CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 13-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1345 |
1.1364 |
0.0019 |
0.2% |
1.1339 |
High |
1.1375 |
1.1364 |
-0.0011 |
-0.1% |
1.1403 |
Low |
1.1317 |
1.1312 |
-0.0005 |
0.0% |
1.1288 |
Close |
1.1363 |
1.1340 |
-0.0023 |
-0.2% |
1.1363 |
Range |
0.0058 |
0.0052 |
-0.0006 |
-10.4% |
0.0115 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
717 |
239 |
-478 |
-66.7% |
4,484 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1493 |
1.1468 |
1.1368 |
|
R3 |
1.1442 |
1.1417 |
1.1354 |
|
R2 |
1.1390 |
1.1390 |
1.1349 |
|
R1 |
1.1365 |
1.1365 |
1.1345 |
1.1352 |
PP |
1.1339 |
1.1339 |
1.1339 |
1.1332 |
S1 |
1.1314 |
1.1314 |
1.1335 |
1.1300 |
S2 |
1.1287 |
1.1287 |
1.1331 |
|
S3 |
1.1236 |
1.1262 |
1.1326 |
|
S4 |
1.1184 |
1.1211 |
1.1312 |
|
|
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% |
0.0060 |
0.5% |
46% |
False |
False |
936 |
10 |
1.1438 |
1.1288 |
0.0151 |
1.3% |
0.0060 |
0.5% |
35% |
False |
False |
584 |
20 |
1.1508 |
1.1249 |
0.0259 |
2.3% |
0.0059 |
0.5% |
35% |
False |
False |
354 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0047 |
0.4% |
18% |
False |
False |
210 |
60 |
1.1818 |
1.1249 |
0.0569 |
5.0% |
0.0041 |
0.4% |
16% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1582 |
2.618 |
1.1498 |
1.618 |
1.1447 |
1.000 |
1.1415 |
0.618 |
1.1395 |
HIGH |
1.1364 |
0.618 |
1.1344 |
0.500 |
1.1338 |
0.382 |
1.1332 |
LOW |
1.1312 |
0.618 |
1.1280 |
1.000 |
1.1261 |
1.618 |
1.1229 |
2.618 |
1.1177 |
4.250 |
1.1093 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1339 |
1.1346 |
PP |
1.1339 |
1.1344 |
S1 |
1.1338 |
1.1342 |
|