CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1401 |
0.0053 |
0.5% |
1.1292 |
| High |
1.1410 |
1.1401 |
-0.0010 |
-0.1% |
1.1389 |
| Low |
1.1320 |
1.1345 |
0.0025 |
0.2% |
1.1292 |
| Close |
1.1391 |
1.1373 |
-0.0018 |
-0.2% |
1.1384 |
| Range |
0.0090 |
0.0056 |
-0.0035 |
-38.3% |
0.0097 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
143 |
177 |
34 |
23.8% |
1,155 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1539 |
1.1511 |
1.1403 |
|
| R3 |
1.1484 |
1.1456 |
1.1388 |
|
| R2 |
1.1428 |
1.1428 |
1.1383 |
|
| R1 |
1.1400 |
1.1400 |
1.1378 |
1.1387 |
| PP |
1.1373 |
1.1373 |
1.1373 |
1.1366 |
| S1 |
1.1345 |
1.1345 |
1.1367 |
1.1331 |
| S2 |
1.1317 |
1.1317 |
1.1362 |
|
| S3 |
1.1262 |
1.1289 |
1.1357 |
|
| S4 |
1.1206 |
1.1234 |
1.1342 |
|
|
| 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 |
1.1320 |
0.0090 |
0.8% |
0.0050 |
0.4% |
58% |
False |
False |
122 |
| 10 |
1.1412 |
1.1287 |
0.0125 |
1.1% |
0.0060 |
0.5% |
69% |
False |
False |
218 |
| 20 |
1.1412 |
1.1281 |
0.0131 |
1.1% |
0.0058 |
0.5% |
70% |
False |
False |
415 |
| 40 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0056 |
0.5% |
29% |
False |
False |
264 |
| 60 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0047 |
0.4% |
25% |
False |
False |
200 |
| 80 |
1.1918 |
1.1249 |
0.0669 |
5.9% |
0.0043 |
0.4% |
18% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1636 |
|
2.618 |
1.1546 |
|
1.618 |
1.1490 |
|
1.000 |
1.1456 |
|
0.618 |
1.1435 |
|
HIGH |
1.1401 |
|
0.618 |
1.1379 |
|
0.500 |
1.1373 |
|
0.382 |
1.1366 |
|
LOW |
1.1345 |
|
0.618 |
1.1311 |
|
1.000 |
1.1290 |
|
1.618 |
1.1255 |
|
2.618 |
1.1200 |
|
4.250 |
1.1109 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1373 |
1.1370 |
| PP |
1.1373 |
1.1368 |
| S1 |
1.1373 |
1.1365 |
|