CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1586 |
1.1568 |
-0.0018 |
-0.2% |
1.1610 |
| High |
1.1601 |
1.1584 |
-0.0017 |
-0.1% |
1.1656 |
| Low |
1.1562 |
1.1538 |
-0.0025 |
-0.2% |
1.1545 |
| Close |
1.1574 |
1.1544 |
-0.0030 |
-0.3% |
1.1591 |
| Range |
0.0039 |
0.0047 |
0.0008 |
19.2% |
0.0112 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
109,316 |
131,335 |
22,019 |
20.1% |
737,910 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1695 |
1.1666 |
1.1569 |
|
| R3 |
1.1648 |
1.1619 |
1.1556 |
|
| R2 |
1.1602 |
1.1602 |
1.1552 |
|
| R1 |
1.1573 |
1.1573 |
1.1548 |
1.1564 |
| PP |
1.1555 |
1.1555 |
1.1555 |
1.1551 |
| S1 |
1.1526 |
1.1526 |
1.1539 |
1.1517 |
| S2 |
1.1509 |
1.1509 |
1.1535 |
|
| S3 |
1.1462 |
1.1480 |
1.1531 |
|
| S4 |
1.1416 |
1.1433 |
1.1518 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1873 |
1.1652 |
|
| R3 |
1.1820 |
1.1761 |
1.1622 |
|
| R2 |
1.1709 |
1.1709 |
1.1611 |
|
| R1 |
1.1650 |
1.1650 |
1.1601 |
1.1624 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1584 |
| S1 |
1.1538 |
1.1538 |
1.1581 |
1.1512 |
| S2 |
1.1486 |
1.1486 |
1.1571 |
|
| S3 |
1.1374 |
1.1427 |
1.1560 |
|
| S4 |
1.1263 |
1.1315 |
1.1530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1616 |
1.1538 |
0.0079 |
0.7% |
0.0045 |
0.4% |
8% |
False |
True |
140,498 |
| 10 |
1.1707 |
1.1538 |
0.0170 |
1.5% |
0.0052 |
0.4% |
4% |
False |
True |
156,925 |
| 20 |
1.1853 |
1.1538 |
0.0316 |
2.7% |
0.0051 |
0.4% |
2% |
False |
True |
154,043 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
2% |
False |
True |
112,424 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0050 |
0.4% |
1% |
False |
True |
75,114 |
| 80 |
1.2016 |
1.1538 |
0.0478 |
4.1% |
0.0052 |
0.4% |
1% |
False |
True |
56,469 |
| 100 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0055 |
0.5% |
1% |
False |
True |
45,281 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
1% |
False |
True |
37,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1782 |
|
2.618 |
1.1706 |
|
1.618 |
1.1659 |
|
1.000 |
1.1631 |
|
0.618 |
1.1613 |
|
HIGH |
1.1584 |
|
0.618 |
1.1566 |
|
0.500 |
1.1561 |
|
0.382 |
1.1555 |
|
LOW |
1.1538 |
|
0.618 |
1.1509 |
|
1.000 |
1.1491 |
|
1.618 |
1.1462 |
|
2.618 |
1.1416 |
|
4.250 |
1.1340 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1561 |
1.1569 |
| PP |
1.1555 |
1.1561 |
| S1 |
1.1549 |
1.1552 |
|