CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1329 |
1.1367 |
0.0038 |
0.3% |
1.1264 |
| High |
1.1391 |
1.1378 |
-0.0013 |
-0.1% |
1.1364 |
| Low |
1.1292 |
1.1315 |
0.0023 |
0.2% |
1.1259 |
| Close |
1.1363 |
1.1345 |
-0.0018 |
-0.2% |
1.1358 |
| Range |
0.0099 |
0.0063 |
-0.0036 |
-36.5% |
0.0106 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
186,225 |
133,277 |
-52,948 |
-28.4% |
481,345 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1533 |
1.1502 |
1.1379 |
|
| R3 |
1.1471 |
1.1439 |
1.1362 |
|
| R2 |
1.1408 |
1.1408 |
1.1356 |
|
| R1 |
1.1377 |
1.1377 |
1.1351 |
1.1361 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1338 |
| S1 |
1.1314 |
1.1314 |
1.1339 |
1.1299 |
| S2 |
1.1283 |
1.1283 |
1.1334 |
|
| S3 |
1.1221 |
1.1252 |
1.1328 |
|
| S4 |
1.1158 |
1.1189 |
1.1311 |
|
|
| 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 |
1.1391 |
1.1292 |
0.0099 |
0.9% |
0.0058 |
0.5% |
54% |
False |
False |
118,903 |
| 10 |
1.1391 |
1.1259 |
0.0132 |
1.2% |
0.0068 |
0.6% |
66% |
False |
False |
127,517 |
| 20 |
1.1391 |
1.1248 |
0.0143 |
1.3% |
0.0067 |
0.6% |
68% |
False |
False |
145,978 |
| 40 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0069 |
0.6% |
29% |
False |
False |
74,901 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0063 |
0.6% |
24% |
False |
False |
50,133 |
| 80 |
1.1898 |
1.1222 |
0.0677 |
6.0% |
0.0060 |
0.5% |
18% |
False |
False |
37,731 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0056 |
0.5% |
17% |
False |
False |
30,203 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0055 |
0.5% |
17% |
False |
False |
25,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1643 |
|
2.618 |
1.1541 |
|
1.618 |
1.1479 |
|
1.000 |
1.1440 |
|
0.618 |
1.1416 |
|
HIGH |
1.1378 |
|
0.618 |
1.1354 |
|
0.500 |
1.1346 |
|
0.382 |
1.1339 |
|
LOW |
1.1315 |
|
0.618 |
1.1276 |
|
1.000 |
1.1253 |
|
1.618 |
1.1214 |
|
2.618 |
1.1151 |
|
4.250 |
1.1049 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1346 |
1.1344 |
| PP |
1.1346 |
1.1343 |
| S1 |
1.1345 |
1.1341 |
|