CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1348 |
-0.0027 |
-0.2% |
1.1292 |
| High |
1.1380 |
1.1410 |
0.0030 |
0.3% |
1.1389 |
| Low |
1.1339 |
1.1320 |
-0.0019 |
-0.2% |
1.1292 |
| Close |
1.1349 |
1.1391 |
0.0042 |
0.4% |
1.1384 |
| Range |
0.0041 |
0.0090 |
0.0049 |
119.5% |
0.0097 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.6% |
0.0000 |
| Volume |
53 |
143 |
90 |
169.8% |
1,155 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1607 |
1.1440 |
|
| R3 |
1.1554 |
1.1517 |
1.1415 |
|
| R2 |
1.1464 |
1.1464 |
1.1407 |
|
| R1 |
1.1427 |
1.1427 |
1.1399 |
1.1445 |
| PP |
1.1374 |
1.1374 |
1.1374 |
1.1383 |
| S1 |
1.1337 |
1.1337 |
1.1382 |
1.1355 |
| S2 |
1.1284 |
1.1284 |
1.1374 |
|
| S3 |
1.1194 |
1.1247 |
1.1366 |
|
| S4 |
1.1104 |
1.1157 |
1.1341 |
|
|
| 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 |
1.1410 |
1.1317 |
0.0094 |
0.8% |
0.0054 |
0.5% |
79% |
True |
False |
112 |
| 10 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0061 |
0.5% |
84% |
False |
False |
241 |
| 20 |
1.1417 |
1.1281 |
0.0136 |
1.2% |
0.0057 |
0.5% |
81% |
False |
False |
411 |
| 40 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0055 |
0.5% |
34% |
False |
False |
260 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0046 |
0.4% |
28% |
False |
False |
197 |
| 80 |
1.1953 |
1.1249 |
0.0704 |
6.2% |
0.0043 |
0.4% |
20% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1793 |
|
2.618 |
1.1646 |
|
1.618 |
1.1556 |
|
1.000 |
1.1500 |
|
0.618 |
1.1466 |
|
HIGH |
1.1410 |
|
0.618 |
1.1376 |
|
0.500 |
1.1365 |
|
0.382 |
1.1354 |
|
LOW |
1.1320 |
|
0.618 |
1.1264 |
|
1.000 |
1.1230 |
|
1.618 |
1.1174 |
|
2.618 |
1.1084 |
|
4.250 |
1.0938 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1382 |
1.1382 |
| PP |
1.1374 |
1.1374 |
| S1 |
1.1365 |
1.1365 |
|