CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 06-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1353 |
1.1339 |
-0.0014 |
-0.1% |
1.1344 |
High |
1.1381 |
1.1345 |
-0.0036 |
-0.3% |
1.1438 |
Low |
1.1322 |
1.1327 |
0.0005 |
0.0% |
1.1315 |
Close |
1.1365 |
1.1333 |
-0.0032 |
-0.3% |
1.1365 |
Range |
0.0060 |
0.0019 |
-0.0041 |
-68.9% |
0.0124 |
ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
104 |
43 |
-61 |
-58.7% |
1,231 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1390 |
1.1380 |
1.1343 |
|
R3 |
1.1372 |
1.1362 |
1.1338 |
|
R2 |
1.1353 |
1.1353 |
1.1336 |
|
R1 |
1.1343 |
1.1343 |
1.1335 |
1.1339 |
PP |
1.1335 |
1.1335 |
1.1335 |
1.1333 |
S1 |
1.1325 |
1.1325 |
1.1331 |
1.1321 |
S2 |
1.1316 |
1.1316 |
1.1330 |
|
S3 |
1.1298 |
1.1306 |
1.1328 |
|
S4 |
1.1279 |
1.1288 |
1.1323 |
|
|
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% |
0.0060 |
0.5% |
15% |
False |
False |
232 |
10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0053 |
0.5% |
44% |
False |
False |
155 |
20 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0055 |
0.5% |
20% |
False |
False |
141 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0042 |
0.4% |
17% |
False |
False |
110 |
60 |
1.1910 |
1.1249 |
0.0661 |
5.8% |
0.0039 |
0.3% |
13% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1424 |
2.618 |
1.1393 |
1.618 |
1.1375 |
1.000 |
1.1364 |
0.618 |
1.1356 |
HIGH |
1.1345 |
0.618 |
1.1338 |
0.500 |
1.1336 |
0.382 |
1.1334 |
LOW |
1.1327 |
0.618 |
1.1315 |
1.000 |
1.1308 |
1.618 |
1.1297 |
2.618 |
1.1278 |
4.250 |
1.1248 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1336 |
1.1361 |
PP |
1.1335 |
1.1352 |
S1 |
1.1334 |
1.1342 |
|