CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1341 |
1.1314 |
-0.0028 |
-0.2% |
1.1330 |
| High |
1.1342 |
1.1328 |
-0.0014 |
-0.1% |
1.1417 |
| Low |
1.1296 |
1.1257 |
-0.0039 |
-0.3% |
1.1271 |
| Close |
1.1309 |
1.1291 |
-0.0018 |
-0.2% |
1.1341 |
| Range |
0.0046 |
0.0071 |
0.0026 |
56.0% |
0.0146 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
96,920 |
154,798 |
57,878 |
59.7% |
90,356 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1505 |
1.1469 |
1.1330 |
|
| R3 |
1.1434 |
1.1398 |
1.1310 |
|
| R2 |
1.1363 |
1.1363 |
1.1304 |
|
| R1 |
1.1327 |
1.1327 |
1.1297 |
1.1309 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1283 |
| S1 |
1.1256 |
1.1256 |
1.1284 |
1.1238 |
| S2 |
1.1221 |
1.1221 |
1.1277 |
|
| S3 |
1.1150 |
1.1185 |
1.1271 |
|
| S4 |
1.1079 |
1.1114 |
1.1251 |
|
|
| 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 |
1.1391 |
1.1257 |
0.0134 |
1.2% |
0.0058 |
0.5% |
25% |
False |
True |
64,956 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0070 |
0.6% |
35% |
False |
False |
35,515 |
| 20 |
1.1645 |
1.1222 |
0.0423 |
3.7% |
0.0070 |
0.6% |
16% |
False |
False |
18,644 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0063 |
0.6% |
14% |
False |
False |
9,687 |
| 60 |
1.1892 |
1.1222 |
0.0671 |
5.9% |
0.0058 |
0.5% |
10% |
False |
False |
6,609 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0055 |
0.5% |
9% |
False |
False |
5,014 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0053 |
0.5% |
9% |
False |
False |
4,017 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.2% |
0.0054 |
0.5% |
8% |
False |
False |
3,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1630 |
|
2.618 |
1.1514 |
|
1.618 |
1.1443 |
|
1.000 |
1.1399 |
|
0.618 |
1.1372 |
|
HIGH |
1.1328 |
|
0.618 |
1.1301 |
|
0.500 |
1.1293 |
|
0.382 |
1.1284 |
|
LOW |
1.1257 |
|
0.618 |
1.1213 |
|
1.000 |
1.1186 |
|
1.618 |
1.1142 |
|
2.618 |
1.1071 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1293 |
1.1310 |
| PP |
1.1292 |
1.1303 |
| S1 |
1.1291 |
1.1297 |
|