CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1358 |
1.1397 |
0.0039 |
0.3% |
1.1344 |
| High |
1.1438 |
1.1417 |
-0.0022 |
-0.2% |
1.1380 |
| Low |
1.1315 |
1.1365 |
0.0051 |
0.4% |
1.1249 |
| Close |
1.1383 |
1.1376 |
-0.0007 |
-0.1% |
1.1361 |
| Range |
0.0124 |
0.0052 |
-0.0072 |
-58.3% |
0.0131 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
292 |
106 |
-186 |
-63.7% |
285 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1540 |
1.1509 |
1.1404 |
|
| R3 |
1.1489 |
1.1458 |
1.1390 |
|
| R2 |
1.1437 |
1.1437 |
1.1385 |
|
| R1 |
1.1406 |
1.1406 |
1.1380 |
1.1396 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1381 |
| S1 |
1.1355 |
1.1355 |
1.1371 |
1.1345 |
| S2 |
1.1334 |
1.1334 |
1.1366 |
|
| S3 |
1.1283 |
1.1303 |
1.1361 |
|
| S4 |
1.1231 |
1.1252 |
1.1347 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1672 |
1.1433 |
|
| R3 |
1.1591 |
1.1541 |
1.1397 |
|
| R2 |
1.1460 |
1.1460 |
1.1385 |
|
| R1 |
1.1411 |
1.1411 |
1.1373 |
1.1436 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1342 |
| S1 |
1.1280 |
1.1280 |
1.1349 |
1.1305 |
| S2 |
1.1199 |
1.1199 |
1.1337 |
|
| S3 |
1.1069 |
1.1150 |
1.1325 |
|
| S4 |
1.0938 |
1.1019 |
1.1289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0065 |
0.6% |
67% |
False |
False |
122 |
| 10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0060 |
0.5% |
67% |
False |
False |
124 |
| 20 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0054 |
0.5% |
30% |
False |
False |
114 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0041 |
0.4% |
25% |
False |
False |
93 |
| 60 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0038 |
0.3% |
19% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1551 |
|
1.618 |
1.1500 |
|
1.000 |
1.1468 |
|
0.618 |
1.1448 |
|
HIGH |
1.1417 |
|
0.618 |
1.1397 |
|
0.500 |
1.1391 |
|
0.382 |
1.1385 |
|
LOW |
1.1365 |
|
0.618 |
1.1333 |
|
1.000 |
1.1314 |
|
1.618 |
1.1282 |
|
2.618 |
1.1230 |
|
4.250 |
1.1146 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1391 |
1.1376 |
| PP |
1.1386 |
1.1376 |
| S1 |
1.1381 |
1.1376 |
|