CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1314 |
1.1296 |
-0.0018 |
-0.2% |
1.1330 |
| High |
1.1328 |
1.1382 |
0.0054 |
0.5% |
1.1417 |
| Low |
1.1257 |
1.1295 |
0.0038 |
0.3% |
1.1271 |
| Close |
1.1291 |
1.1377 |
0.0087 |
0.8% |
1.1341 |
| Range |
0.0071 |
0.0087 |
0.0016 |
22.5% |
0.0146 |
| ATR |
0.0068 |
0.0069 |
0.0002 |
2.5% |
0.0000 |
| Volume |
154,798 |
258,829 |
104,031 |
67.2% |
90,356 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1612 |
1.1582 |
1.1425 |
|
| R3 |
1.1525 |
1.1495 |
1.1401 |
|
| R2 |
1.1438 |
1.1438 |
1.1393 |
|
| R1 |
1.1408 |
1.1408 |
1.1385 |
1.1423 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1359 |
| S1 |
1.1321 |
1.1321 |
1.1369 |
1.1336 |
| S2 |
1.1264 |
1.1264 |
1.1361 |
|
| S3 |
1.1177 |
1.1234 |
1.1353 |
|
| S4 |
1.1090 |
1.1147 |
1.1329 |
|
|
| 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 |
1.1382 |
1.1257 |
0.0125 |
1.1% |
0.0064 |
0.6% |
96% |
True |
False |
111,864 |
| 10 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0074 |
0.7% |
80% |
False |
False |
61,071 |
| 20 |
1.1628 |
1.1222 |
0.0407 |
3.6% |
0.0073 |
0.6% |
38% |
False |
False |
31,551 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0065 |
0.6% |
30% |
False |
False |
16,148 |
| 60 |
1.1878 |
1.1222 |
0.0657 |
5.8% |
0.0059 |
0.5% |
24% |
False |
False |
10,914 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
21% |
False |
False |
8,248 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0053 |
0.5% |
21% |
False |
False |
6,605 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.2% |
0.0054 |
0.5% |
19% |
False |
False |
5,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1752 |
|
2.618 |
1.1610 |
|
1.618 |
1.1523 |
|
1.000 |
1.1469 |
|
0.618 |
1.1436 |
|
HIGH |
1.1382 |
|
0.618 |
1.1349 |
|
0.500 |
1.1339 |
|
0.382 |
1.1328 |
|
LOW |
1.1295 |
|
0.618 |
1.1241 |
|
1.000 |
1.1208 |
|
1.618 |
1.1154 |
|
2.618 |
1.1067 |
|
4.250 |
1.0925 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1364 |
1.1358 |
| PP |
1.1351 |
1.1339 |
| S1 |
1.1339 |
1.1320 |
|