CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1634 |
1.1611 |
-0.0023 |
-0.2% |
1.1735 |
| High |
1.1638 |
1.1616 |
-0.0022 |
-0.2% |
1.1743 |
| Low |
1.1596 |
1.1545 |
-0.0052 |
-0.4% |
1.1578 |
| Close |
1.1613 |
1.1565 |
-0.0048 |
-0.4% |
1.1613 |
| Range |
0.0042 |
0.0072 |
0.0030 |
70.2% |
0.0165 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.8% |
0.0000 |
| Volume |
134,068 |
180,704 |
46,636 |
34.8% |
909,734 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1749 |
1.1604 |
|
| R3 |
1.1718 |
1.1677 |
1.1585 |
|
| R2 |
1.1647 |
1.1647 |
1.1578 |
|
| R1 |
1.1606 |
1.1606 |
1.1572 |
1.1591 |
| PP |
1.1575 |
1.1575 |
1.1575 |
1.1568 |
| S1 |
1.1534 |
1.1534 |
1.1558 |
1.1519 |
| S2 |
1.1504 |
1.1504 |
1.1552 |
|
| S3 |
1.1432 |
1.1463 |
1.1545 |
|
| S4 |
1.1361 |
1.1391 |
1.1526 |
|
|
| 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 |
1.1656 |
1.1545 |
0.0112 |
1.0% |
0.0052 |
0.4% |
18% |
False |
True |
167,100 |
| 10 |
1.1769 |
1.1545 |
0.0224 |
1.9% |
0.0055 |
0.5% |
9% |
False |
True |
165,440 |
| 20 |
1.1873 |
1.1545 |
0.0328 |
2.8% |
0.0052 |
0.4% |
6% |
False |
True |
165,550 |
| 40 |
1.1932 |
1.1545 |
0.0388 |
3.4% |
0.0050 |
0.4% |
5% |
False |
True |
99,447 |
| 60 |
1.1940 |
1.1545 |
0.0395 |
3.4% |
0.0050 |
0.4% |
5% |
False |
True |
66,431 |
| 80 |
1.2190 |
1.1545 |
0.0645 |
5.6% |
0.0055 |
0.5% |
3% |
False |
True |
49,992 |
| 100 |
1.2314 |
1.1545 |
0.0770 |
6.7% |
0.0056 |
0.5% |
3% |
False |
True |
40,069 |
| 120 |
1.2314 |
1.1545 |
0.0770 |
6.7% |
0.0057 |
0.5% |
3% |
False |
True |
33,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1920 |
|
2.618 |
1.1803 |
|
1.618 |
1.1732 |
|
1.000 |
1.1688 |
|
0.618 |
1.1660 |
|
HIGH |
1.1616 |
|
0.618 |
1.1589 |
|
0.500 |
1.1580 |
|
0.382 |
1.1572 |
|
LOW |
1.1545 |
|
0.618 |
1.1500 |
|
1.000 |
1.1473 |
|
1.618 |
1.1429 |
|
2.618 |
1.1357 |
|
4.250 |
1.1241 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1580 |
1.1600 |
| PP |
1.1575 |
1.1589 |
| S1 |
1.1570 |
1.1577 |
|