CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1352 |
1.1333 |
-0.0019 |
-0.2% |
1.1330 |
| High |
1.1378 |
1.1362 |
-0.0016 |
-0.1% |
1.1417 |
| Low |
1.1326 |
1.1295 |
-0.0031 |
-0.3% |
1.1271 |
| Close |
1.1327 |
1.1341 |
0.0014 |
0.1% |
1.1341 |
| Range |
0.0052 |
0.0067 |
0.0016 |
30.1% |
0.0146 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
28,894 |
19,881 |
-9,013 |
-31.2% |
90,356 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1534 |
1.1504 |
1.1377 |
|
| R3 |
1.1467 |
1.1437 |
1.1359 |
|
| R2 |
1.1400 |
1.1400 |
1.1353 |
|
| R1 |
1.1370 |
1.1370 |
1.1347 |
1.1385 |
| PP |
1.1333 |
1.1333 |
1.1333 |
1.1340 |
| S1 |
1.1303 |
1.1303 |
1.1334 |
1.1318 |
| S2 |
1.1266 |
1.1266 |
1.1328 |
|
| S3 |
1.1199 |
1.1236 |
1.1322 |
|
| S4 |
1.1132 |
1.1169 |
1.1304 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1707 |
1.1421 |
|
| R3 |
1.1635 |
1.1561 |
1.1381 |
|
| R2 |
1.1489 |
1.1489 |
1.1367 |
|
| R1 |
1.1415 |
1.1415 |
1.1354 |
1.1452 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1361 |
| S1 |
1.1269 |
1.1269 |
1.1327 |
1.1306 |
| S2 |
1.1197 |
1.1197 |
1.1314 |
|
| S3 |
1.1051 |
1.1123 |
1.1300 |
|
| S4 |
1.0905 |
1.0977 |
1.1260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1417 |
1.1271 |
0.0146 |
1.3% |
0.0071 |
0.6% |
48% |
False |
False |
18,071 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0077 |
0.7% |
61% |
False |
False |
10,766 |
| 20 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0069 |
0.6% |
28% |
False |
False |
6,136 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0062 |
0.5% |
23% |
False |
False |
3,410 |
| 60 |
1.1897 |
1.1222 |
0.0676 |
6.0% |
0.0058 |
0.5% |
18% |
False |
False |
2,423 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0054 |
0.5% |
16% |
False |
False |
1,868 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
16% |
False |
False |
1,501 |
| 120 |
1.2197 |
1.1222 |
0.0976 |
8.6% |
0.0055 |
0.5% |
12% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1647 |
|
2.618 |
1.1537 |
|
1.618 |
1.1470 |
|
1.000 |
1.1429 |
|
0.618 |
1.1403 |
|
HIGH |
1.1362 |
|
0.618 |
1.1336 |
|
0.500 |
1.1329 |
|
0.382 |
1.1321 |
|
LOW |
1.1295 |
|
0.618 |
1.1254 |
|
1.000 |
1.1228 |
|
1.618 |
1.1187 |
|
2.618 |
1.1120 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1337 |
1.1343 |
| PP |
1.1333 |
1.1342 |
| S1 |
1.1329 |
1.1341 |
|