CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1363 |
1.1377 |
0.0014 |
0.1% |
1.1364 |
High |
1.1412 |
1.1400 |
-0.0012 |
-0.1% |
1.1412 |
Low |
1.1347 |
1.1287 |
-0.0061 |
-0.5% |
1.1281 |
Close |
1.1376 |
1.1303 |
-0.0074 |
-0.6% |
1.1303 |
Range |
0.0065 |
0.0113 |
0.0049 |
75.2% |
0.0131 |
ATR |
0.0063 |
0.0067 |
0.0004 |
5.6% |
0.0000 |
Volume |
273 |
240 |
-33 |
-12.1% |
1,430 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1669 |
1.1599 |
1.1365 |
|
R3 |
1.1556 |
1.1486 |
1.1334 |
|
R2 |
1.1443 |
1.1443 |
1.1323 |
|
R1 |
1.1373 |
1.1373 |
1.1313 |
1.1351 |
PP |
1.1330 |
1.1330 |
1.1330 |
1.1319 |
S1 |
1.1260 |
1.1260 |
1.1292 |
1.1238 |
S2 |
1.1217 |
1.1217 |
1.1282 |
|
S3 |
1.1104 |
1.1147 |
1.1271 |
|
S4 |
1.0991 |
1.1034 |
1.1240 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1723 |
1.1643 |
1.1374 |
|
R3 |
1.1593 |
1.1513 |
1.1338 |
|
R2 |
1.1462 |
1.1462 |
1.1326 |
|
R1 |
1.1382 |
1.1382 |
1.1314 |
1.1357 |
PP |
1.1332 |
1.1332 |
1.1332 |
1.1319 |
S1 |
1.1252 |
1.1252 |
1.1291 |
1.1227 |
S2 |
1.1201 |
1.1201 |
1.1279 |
|
S3 |
1.1071 |
1.1121 |
1.1267 |
|
S4 |
1.0940 |
1.0991 |
1.1231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1412 |
1.1281 |
0.0131 |
1.2% |
0.0071 |
0.6% |
16% |
False |
False |
286 |
10 |
1.1412 |
1.1281 |
0.0131 |
1.2% |
0.0062 |
0.5% |
16% |
False |
False |
591 |
20 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0062 |
0.5% |
28% |
False |
False |
378 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0053 |
0.5% |
11% |
False |
False |
238 |
60 |
1.1794 |
1.1249 |
0.0545 |
4.8% |
0.0044 |
0.4% |
10% |
False |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1880 |
2.618 |
1.1695 |
1.618 |
1.1582 |
1.000 |
1.1513 |
0.618 |
1.1469 |
HIGH |
1.1400 |
0.618 |
1.1356 |
0.500 |
1.1343 |
0.382 |
1.1330 |
LOW |
1.1287 |
0.618 |
1.1217 |
1.000 |
1.1174 |
1.618 |
1.1104 |
2.618 |
1.0991 |
4.250 |
1.0806 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1343 |
1.1346 |
PP |
1.1330 |
1.1332 |
S1 |
1.1316 |
1.1317 |
|