CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1333 |
1.1317 |
-0.0016 |
-0.1% |
1.1364 |
| High |
1.1351 |
1.1389 |
0.0039 |
0.3% |
1.1412 |
| Low |
1.1309 |
1.1317 |
0.0008 |
0.1% |
1.1281 |
| Close |
1.1329 |
1.1381 |
0.0052 |
0.5% |
1.1303 |
| Range |
0.0042 |
0.0073 |
0.0031 |
72.6% |
0.0131 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
266 |
129 |
-137 |
-51.5% |
1,430 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1580 |
1.1553 |
1.1420 |
|
| R3 |
1.1507 |
1.1480 |
1.1400 |
|
| R2 |
1.1435 |
1.1435 |
1.1394 |
|
| R1 |
1.1408 |
1.1408 |
1.1387 |
1.1421 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1369 |
| S1 |
1.1335 |
1.1335 |
1.1374 |
1.1349 |
| S2 |
1.1290 |
1.1290 |
1.1367 |
|
| S3 |
1.1217 |
1.1263 |
1.1361 |
|
| S4 |
1.1145 |
1.1190 |
1.1341 |
|
|
| 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 |
1.1287 |
0.0125 |
1.1% |
0.0070 |
0.6% |
75% |
False |
False |
313 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0063 |
0.6% |
76% |
False |
False |
655 |
| 20 |
1.1438 |
1.1249 |
0.0189 |
1.7% |
0.0061 |
0.5% |
70% |
False |
False |
415 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0057 |
0.5% |
26% |
False |
False |
263 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0046 |
0.4% |
26% |
False |
False |
192 |
| 80 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0043 |
0.4% |
18% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1697 |
|
2.618 |
1.1579 |
|
1.618 |
1.1506 |
|
1.000 |
1.1462 |
|
0.618 |
1.1434 |
|
HIGH |
1.1389 |
|
0.618 |
1.1361 |
|
0.500 |
1.1353 |
|
0.382 |
1.1344 |
|
LOW |
1.1317 |
|
0.618 |
1.1272 |
|
1.000 |
1.1244 |
|
1.618 |
1.1199 |
|
2.618 |
1.1127 |
|
4.250 |
1.1008 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1367 |
| PP |
1.1362 |
1.1354 |
| S1 |
1.1353 |
1.1341 |
|