CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1340 |
-0.0027 |
-0.2% |
1.1345 |
| High |
1.1378 |
1.1404 |
0.0026 |
0.2% |
1.1404 |
| Low |
1.1315 |
1.1320 |
0.0005 |
0.0% |
1.1292 |
| Close |
1.1345 |
1.1403 |
0.0058 |
0.5% |
1.1403 |
| Range |
0.0063 |
0.0084 |
0.0021 |
33.6% |
0.0112 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
| Volume |
133,277 |
121,477 |
-11,800 |
-8.9% |
605,248 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1626 |
1.1598 |
1.1448 |
|
| R3 |
1.1542 |
1.1514 |
1.1425 |
|
| R2 |
1.1459 |
1.1459 |
1.1418 |
|
| R1 |
1.1431 |
1.1431 |
1.1410 |
1.1445 |
| PP |
1.1375 |
1.1375 |
1.1375 |
1.1382 |
| S1 |
1.1347 |
1.1347 |
1.1395 |
1.1361 |
| S2 |
1.1292 |
1.1292 |
1.1387 |
|
| S3 |
1.1208 |
1.1264 |
1.1380 |
|
| S4 |
1.1125 |
1.1180 |
1.1357 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1701 |
1.1663 |
1.1464 |
|
| R3 |
1.1589 |
1.1552 |
1.1433 |
|
| R2 |
1.1478 |
1.1478 |
1.1423 |
|
| R1 |
1.1440 |
1.1440 |
1.1413 |
1.1459 |
| PP |
1.1366 |
1.1366 |
1.1366 |
1.1375 |
| S1 |
1.1329 |
1.1329 |
1.1392 |
1.1347 |
| S2 |
1.1255 |
1.1255 |
1.1382 |
|
| S3 |
1.1143 |
1.1217 |
1.1372 |
|
| S4 |
1.1032 |
1.1106 |
1.1341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1404 |
1.1292 |
0.0112 |
1.0% |
0.0064 |
0.6% |
99% |
True |
False |
121,049 |
| 10 |
1.1404 |
1.1259 |
0.0145 |
1.3% |
0.0068 |
0.6% |
99% |
True |
False |
122,635 |
| 20 |
1.1404 |
1.1248 |
0.0156 |
1.4% |
0.0068 |
0.6% |
99% |
True |
False |
150,607 |
| 40 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0069 |
0.6% |
42% |
False |
False |
77,907 |
| 60 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0064 |
0.6% |
35% |
False |
False |
52,152 |
| 80 |
1.1897 |
1.1222 |
0.0676 |
5.9% |
0.0060 |
0.5% |
27% |
False |
False |
39,238 |
| 100 |
1.1956 |
1.1222 |
0.0735 |
6.4% |
0.0057 |
0.5% |
25% |
False |
False |
31,417 |
| 120 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0055 |
0.5% |
24% |
False |
False |
26,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1758 |
|
2.618 |
1.1622 |
|
1.618 |
1.1539 |
|
1.000 |
1.1487 |
|
0.618 |
1.1455 |
|
HIGH |
1.1404 |
|
0.618 |
1.1372 |
|
0.500 |
1.1362 |
|
0.382 |
1.1352 |
|
LOW |
1.1320 |
|
0.618 |
1.1268 |
|
1.000 |
1.1237 |
|
1.618 |
1.1185 |
|
2.618 |
1.1101 |
|
4.250 |
1.0965 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1389 |
1.1384 |
| PP |
1.1375 |
1.1366 |
| S1 |
1.1362 |
1.1348 |
|