CME Euro FX (E) Future December 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 |
1.1424 |
1.1412 |
-0.0012 |
-0.1% |
1.1374 |
High |
1.1424 |
1.1465 |
0.0042 |
0.4% |
1.1457 |
Low |
1.1424 |
1.1412 |
-0.0012 |
-0.1% |
1.1360 |
Close |
1.1424 |
1.1465 |
0.0042 |
0.4% |
1.1457 |
Range |
0.0000 |
0.0054 |
0.0054 |
|
0.0097 |
ATR |
0.0042 |
0.0042 |
0.0001 |
2.1% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
7 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1608 |
1.1590 |
1.1494 |
|
R3 |
1.1554 |
1.1536 |
1.1480 |
|
R2 |
1.1501 |
1.1501 |
1.1475 |
|
R1 |
1.1483 |
1.1483 |
1.1470 |
1.1492 |
PP |
1.1447 |
1.1447 |
1.1447 |
1.1452 |
S1 |
1.1429 |
1.1429 |
1.1460 |
1.1438 |
S2 |
1.1394 |
1.1394 |
1.1455 |
|
S3 |
1.1340 |
1.1376 |
1.1450 |
|
S4 |
1.1287 |
1.1322 |
1.1436 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1716 |
1.1683 |
1.1510 |
|
R3 |
1.1619 |
1.1586 |
1.1484 |
|
R2 |
1.1522 |
1.1522 |
1.1475 |
|
R1 |
1.1489 |
1.1489 |
1.1466 |
1.1506 |
PP |
1.1425 |
1.1425 |
1.1425 |
1.1433 |
S1 |
1.1392 |
1.1392 |
1.1448 |
1.1409 |
S2 |
1.1328 |
1.1328 |
1.1439 |
|
S3 |
1.1231 |
1.1295 |
1.1430 |
|
S4 |
1.1134 |
1.1198 |
1.1404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1465 |
1.1412 |
0.0054 |
0.5% |
0.0019 |
0.2% |
100% |
True |
True |
1 |
10 |
1.1465 |
1.1360 |
0.0105 |
0.9% |
0.0028 |
0.2% |
100% |
True |
False |
3 |
20 |
1.1471 |
1.1360 |
0.0111 |
1.0% |
0.0027 |
0.2% |
95% |
False |
False |
12 |
40 |
1.1733 |
1.1312 |
0.0422 |
3.7% |
0.0028 |
0.2% |
36% |
False |
False |
38 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0023 |
0.2% |
31% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1692 |
2.618 |
1.1605 |
1.618 |
1.1552 |
1.000 |
1.1519 |
0.618 |
1.1498 |
HIGH |
1.1465 |
0.618 |
1.1445 |
0.500 |
1.1438 |
0.382 |
1.1432 |
LOW |
1.1412 |
0.618 |
1.1378 |
1.000 |
1.1358 |
1.618 |
1.1325 |
2.618 |
1.1271 |
4.250 |
1.1184 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1456 |
1.1456 |
PP |
1.1447 |
1.1447 |
S1 |
1.1438 |
1.1438 |
|