CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1597 |
1.1610 |
0.0013 |
0.1% |
1.1735 |
| High |
1.1623 |
1.1656 |
0.0033 |
0.3% |
1.1743 |
| Low |
1.1578 |
1.1604 |
0.0026 |
0.2% |
1.1578 |
| Close |
1.1613 |
1.1640 |
0.0027 |
0.2% |
1.1613 |
| Range |
0.0045 |
0.0053 |
0.0008 |
16.7% |
0.0165 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
163,999 |
142,002 |
-21,997 |
-13.4% |
909,734 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1791 |
1.1768 |
1.1669 |
|
| R3 |
1.1738 |
1.1715 |
1.1654 |
|
| R2 |
1.1686 |
1.1686 |
1.1650 |
|
| R1 |
1.1663 |
1.1663 |
1.1645 |
1.1674 |
| PP |
1.1633 |
1.1633 |
1.1633 |
1.1639 |
| S1 |
1.1610 |
1.1610 |
1.1635 |
1.1622 |
| S2 |
1.1581 |
1.1581 |
1.1630 |
|
| S3 |
1.1528 |
1.1558 |
1.1626 |
|
| S4 |
1.1476 |
1.1505 |
1.1611 |
|
|
| 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 |
1.1721 |
1.1578 |
0.0143 |
1.2% |
0.0056 |
0.5% |
44% |
False |
False |
184,064 |
| 10 |
1.1775 |
1.1578 |
0.0197 |
1.7% |
0.0055 |
0.5% |
31% |
False |
False |
164,834 |
| 20 |
1.1909 |
1.1578 |
0.0331 |
2.8% |
0.0051 |
0.4% |
19% |
False |
False |
179,074 |
| 40 |
1.1932 |
1.1578 |
0.0354 |
3.0% |
0.0049 |
0.4% |
18% |
False |
False |
91,613 |
| 60 |
1.1940 |
1.1578 |
0.0362 |
3.1% |
0.0051 |
0.4% |
17% |
False |
False |
61,204 |
| 80 |
1.2234 |
1.1578 |
0.0656 |
5.6% |
0.0055 |
0.5% |
9% |
False |
False |
46,065 |
| 100 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0056 |
0.5% |
8% |
False |
False |
36,925 |
| 120 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0056 |
0.5% |
8% |
False |
False |
30,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1879 |
|
2.618 |
1.1793 |
|
1.618 |
1.1741 |
|
1.000 |
1.1709 |
|
0.618 |
1.1688 |
|
HIGH |
1.1656 |
|
0.618 |
1.1636 |
|
0.500 |
1.1630 |
|
0.382 |
1.1624 |
|
LOW |
1.1604 |
|
0.618 |
1.1571 |
|
1.000 |
1.1551 |
|
1.618 |
1.1519 |
|
2.618 |
1.1466 |
|
4.250 |
1.1380 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1637 |
1.1632 |
| PP |
1.1633 |
1.1625 |
| S1 |
1.1630 |
1.1617 |
|