CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1610 |
1.1634 |
0.0024 |
0.2% |
1.1735 |
| High |
1.1656 |
1.1638 |
-0.0018 |
-0.2% |
1.1743 |
| Low |
1.1604 |
1.1596 |
-0.0008 |
-0.1% |
1.1578 |
| Close |
1.1640 |
1.1613 |
-0.0028 |
-0.2% |
1.1613 |
| Range |
0.0053 |
0.0042 |
-0.0011 |
-20.0% |
0.0165 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
142,002 |
134,068 |
-7,934 |
-5.6% |
909,734 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1742 |
1.1719 |
1.1636 |
|
| R3 |
1.1700 |
1.1677 |
1.1624 |
|
| R2 |
1.1658 |
1.1658 |
1.1620 |
|
| R1 |
1.1635 |
1.1635 |
1.1616 |
1.1625 |
| PP |
1.1616 |
1.1616 |
1.1616 |
1.1611 |
| S1 |
1.1593 |
1.1593 |
1.1609 |
1.1583 |
| S2 |
1.1574 |
1.1574 |
1.1605 |
|
| S3 |
1.1532 |
1.1551 |
1.1601 |
|
| S4 |
1.1490 |
1.1509 |
1.1589 |
|
|
| 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 |
1.1707 |
1.1578 |
0.0129 |
1.1% |
0.0058 |
0.5% |
27% |
False |
False |
173,351 |
| 10 |
1.1775 |
1.1578 |
0.0197 |
1.7% |
0.0055 |
0.5% |
18% |
False |
False |
165,427 |
| 20 |
1.1874 |
1.1578 |
0.0296 |
2.5% |
0.0051 |
0.4% |
12% |
False |
False |
176,739 |
| 40 |
1.1932 |
1.1578 |
0.0354 |
3.0% |
0.0049 |
0.4% |
10% |
False |
False |
94,947 |
| 60 |
1.1940 |
1.1578 |
0.0362 |
3.1% |
0.0051 |
0.4% |
10% |
False |
False |
63,428 |
| 80 |
1.2190 |
1.1578 |
0.0612 |
5.3% |
0.0054 |
0.5% |
6% |
False |
False |
47,737 |
| 100 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0056 |
0.5% |
5% |
False |
False |
38,262 |
| 120 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0057 |
0.5% |
5% |
False |
False |
31,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1748 |
|
1.618 |
1.1706 |
|
1.000 |
1.1680 |
|
0.618 |
1.1664 |
|
HIGH |
1.1638 |
|
0.618 |
1.1622 |
|
0.500 |
1.1617 |
|
0.382 |
1.1612 |
|
LOW |
1.1596 |
|
0.618 |
1.1570 |
|
1.000 |
1.1554 |
|
1.618 |
1.1528 |
|
2.618 |
1.1486 |
|
4.250 |
1.1418 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1617 |
1.1617 |
| PP |
1.1616 |
1.1616 |
| S1 |
1.1614 |
1.1614 |
|