CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1347 |
1.1345 |
-0.0002 |
0.0% |
1.1264 |
| High |
1.1363 |
1.1356 |
-0.0008 |
-0.1% |
1.1364 |
| Low |
1.1311 |
1.1323 |
0.0012 |
0.1% |
1.1259 |
| Close |
1.1358 |
1.1346 |
-0.0012 |
-0.1% |
1.1358 |
| Range |
0.0052 |
0.0033 |
-0.0020 |
-37.5% |
0.0106 |
| ATR |
0.0070 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
110,747 |
71,778 |
-38,969 |
-35.2% |
481,345 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1439 |
1.1425 |
1.1363 |
|
| R3 |
1.1406 |
1.1392 |
1.1354 |
|
| R2 |
1.1374 |
1.1374 |
1.1351 |
|
| R1 |
1.1360 |
1.1360 |
1.1348 |
1.1367 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1345 |
| S1 |
1.1327 |
1.1327 |
1.1343 |
1.1334 |
| S2 |
1.1309 |
1.1309 |
1.1340 |
|
| S3 |
1.1276 |
1.1295 |
1.1337 |
|
| S4 |
1.1244 |
1.1262 |
1.1328 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1643 |
1.1606 |
1.1416 |
|
| R3 |
1.1538 |
1.1500 |
1.1387 |
|
| R2 |
1.1432 |
1.1432 |
1.1377 |
|
| R1 |
1.1395 |
1.1395 |
1.1367 |
1.1414 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1336 |
| S1 |
1.1289 |
1.1289 |
1.1348 |
1.1308 |
| S2 |
1.1221 |
1.1221 |
1.1338 |
|
| S3 |
1.1116 |
1.1184 |
1.1328 |
|
| S4 |
1.1010 |
1.1078 |
1.1299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1364 |
1.1259 |
0.0106 |
0.9% |
0.0055 |
0.5% |
82% |
False |
False |
110,624 |
| 10 |
1.1388 |
1.1248 |
0.0141 |
1.2% |
0.0068 |
0.6% |
70% |
False |
False |
130,723 |
| 20 |
1.1417 |
1.1248 |
0.0170 |
1.5% |
0.0068 |
0.6% |
58% |
False |
False |
127,457 |
| 40 |
1.1722 |
1.1222 |
0.0500 |
4.4% |
0.0069 |
0.6% |
25% |
False |
False |
64,664 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0062 |
0.5% |
24% |
False |
False |
43,287 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0059 |
0.5% |
17% |
False |
False |
32,595 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0055 |
0.5% |
17% |
False |
False |
26,083 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0055 |
0.5% |
17% |
False |
False |
21,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1441 |
|
1.618 |
1.1408 |
|
1.000 |
1.1388 |
|
0.618 |
1.1376 |
|
HIGH |
1.1356 |
|
0.618 |
1.1343 |
|
0.500 |
1.1339 |
|
0.382 |
1.1335 |
|
LOW |
1.1323 |
|
0.618 |
1.1303 |
|
1.000 |
1.1291 |
|
1.618 |
1.1270 |
|
2.618 |
1.1238 |
|
4.250 |
1.1185 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1343 |
1.1339 |
| PP |
1.1341 |
1.1332 |
| S1 |
1.1339 |
1.1325 |
|