1.1207 |
1.1299 |
|
|
| 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 |
1.1238 |
0.0179 |
1.6% |
0.0082 |
0.7% |
50% |
False |
False |
15,251 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0076 |
0.7% |
54% |
False |
False |
9,011 |
| 20 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0070 |
0.6% |
25% |
False |
False |
5,206 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0061 |
0.5% |
21% |
False |
False |
2,924 |
| 60 |
1.1897 |
1.1222 |
0.0676 |
6.0% |
0.0057 |
0.5% |
16% |
False |
False |
2,116 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0054 |
0.5% |
14% |
False |
False |
1,620 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
14% |
False |
False |
1,303 |
| 120 |
1.2207 |
1.1222 |
0.0986 |
8.7% |
0.0054 |
0.5% |
11% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1596 |
|
2.618 |
1.1512 |
|
1.618 |
1.1461 |
|
1.000 |
1.1429 |
|
0.618 |
1.1409 |
|
HIGH |
1.1378 |
|
0.618 |
1.1358 |
|
0.500 |
1.1352 |
|
0.382 |
1.1346 |
|
LOW |
1.1326 |
|
0.618 |
1.1294 |
|
1.000 |
1.1275 |
|
1.618 |
1.1243 |
|
2.618 |
1.1191 |
|
4.250 |
1.1107 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1352 |
1.1344 |
| PP |
1.1344 |
1.1338 |
| S1 |
1.1335 |
1.1333 |
|