CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1397 |
1.1386 |
-0.0012 |
-0.1% |
1.1344 |
| High |
1.1417 |
1.1400 |
-0.0017 |
-0.1% |
1.1380 |
| Low |
1.1365 |
1.1352 |
-0.0013 |
-0.1% |
1.1249 |
| Close |
1.1376 |
1.1352 |
-0.0024 |
-0.2% |
1.1361 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-6.8% |
0.0131 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
106 |
617 |
511 |
482.1% |
285 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1480 |
1.1378 |
|
| R3 |
1.1464 |
1.1432 |
1.1365 |
|
| R2 |
1.1416 |
1.1416 |
1.1361 |
|
| R1 |
1.1384 |
1.1384 |
1.1356 |
1.1376 |
| PP |
1.1368 |
1.1368 |
1.1368 |
1.1364 |
| S1 |
1.1336 |
1.1336 |
1.1348 |
1.1328 |
| S2 |
1.1320 |
1.1320 |
1.1343 |
|
| S3 |
1.1272 |
1.1288 |
1.1339 |
|
| S4 |
1.1224 |
1.1240 |
1.1326 |
|
|
| 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 |
1.1277 |
0.0162 |
1.4% |
0.0071 |
0.6% |
47% |
False |
False |
240 |
| 10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0060 |
0.5% |
54% |
False |
False |
164 |
| 20 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0054 |
0.5% |
25% |
False |
False |
143 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0041 |
0.4% |
21% |
False |
False |
107 |
| 60 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0039 |
0.3% |
15% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1604 |
|
2.618 |
1.1526 |
|
1.618 |
1.1478 |
|
1.000 |
1.1448 |
|
0.618 |
1.1430 |
|
HIGH |
1.1400 |
|
0.618 |
1.1382 |
|
0.500 |
1.1376 |
|
0.382 |
1.1370 |
|
LOW |
1.1352 |
|
0.618 |
1.1322 |
|
1.000 |
1.1304 |
|
1.618 |
1.1274 |
|
2.618 |
1.1226 |
|
4.250 |
1.1148 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1376 |
1.1376 |
| PP |
1.1368 |
1.1368 |
| S1 |
1.1360 |
1.1360 |
|