CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 28-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1371 |
1.1375 |
0.0004 |
0.0% |
1.1292 |
High |
1.1376 |
1.1380 |
0.0005 |
0.0% |
1.1389 |
Low |
1.1362 |
1.1339 |
-0.0023 |
-0.2% |
1.1292 |
Close |
1.1373 |
1.1349 |
-0.0024 |
-0.2% |
1.1384 |
Range |
0.0014 |
0.0041 |
0.0028 |
203.7% |
0.0097 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
139 |
53 |
-86 |
-61.9% |
1,155 |
|
Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1479 |
1.1455 |
1.1372 |
|
R3 |
1.1438 |
1.1414 |
1.1360 |
|
R2 |
1.1397 |
1.1397 |
1.1357 |
|
R1 |
1.1373 |
1.1373 |
1.1353 |
1.1365 |
PP |
1.1356 |
1.1356 |
1.1356 |
1.1352 |
S1 |
1.1332 |
1.1332 |
1.1345 |
1.1324 |
S2 |
1.1315 |
1.1315 |
1.1341 |
|
S3 |
1.1274 |
1.1291 |
1.1338 |
|
S4 |
1.1233 |
1.1250 |
1.1326 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1646 |
1.1612 |
1.1437 |
|
R3 |
1.1549 |
1.1515 |
1.1411 |
|
R2 |
1.1452 |
1.1452 |
1.1402 |
|
R1 |
1.1418 |
1.1418 |
1.1393 |
1.1435 |
PP |
1.1355 |
1.1355 |
1.1355 |
1.1364 |
S1 |
1.1321 |
1.1321 |
1.1375 |
1.1338 |
S2 |
1.1258 |
1.1258 |
1.1366 |
|
S3 |
1.1161 |
1.1224 |
1.1357 |
|
S4 |
1.1064 |
1.1127 |
1.1331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1389 |
1.1309 |
0.0081 |
0.7% |
0.0044 |
0.4% |
50% |
False |
False |
137 |
10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0058 |
0.5% |
52% |
False |
False |
253 |
20 |
1.1438 |
1.1281 |
0.0157 |
1.4% |
0.0059 |
0.5% |
43% |
False |
False |
419 |
40 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0053 |
0.5% |
24% |
False |
False |
260 |
60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0045 |
0.4% |
20% |
False |
False |
195 |
80 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0042 |
0.4% |
14% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1554 |
2.618 |
1.1487 |
1.618 |
1.1446 |
1.000 |
1.1421 |
0.618 |
1.1405 |
HIGH |
1.1380 |
0.618 |
1.1364 |
0.500 |
1.1360 |
0.382 |
1.1355 |
LOW |
1.1339 |
0.618 |
1.1314 |
1.000 |
1.1298 |
1.618 |
1.1273 |
2.618 |
1.1232 |
4.250 |
1.1165 |
|
|
Fisher Pivots for day following 28-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1360 |
1.1363 |
PP |
1.1356 |
1.1358 |
S1 |
1.1353 |
1.1354 |
|