CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1379 |
1.1345 |
-0.0034 |
-0.3% |
1.1339 |
| High |
1.1380 |
1.1375 |
-0.0006 |
0.0% |
1.1403 |
| Low |
1.1331 |
1.1317 |
-0.0014 |
-0.1% |
1.1288 |
| Close |
1.1339 |
1.1363 |
0.0025 |
0.2% |
1.1363 |
| Range |
0.0049 |
0.0058 |
0.0009 |
17.3% |
0.0115 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
3,353 |
717 |
-2,636 |
-78.6% |
4,484 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1501 |
1.1395 |
|
| R3 |
1.1467 |
1.1444 |
1.1379 |
|
| R2 |
1.1409 |
1.1409 |
1.1374 |
|
| R1 |
1.1386 |
1.1386 |
1.1368 |
1.1398 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1357 |
| S1 |
1.1329 |
1.1329 |
1.1358 |
1.1340 |
| S2 |
1.1294 |
1.1294 |
1.1352 |
|
| S3 |
1.1237 |
1.1271 |
1.1347 |
|
| S4 |
1.1179 |
1.1214 |
1.1331 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1645 |
1.1426 |
|
| R3 |
1.1581 |
1.1530 |
1.1395 |
|
| R2 |
1.1466 |
1.1466 |
1.1384 |
|
| R1 |
1.1415 |
1.1415 |
1.1374 |
1.1440 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1364 |
| S1 |
1.1300 |
1.1300 |
1.1352 |
1.1325 |
| S2 |
1.1236 |
1.1236 |
1.1342 |
|
| S3 |
1.1121 |
1.1185 |
1.1331 |
|
| S4 |
1.1006 |
1.1070 |
1.1300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1403 |
1.1288 |
0.0115 |
1.0% |
0.0053 |
0.5% |
66% |
False |
False |
896 |
| 10 |
1.1438 |
1.1288 |
0.0151 |
1.3% |
0.0058 |
0.5% |
50% |
False |
False |
571 |
| 20 |
1.1519 |
1.1249 |
0.0270 |
2.4% |
0.0058 |
0.5% |
42% |
False |
False |
346 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0046 |
0.4% |
23% |
False |
False |
211 |
| 60 |
1.1853 |
1.1249 |
0.0604 |
5.3% |
0.0041 |
0.4% |
19% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1619 |
|
2.618 |
1.1525 |
|
1.618 |
1.1468 |
|
1.000 |
1.1432 |
|
0.618 |
1.1410 |
|
HIGH |
1.1375 |
|
0.618 |
1.1353 |
|
0.500 |
1.1346 |
|
0.382 |
1.1339 |
|
LOW |
1.1317 |
|
0.618 |
1.1281 |
|
1.000 |
1.1260 |
|
1.618 |
1.1224 |
|
2.618 |
1.1166 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1357 |
1.1362 |
| PP |
1.1352 |
1.1361 |
| S1 |
1.1346 |
1.1360 |
|