CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 07-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1339 |
1.1340 |
0.0002 |
0.0% |
1.1344 |
High |
1.1345 |
1.1352 |
0.0007 |
0.1% |
1.1438 |
Low |
1.1327 |
1.1288 |
-0.0039 |
-0.3% |
1.1315 |
Close |
1.1333 |
1.1316 |
-0.0017 |
-0.2% |
1.1365 |
Range |
0.0019 |
0.0064 |
0.0046 |
245.9% |
0.0124 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
Volume |
43 |
96 |
53 |
123.3% |
1,231 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1510 |
1.1477 |
1.1351 |
|
R3 |
1.1446 |
1.1413 |
1.1334 |
|
R2 |
1.1382 |
1.1382 |
1.1328 |
|
R1 |
1.1349 |
1.1349 |
1.1322 |
1.1334 |
PP |
1.1318 |
1.1318 |
1.1318 |
1.1311 |
S1 |
1.1285 |
1.1285 |
1.1310 |
1.1270 |
S2 |
1.1254 |
1.1254 |
1.1304 |
|
S3 |
1.1190 |
1.1221 |
1.1298 |
|
S4 |
1.1126 |
1.1157 |
1.1281 |
|
|
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 |
1.1417 |
1.1288 |
0.0129 |
1.1% |
0.0048 |
0.4% |
22% |
False |
True |
193 |
10 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0054 |
0.5% |
35% |
False |
False |
157 |
20 |
1.1661 |
1.1249 |
0.0412 |
3.6% |
0.0057 |
0.5% |
16% |
False |
False |
145 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0044 |
0.4% |
13% |
False |
False |
113 |
60 |
1.1910 |
1.1249 |
0.0661 |
5.8% |
0.0040 |
0.4% |
10% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1624 |
2.618 |
1.1519 |
1.618 |
1.1455 |
1.000 |
1.1416 |
0.618 |
1.1391 |
HIGH |
1.1352 |
0.618 |
1.1327 |
0.500 |
1.1320 |
0.382 |
1.1312 |
LOW |
1.1288 |
0.618 |
1.1248 |
1.000 |
1.1224 |
1.618 |
1.1184 |
2.618 |
1.1120 |
4.250 |
1.1016 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1320 |
1.1334 |
PP |
1.1318 |
1.1328 |
S1 |
1.1317 |
1.1322 |
|