CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1292 |
1.1333 |
0.0041 |
0.4% |
1.1364 |
High |
1.1352 |
1.1351 |
-0.0002 |
0.0% |
1.1412 |
Low |
1.1292 |
1.1309 |
0.0017 |
0.1% |
1.1281 |
Close |
1.1323 |
1.1329 |
0.0006 |
0.1% |
1.1303 |
Range |
0.0060 |
0.0042 |
-0.0018 |
-30.0% |
0.0131 |
ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
661 |
266 |
-395 |
-59.8% |
1,430 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1455 |
1.1434 |
1.1352 |
|
R3 |
1.1413 |
1.1392 |
1.1341 |
|
R2 |
1.1371 |
1.1371 |
1.1337 |
|
R1 |
1.1350 |
1.1350 |
1.1333 |
1.1340 |
PP |
1.1329 |
1.1329 |
1.1329 |
1.1324 |
S1 |
1.1308 |
1.1308 |
1.1325 |
1.1298 |
S2 |
1.1287 |
1.1287 |
1.1321 |
|
S3 |
1.1245 |
1.1266 |
1.1317 |
|
S4 |
1.1203 |
1.1224 |
1.1306 |
|
|
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% |
0.0068 |
0.6% |
37% |
False |
False |
371 |
10 |
1.1412 |
1.1281 |
0.0131 |
1.2% |
0.0064 |
0.6% |
37% |
False |
False |
670 |
20 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0059 |
0.5% |
42% |
False |
False |
413 |
40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0055 |
0.5% |
16% |
False |
False |
260 |
60 |
1.1757 |
1.1249 |
0.0508 |
4.5% |
0.0045 |
0.4% |
16% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1529 |
2.618 |
1.1460 |
1.618 |
1.1418 |
1.000 |
1.1393 |
0.618 |
1.1376 |
HIGH |
1.1351 |
0.618 |
1.1334 |
0.500 |
1.1330 |
0.382 |
1.1325 |
LOW |
1.1309 |
0.618 |
1.1283 |
1.000 |
1.1267 |
1.618 |
1.1241 |
2.618 |
1.1199 |
4.250 |
1.1130 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1330 |
1.1343 |
PP |
1.1329 |
1.1338 |
S1 |
1.1329 |
1.1334 |
|