CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1285 |
1.1320 |
0.0035 |
0.3% |
1.1341 |
| High |
1.1326 |
1.1388 |
0.0062 |
0.5% |
1.1382 |
| Low |
1.1248 |
1.1308 |
0.0061 |
0.5% |
1.1257 |
| Close |
1.1298 |
1.1351 |
0.0053 |
0.5% |
1.1339 |
| Range |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0125 |
| ATR |
0.0069 |
0.0071 |
0.0001 |
2.1% |
0.0000 |
| Volume |
159,010 |
170,296 |
11,286 |
7.1% |
1,151,561 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1589 |
1.1550 |
1.1395 |
|
| R3 |
1.1509 |
1.1470 |
1.1373 |
|
| R2 |
1.1429 |
1.1429 |
1.1365 |
|
| R1 |
1.1390 |
1.1390 |
1.1358 |
1.1409 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1359 |
| S1 |
1.1310 |
1.1310 |
1.1343 |
1.1329 |
| S2 |
1.1269 |
1.1269 |
1.1336 |
|
| S3 |
1.1189 |
1.1230 |
1.1329 |
|
| S4 |
1.1109 |
1.1150 |
1.1307 |
|
|
| 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 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0070 |
0.6% |
73% |
True |
False |
167,208 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0069 |
0.6% |
73% |
True |
False |
178,579 |
| 20 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0072 |
0.6% |
66% |
False |
False |
93,795 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0068 |
0.6% |
25% |
False |
False |
47,442 |
| 60 |
1.1795 |
1.1222 |
0.0573 |
5.0% |
0.0061 |
0.5% |
23% |
False |
False |
31,807 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0057 |
0.5% |
18% |
False |
False |
23,938 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0054 |
0.5% |
17% |
False |
False |
19,156 |
| 120 |
1.1995 |
1.1222 |
0.0773 |
6.8% |
0.0055 |
0.5% |
17% |
False |
False |
15,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1728 |
|
2.618 |
1.1597 |
|
1.618 |
1.1517 |
|
1.000 |
1.1468 |
|
0.618 |
1.1437 |
|
HIGH |
1.1388 |
|
0.618 |
1.1357 |
|
0.500 |
1.1348 |
|
0.382 |
1.1339 |
|
LOW |
1.1308 |
|
0.618 |
1.1259 |
|
1.000 |
1.1228 |
|
1.618 |
1.1179 |
|
2.618 |
1.1099 |
|
4.250 |
1.0968 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1340 |
| PP |
1.1349 |
1.1329 |
| S1 |
1.1348 |
1.1318 |
|