CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1341 |
0.0008 |
0.1% |
1.1330 |
| High |
1.1362 |
1.1342 |
-0.0021 |
-0.2% |
1.1417 |
| Low |
1.1295 |
1.1296 |
0.0001 |
0.0% |
1.1271 |
| Close |
1.1341 |
1.1309 |
-0.0032 |
-0.3% |
1.1341 |
| Range |
0.0067 |
0.0046 |
-0.0022 |
-32.1% |
0.0146 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
19,881 |
96,920 |
77,039 |
387.5% |
90,356 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1452 |
1.1426 |
1.1334 |
|
| R3 |
1.1406 |
1.1380 |
1.1321 |
|
| R2 |
1.1361 |
1.1361 |
1.1317 |
|
| R1 |
1.1335 |
1.1335 |
1.1313 |
1.1325 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1311 |
| S1 |
1.1289 |
1.1289 |
1.1304 |
1.1280 |
| S2 |
1.1270 |
1.1270 |
1.1300 |
|
| S3 |
1.1224 |
1.1244 |
1.1296 |
|
| S4 |
1.1179 |
1.1198 |
1.1283 |
|
|
| 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% |
0.0073 |
0.6% |
26% |
False |
False |
36,594 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0069 |
0.6% |
45% |
False |
False |
20,281 |
| 20 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0069 |
0.6% |
21% |
False |
False |
10,951 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0063 |
0.6% |
17% |
False |
False |
5,824 |
| 60 |
1.1892 |
1.1222 |
0.0671 |
5.9% |
0.0058 |
0.5% |
13% |
False |
False |
4,032 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0054 |
0.5% |
12% |
False |
False |
3,079 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
12% |
False |
False |
2,470 |
| 120 |
1.2071 |
1.1222 |
0.0850 |
7.5% |
0.0054 |
0.5% |
10% |
False |
False |
2,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1461 |
|
1.618 |
1.1415 |
|
1.000 |
1.1387 |
|
0.618 |
1.1370 |
|
HIGH |
1.1342 |
|
0.618 |
1.1324 |
|
0.500 |
1.1319 |
|
0.382 |
1.1313 |
|
LOW |
1.1296 |
|
0.618 |
1.1268 |
|
1.000 |
1.1251 |
|
1.618 |
1.1222 |
|
2.618 |
1.1177 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1319 |
1.1336 |
| PP |
1.1315 |
1.1327 |
| S1 |
1.1312 |
1.1318 |
|