CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1613 |
1.1597 |
-0.0016 |
-0.1% |
1.1735 |
| High |
1.1626 |
1.1623 |
-0.0003 |
0.0% |
1.1743 |
| Low |
1.1578 |
1.1578 |
0.0000 |
0.0% |
1.1578 |
| Close |
1.1600 |
1.1613 |
0.0013 |
0.1% |
1.1613 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-5.3% |
0.0165 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
214,730 |
163,999 |
-50,731 |
-23.6% |
909,734 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1721 |
1.1638 |
|
| R3 |
1.1695 |
1.1676 |
1.1625 |
|
| R2 |
1.1650 |
1.1650 |
1.1621 |
|
| R1 |
1.1631 |
1.1631 |
1.1617 |
1.1641 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1609 |
| S1 |
1.1586 |
1.1586 |
1.1609 |
1.1596 |
| S2 |
1.1560 |
1.1560 |
1.1605 |
|
| S3 |
1.1515 |
1.1541 |
1.1601 |
|
| S4 |
1.1470 |
1.1496 |
1.1588 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2041 |
1.1704 |
|
| R3 |
1.1975 |
1.1876 |
1.1658 |
|
| R2 |
1.1810 |
1.1810 |
1.1643 |
|
| R1 |
1.1711 |
1.1711 |
1.1628 |
1.1678 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1628 |
| S1 |
1.1546 |
1.1546 |
1.1598 |
1.1513 |
| S2 |
1.1480 |
1.1480 |
1.1583 |
|
| S3 |
1.1315 |
1.1381 |
1.1568 |
|
| S4 |
1.1150 |
1.1216 |
1.1522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1743 |
1.1578 |
0.0165 |
1.4% |
0.0054 |
0.5% |
21% |
False |
True |
181,946 |
| 10 |
1.1775 |
1.1578 |
0.0197 |
1.7% |
0.0053 |
0.5% |
18% |
False |
True |
164,932 |
| 20 |
1.1932 |
1.1578 |
0.0354 |
3.0% |
0.0051 |
0.4% |
10% |
False |
True |
173,308 |
| 40 |
1.1932 |
1.1578 |
0.0354 |
3.0% |
0.0049 |
0.4% |
10% |
False |
True |
88,074 |
| 60 |
1.1940 |
1.1578 |
0.0362 |
3.1% |
0.0051 |
0.4% |
10% |
False |
True |
58,847 |
| 80 |
1.2236 |
1.1578 |
0.0658 |
5.7% |
0.0055 |
0.5% |
5% |
False |
True |
44,309 |
| 100 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0057 |
0.5% |
5% |
False |
True |
35,506 |
| 120 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0056 |
0.5% |
5% |
False |
True |
29,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1814 |
|
2.618 |
1.1741 |
|
1.618 |
1.1696 |
|
1.000 |
1.1668 |
|
0.618 |
1.1651 |
|
HIGH |
1.1623 |
|
0.618 |
1.1606 |
|
0.500 |
1.1601 |
|
0.382 |
1.1595 |
|
LOW |
1.1578 |
|
0.618 |
1.1550 |
|
1.000 |
1.1533 |
|
1.618 |
1.1505 |
|
2.618 |
1.1460 |
|
4.250 |
1.1387 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1609 |
1.1643 |
| PP |
1.1605 |
1.1633 |
| S1 |
1.1601 |
1.1623 |
|