CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1381 |
0.0065 |
0.6% |
1.1364 |
| High |
1.1389 |
1.1389 |
-0.0001 |
0.0% |
1.1412 |
| Low |
1.1317 |
1.1338 |
0.0021 |
0.2% |
1.1281 |
| Close |
1.1381 |
1.1384 |
0.0004 |
0.0% |
1.1303 |
| Range |
0.0073 |
0.0051 |
-0.0022 |
-29.7% |
0.0131 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
129 |
99 |
-30 |
-23.3% |
1,430 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1505 |
1.1412 |
|
| R3 |
1.1472 |
1.1454 |
1.1398 |
|
| R2 |
1.1421 |
1.1421 |
1.1393 |
|
| R1 |
1.1403 |
1.1403 |
1.1389 |
1.1412 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1375 |
| S1 |
1.1352 |
1.1352 |
1.1379 |
1.1361 |
| S2 |
1.1319 |
1.1319 |
1.1375 |
|
| S3 |
1.1268 |
1.1301 |
1.1370 |
|
| S4 |
1.1217 |
1.1250 |
1.1356 |
|
|
| 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 |
1.1400 |
1.1287 |
0.0113 |
1.0% |
0.0068 |
0.6% |
86% |
False |
False |
279 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0064 |
0.6% |
79% |
False |
False |
330 |
| 20 |
1.1438 |
1.1277 |
0.0162 |
1.4% |
0.0063 |
0.6% |
67% |
False |
False |
418 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0057 |
0.5% |
27% |
False |
False |
260 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0045 |
0.4% |
27% |
False |
False |
193 |
| 80 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0043 |
0.4% |
19% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1605 |
|
2.618 |
1.1522 |
|
1.618 |
1.1471 |
|
1.000 |
1.1440 |
|
0.618 |
1.1420 |
|
HIGH |
1.1389 |
|
0.618 |
1.1369 |
|
0.500 |
1.1363 |
|
0.382 |
1.1357 |
|
LOW |
1.1338 |
|
0.618 |
1.1306 |
|
1.000 |
1.1287 |
|
1.618 |
1.1255 |
|
2.618 |
1.1204 |
|
4.250 |
1.1121 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1377 |
1.1372 |
| PP |
1.1370 |
1.1361 |
| S1 |
1.1363 |
1.1349 |
|