CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1292 |
-0.0085 |
-0.7% |
1.1364 |
| High |
1.1400 |
1.1352 |
-0.0048 |
-0.4% |
1.1412 |
| Low |
1.1287 |
1.1292 |
0.0006 |
0.0% |
1.1281 |
| Close |
1.1303 |
1.1323 |
0.0021 |
0.2% |
1.1303 |
| Range |
0.0113 |
0.0060 |
-0.0053 |
-46.9% |
0.0131 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
240 |
661 |
421 |
175.4% |
1,430 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1502 |
1.1473 |
1.1356 |
|
| R3 |
1.1442 |
1.1413 |
1.1340 |
|
| R2 |
1.1382 |
1.1382 |
1.1334 |
|
| R1 |
1.1353 |
1.1353 |
1.1329 |
1.1368 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1330 |
| S1 |
1.1293 |
1.1293 |
1.1318 |
1.1308 |
| S2 |
1.1262 |
1.1262 |
1.1312 |
|
| S3 |
1.1202 |
1.1233 |
1.1307 |
|
| S4 |
1.1142 |
1.1173 |
1.1290 |
|
|
| 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% |
0.0072 |
0.6% |
32% |
False |
False |
370 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.2% |
0.0066 |
0.6% |
32% |
False |
False |
653 |
| 20 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0060 |
0.5% |
39% |
False |
False |
404 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0054 |
0.5% |
15% |
False |
False |
255 |
| 60 |
1.1782 |
1.1249 |
0.0533 |
4.7% |
0.0045 |
0.4% |
14% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1607 |
|
2.618 |
1.1509 |
|
1.618 |
1.1449 |
|
1.000 |
1.1412 |
|
0.618 |
1.1389 |
|
HIGH |
1.1352 |
|
0.618 |
1.1329 |
|
0.500 |
1.1322 |
|
0.382 |
1.1315 |
|
LOW |
1.1292 |
|
0.618 |
1.1255 |
|
1.000 |
1.1232 |
|
1.618 |
1.1195 |
|
2.618 |
1.1135 |
|
4.250 |
1.1037 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1349 |
| PP |
1.1322 |
1.1340 |
| S1 |
1.1322 |
1.1332 |
|