CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1309 |
1.1285 |
-0.0024 |
-0.2% |
1.1341 |
| High |
1.1351 |
1.1326 |
-0.0025 |
-0.2% |
1.1382 |
| Low |
1.1281 |
1.1248 |
-0.0033 |
-0.3% |
1.1257 |
| Close |
1.1284 |
1.1298 |
0.0015 |
0.1% |
1.1339 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0125 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.0% |
0.0000 |
| Volume |
133,075 |
159,010 |
25,935 |
19.5% |
1,151,561 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1526 |
1.1491 |
1.1341 |
|
| R3 |
1.1448 |
1.1412 |
1.1320 |
|
| R2 |
1.1369 |
1.1369 |
1.1312 |
|
| R1 |
1.1334 |
1.1334 |
1.1305 |
1.1351 |
| PP |
1.1291 |
1.1291 |
1.1291 |
1.1299 |
| S1 |
1.1255 |
1.1255 |
1.1291 |
1.1273 |
| S2 |
1.1212 |
1.1212 |
1.1284 |
|
| S3 |
1.1134 |
1.1177 |
1.1276 |
|
| S4 |
1.1055 |
1.1098 |
1.1255 |
|
|
| 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 |
1.1372 |
1.1248 |
0.0124 |
1.1% |
0.0067 |
0.6% |
41% |
False |
True |
217,014 |
| 10 |
1.1382 |
1.1248 |
0.0135 |
1.2% |
0.0066 |
0.6% |
38% |
False |
True |
164,439 |
| 20 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0072 |
0.6% |
39% |
False |
False |
85,423 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0067 |
0.6% |
15% |
False |
False |
43,199 |
| 60 |
1.1800 |
1.1222 |
0.0579 |
5.1% |
0.0061 |
0.5% |
13% |
False |
False |
28,974 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0057 |
0.5% |
10% |
False |
False |
21,810 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0054 |
0.5% |
10% |
False |
False |
17,453 |
| 120 |
1.2010 |
1.1222 |
0.0789 |
7.0% |
0.0054 |
0.5% |
10% |
False |
False |
14,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1532 |
|
1.618 |
1.1453 |
|
1.000 |
1.1405 |
|
0.618 |
1.1375 |
|
HIGH |
1.1326 |
|
0.618 |
1.1296 |
|
0.500 |
1.1287 |
|
0.382 |
1.1277 |
|
LOW |
1.1248 |
|
0.618 |
1.1199 |
|
1.000 |
1.1169 |
|
1.618 |
1.1120 |
|
2.618 |
1.1042 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1299 |
| PP |
1.1291 |
1.1299 |
| S1 |
1.1287 |
1.1298 |
|