CME Euro FX (E) Future December 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 |
1.1455 |
1.1457 |
0.0003 |
0.0% |
1.1423 |
High |
1.1455 |
1.1457 |
0.0003 |
0.0% |
1.1457 |
Low |
1.1453 |
1.1417 |
-0.0037 |
-0.3% |
1.1372 |
Close |
1.1453 |
1.1457 |
0.0004 |
0.0% |
1.1376 |
Range |
0.0002 |
0.0041 |
0.0039 |
2,600.0% |
0.0085 |
ATR |
0.0046 |
0.0045 |
0.0000 |
-0.8% |
0.0000 |
Volume |
2 |
0 |
-2 |
-100.0% |
19 |
|
Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1565 |
1.1552 |
1.1479 |
|
R3 |
1.1525 |
1.1511 |
1.1468 |
|
R2 |
1.1484 |
1.1484 |
1.1464 |
|
R1 |
1.1471 |
1.1471 |
1.1461 |
1.1477 |
PP |
1.1444 |
1.1444 |
1.1444 |
1.1447 |
S1 |
1.1430 |
1.1430 |
1.1453 |
1.1437 |
S2 |
1.1403 |
1.1403 |
1.1450 |
|
S3 |
1.1363 |
1.1390 |
1.1446 |
|
S4 |
1.1322 |
1.1349 |
1.1435 |
|
|
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% |
0.0034 |
0.3% |
100% |
True |
False |
1 |
10 |
1.1457 |
1.1360 |
0.0097 |
0.8% |
0.0029 |
0.3% |
100% |
True |
False |
2 |
20 |
1.1471 |
1.1360 |
0.0111 |
1.0% |
0.0027 |
0.2% |
88% |
False |
False |
24 |
40 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0028 |
0.2% |
29% |
False |
False |
47 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0023 |
0.2% |
29% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1629 |
2.618 |
1.1563 |
1.618 |
1.1523 |
1.000 |
1.1498 |
0.618 |
1.1482 |
HIGH |
1.1457 |
0.618 |
1.1442 |
0.500 |
1.1437 |
0.382 |
1.1432 |
LOW |
1.1417 |
0.618 |
1.1391 |
1.000 |
1.1376 |
1.618 |
1.1351 |
2.618 |
1.1310 |
4.250 |
1.1244 |
|
|
Fisher Pivots for day following 23-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1450 |
1.1448 |
PP |
1.1444 |
1.1439 |
S1 |
1.1437 |
1.1430 |
|