CME Euro FX (E) Future December 2022
Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1.1448 |
1.1505 |
0.0057 |
0.5% |
1.1447 |
High |
1.1448 |
1.1487 |
0.0039 |
0.3% |
1.1487 |
Low |
1.1448 |
1.1430 |
-0.0018 |
-0.2% |
1.1412 |
Close |
1.1448 |
1.1505 |
0.0057 |
0.5% |
1.1505 |
Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0076 |
ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1645 |
1.1632 |
1.1536 |
|
R3 |
1.1588 |
1.1575 |
1.1520 |
|
R2 |
1.1531 |
1.1531 |
1.1515 |
|
R1 |
1.1518 |
1.1518 |
1.1510 |
1.1533 |
PP |
1.1474 |
1.1474 |
1.1474 |
1.1482 |
S1 |
1.1461 |
1.1461 |
1.1499 |
1.1476 |
S2 |
1.1417 |
1.1417 |
1.1494 |
|
S3 |
1.1360 |
1.1404 |
1.1489 |
|
S4 |
1.1303 |
1.1347 |
1.1473 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1694 |
1.1675 |
1.1546 |
|
R3 |
1.1619 |
1.1599 |
1.1525 |
|
R2 |
1.1543 |
1.1543 |
1.1518 |
|
R1 |
1.1524 |
1.1524 |
1.1511 |
1.1534 |
PP |
1.1468 |
1.1468 |
1.1468 |
1.1473 |
S1 |
1.1448 |
1.1448 |
1.1498 |
1.1458 |
S2 |
1.1392 |
1.1392 |
1.1491 |
|
S3 |
1.1317 |
1.1373 |
1.1484 |
|
S4 |
1.1241 |
1.1297 |
1.1463 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1487 |
1.1412 |
0.0076 |
0.7% |
0.0022 |
0.2% |
123% |
True |
False |
1 |
10 |
1.1487 |
1.1360 |
0.0127 |
1.1% |
0.0028 |
0.2% |
114% |
True |
False |
1 |
20 |
1.1487 |
1.1360 |
0.0127 |
1.1% |
0.0028 |
0.2% |
114% |
True |
False |
6 |
40 |
1.1713 |
1.1312 |
0.0401 |
3.5% |
0.0029 |
0.2% |
48% |
False |
False |
38 |
60 |
1.1809 |
1.1312 |
0.0497 |
4.3% |
0.0024 |
0.2% |
39% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1729 |
2.618 |
1.1636 |
1.618 |
1.1579 |
1.000 |
1.1544 |
0.618 |
1.1522 |
HIGH |
1.1487 |
0.618 |
1.1465 |
0.500 |
1.1459 |
0.382 |
1.1452 |
LOW |
1.1430 |
0.618 |
1.1395 |
1.000 |
1.1373 |
1.618 |
1.1338 |
2.618 |
1.1281 |
4.250 |
1.1188 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1489 |
1.1486 |
PP |
1.1474 |
1.1468 |
S1 |
1.1459 |
1.1449 |
|