CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1374 |
1.1410 |
0.0037 |
0.3% |
1.1423 |
High |
1.1395 |
1.1410 |
0.0015 |
0.1% |
1.1457 |
Low |
1.1360 |
1.1402 |
0.0042 |
0.4% |
1.1372 |
Close |
1.1395 |
1.1402 |
0.0007 |
0.1% |
1.1376 |
Range |
0.0035 |
0.0008 |
-0.0027 |
-77.1% |
0.0085 |
ATR |
0.0048 |
0.0045 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
3 |
2 |
-1 |
-33.3% |
19 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1429 |
1.1423 |
1.1406 |
|
R3 |
1.1421 |
1.1415 |
1.1404 |
|
R2 |
1.1413 |
1.1413 |
1.1403 |
|
R1 |
1.1407 |
1.1407 |
1.1403 |
1.1406 |
PP |
1.1405 |
1.1405 |
1.1405 |
1.1404 |
S1 |
1.1399 |
1.1399 |
1.1401 |
1.1398 |
S2 |
1.1397 |
1.1397 |
1.1401 |
|
S3 |
1.1389 |
1.1391 |
1.1400 |
|
S4 |
1.1381 |
1.1383 |
1.1398 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1656 |
1.1601 |
1.1422 |
|
R3 |
1.1571 |
1.1516 |
1.1399 |
|
R2 |
1.1486 |
1.1486 |
1.1391 |
|
R1 |
1.1431 |
1.1431 |
1.1383 |
1.1416 |
PP |
1.1401 |
1.1401 |
1.1401 |
1.1394 |
S1 |
1.1346 |
1.1346 |
1.1368 |
1.1331 |
S2 |
1.1316 |
1.1316 |
1.1360 |
|
S3 |
1.1231 |
1.1261 |
1.1352 |
|
S4 |
1.1146 |
1.1176 |
1.1329 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1457 |
1.1360 |
0.0097 |
0.8% |
0.0037 |
0.3% |
44% |
False |
False |
4 |
10 |
1.1471 |
1.1360 |
0.0111 |
1.0% |
0.0035 |
0.3% |
38% |
False |
False |
4 |
20 |
1.1471 |
1.1312 |
0.0159 |
1.4% |
0.0027 |
0.2% |
57% |
False |
False |
35 |
40 |
1.1809 |
1.1312 |
0.0497 |
4.4% |
0.0027 |
0.2% |
18% |
False |
False |
51 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.4% |
0.0024 |
0.2% |
18% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1444 |
2.618 |
1.1431 |
1.618 |
1.1423 |
1.000 |
1.1418 |
0.618 |
1.1415 |
HIGH |
1.1410 |
0.618 |
1.1407 |
0.500 |
1.1406 |
0.382 |
1.1405 |
LOW |
1.1402 |
0.618 |
1.1397 |
1.000 |
1.1394 |
1.618 |
1.1389 |
2.618 |
1.1381 |
4.250 |
1.1368 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1406 |
1.1408 |
PP |
1.1405 |
1.1406 |
S1 |
1.1403 |
1.1404 |
|