CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1341 |
1.1309 |
-0.0032 |
-0.3% |
1.1341 |
| High |
1.1346 |
1.1351 |
0.0005 |
0.0% |
1.1382 |
| Low |
1.1287 |
1.1281 |
-0.0006 |
-0.1% |
1.1257 |
| Close |
1.1316 |
1.1284 |
-0.0033 |
-0.3% |
1.1339 |
| Range |
0.0060 |
0.0071 |
0.0011 |
18.5% |
0.0125 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
151,971 |
133,075 |
-18,896 |
-12.4% |
1,151,561 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1471 |
1.1322 |
|
| R3 |
1.1446 |
1.1400 |
1.1303 |
|
| R2 |
1.1376 |
1.1376 |
1.1296 |
|
| R1 |
1.1330 |
1.1330 |
1.1290 |
1.1317 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1299 |
| S1 |
1.1259 |
1.1259 |
1.1277 |
1.1247 |
| S2 |
1.1235 |
1.1235 |
1.1271 |
|
| S3 |
1.1164 |
1.1189 |
1.1264 |
|
| S4 |
1.1094 |
1.1118 |
1.1245 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1645 |
1.1407 |
|
| R3 |
1.1576 |
1.1520 |
1.1373 |
|
| R2 |
1.1451 |
1.1451 |
1.1361 |
|
| R1 |
1.1395 |
1.1395 |
1.1350 |
1.1360 |
| PP |
1.1326 |
1.1326 |
1.1326 |
1.1309 |
| S1 |
1.1270 |
1.1270 |
1.1327 |
1.1235 |
| S2 |
1.1201 |
1.1201 |
1.1316 |
|
| S3 |
1.1076 |
1.1145 |
1.1304 |
|
| S4 |
1.0951 |
1.1020 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1382 |
1.1281 |
0.0102 |
0.9% |
0.0069 |
0.6% |
3% |
False |
True |
236,977 |
| 10 |
1.1391 |
1.1257 |
0.0134 |
1.2% |
0.0063 |
0.6% |
20% |
False |
False |
150,966 |
| 20 |
1.1418 |
1.1222 |
0.0196 |
1.7% |
0.0071 |
0.6% |
32% |
False |
False |
77,524 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0066 |
0.6% |
12% |
False |
False |
39,244 |
| 60 |
1.1800 |
1.1222 |
0.0579 |
5.1% |
0.0060 |
0.5% |
11% |
False |
False |
26,327 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
8% |
False |
False |
19,823 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0054 |
0.5% |
8% |
False |
False |
15,863 |
| 120 |
1.2040 |
1.1222 |
0.0819 |
7.3% |
0.0054 |
0.5% |
8% |
False |
False |
13,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1536 |
|
1.618 |
1.1465 |
|
1.000 |
1.1422 |
|
0.618 |
1.1395 |
|
HIGH |
1.1351 |
|
0.618 |
1.1324 |
|
0.500 |
1.1316 |
|
0.382 |
1.1307 |
|
LOW |
1.1281 |
|
0.618 |
1.1237 |
|
1.000 |
1.1210 |
|
1.618 |
1.1166 |
|
2.618 |
1.1096 |
|
4.250 |
1.0981 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1316 |
| PP |
1.1305 |
1.1305 |
| S1 |
1.1294 |
1.1294 |
|