CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1364 |
1.1334 |
-0.0030 |
-0.3% |
1.1339 |
High |
1.1364 |
1.1372 |
0.0009 |
0.1% |
1.1403 |
Low |
1.1312 |
1.1306 |
-0.0006 |
-0.1% |
1.1288 |
Close |
1.1340 |
1.1308 |
-0.0033 |
-0.3% |
1.1363 |
Range |
0.0052 |
0.0066 |
0.0015 |
28.2% |
0.0115 |
ATR |
0.0061 |
0.0062 |
0.0000 |
0.5% |
0.0000 |
Volume |
239 |
263 |
24 |
10.0% |
4,484 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1527 |
1.1483 |
1.1344 |
|
R3 |
1.1461 |
1.1417 |
1.1326 |
|
R2 |
1.1395 |
1.1395 |
1.1320 |
|
R1 |
1.1351 |
1.1351 |
1.1314 |
1.1340 |
PP |
1.1329 |
1.1329 |
1.1329 |
1.1323 |
S1 |
1.1285 |
1.1285 |
1.1301 |
1.1274 |
S2 |
1.1263 |
1.1263 |
1.1295 |
|
S3 |
1.1197 |
1.1219 |
1.1289 |
|
S4 |
1.1131 |
1.1153 |
1.1271 |
|
|
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 |
1.1306 |
0.0097 |
0.9% |
0.0060 |
0.5% |
2% |
False |
True |
969 |
10 |
1.1417 |
1.1288 |
0.0129 |
1.1% |
0.0054 |
0.5% |
16% |
False |
False |
581 |
20 |
1.1442 |
1.1249 |
0.0193 |
1.7% |
0.0058 |
0.5% |
30% |
False |
False |
363 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0047 |
0.4% |
12% |
False |
False |
216 |
60 |
1.1818 |
1.1249 |
0.0569 |
5.0% |
0.0042 |
0.4% |
10% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1653 |
2.618 |
1.1545 |
1.618 |
1.1479 |
1.000 |
1.1438 |
0.618 |
1.1413 |
HIGH |
1.1372 |
0.618 |
1.1347 |
0.500 |
1.1339 |
0.382 |
1.1331 |
LOW |
1.1306 |
0.618 |
1.1265 |
1.000 |
1.1240 |
1.618 |
1.1199 |
2.618 |
1.1133 |
4.250 |
1.1026 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1339 |
1.1340 |
PP |
1.1329 |
1.1329 |
S1 |
1.1318 |
1.1318 |
|