CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 03-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1386 |
1.1353 |
-0.0033 |
-0.3% |
1.1344 |
High |
1.1400 |
1.1381 |
-0.0019 |
-0.2% |
1.1438 |
Low |
1.1352 |
1.1322 |
-0.0031 |
-0.3% |
1.1315 |
Close |
1.1352 |
1.1365 |
0.0013 |
0.1% |
1.1365 |
Range |
0.0048 |
0.0060 |
0.0012 |
24.0% |
0.0124 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
Volume |
617 |
104 |
-513 |
-83.1% |
1,231 |
|
Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1534 |
1.1509 |
1.1398 |
|
R3 |
1.1475 |
1.1450 |
1.1381 |
|
R2 |
1.1415 |
1.1415 |
1.1376 |
|
R1 |
1.1390 |
1.1390 |
1.1370 |
1.1403 |
PP |
1.1356 |
1.1356 |
1.1356 |
1.1362 |
S1 |
1.1331 |
1.1331 |
1.1360 |
1.1343 |
S2 |
1.1296 |
1.1296 |
1.1354 |
|
S3 |
1.1237 |
1.1271 |
1.1349 |
|
S4 |
1.1177 |
1.1212 |
1.1332 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1743 |
1.1678 |
1.1433 |
|
R3 |
1.1620 |
1.1554 |
1.1399 |
|
R2 |
1.1496 |
1.1496 |
1.1388 |
|
R1 |
1.1431 |
1.1431 |
1.1376 |
1.1463 |
PP |
1.1373 |
1.1373 |
1.1373 |
1.1389 |
S1 |
1.1307 |
1.1307 |
1.1354 |
1.1340 |
S2 |
1.1249 |
1.1249 |
1.1342 |
|
S3 |
1.1126 |
1.1184 |
1.1331 |
|
S4 |
1.1002 |
1.1060 |
1.1297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1438 |
1.1315 |
0.0124 |
1.1% |
0.0062 |
0.5% |
41% |
False |
False |
246 |
10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0062 |
0.5% |
61% |
False |
False |
165 |
20 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0057 |
0.5% |
28% |
False |
False |
146 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0042 |
0.4% |
23% |
False |
False |
109 |
60 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0039 |
0.3% |
17% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1634 |
2.618 |
1.1537 |
1.618 |
1.1477 |
1.000 |
1.1441 |
0.618 |
1.1418 |
HIGH |
1.1381 |
0.618 |
1.1358 |
0.500 |
1.1351 |
0.382 |
1.1344 |
LOW |
1.1322 |
0.618 |
1.1285 |
1.000 |
1.1262 |
1.618 |
1.1225 |
2.618 |
1.1166 |
4.250 |
1.1069 |
|
|
Fisher Pivots for day following 03-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1360 |
1.1369 |
PP |
1.1356 |
1.1368 |
S1 |
1.1351 |
1.1366 |
|