CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1544 |
1.1611 |
0.0067 |
0.6% |
1.1610 |
| High |
1.1611 |
1.1637 |
0.0026 |
0.2% |
1.1656 |
| Low |
1.1543 |
1.1597 |
0.0054 |
0.5% |
1.1545 |
| Close |
1.1603 |
1.1612 |
0.0009 |
0.1% |
1.1591 |
| Range |
0.0069 |
0.0041 |
-0.0028 |
-40.9% |
0.0112 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
166,366 |
142,075 |
-24,291 |
-14.6% |
737,910 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1737 |
1.1715 |
1.1634 |
|
| R3 |
1.1696 |
1.1674 |
1.1623 |
|
| R2 |
1.1656 |
1.1656 |
1.1619 |
|
| R1 |
1.1634 |
1.1634 |
1.1616 |
1.1645 |
| PP |
1.1615 |
1.1615 |
1.1615 |
1.1621 |
| S1 |
1.1593 |
1.1593 |
1.1608 |
1.1604 |
| S2 |
1.1575 |
1.1575 |
1.1605 |
|
| S3 |
1.1534 |
1.1553 |
1.1601 |
|
| S4 |
1.1494 |
1.1512 |
1.1590 |
|
|
| 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 |
1.1637 |
1.1538 |
0.0100 |
0.9% |
0.0048 |
0.4% |
75% |
True |
False |
141,939 |
| 10 |
1.1656 |
1.1538 |
0.0119 |
1.0% |
0.0048 |
0.4% |
63% |
False |
False |
145,100 |
| 20 |
1.1809 |
1.1538 |
0.0272 |
2.3% |
0.0051 |
0.4% |
27% |
False |
False |
155,125 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
19% |
False |
False |
120,039 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0050 |
0.4% |
19% |
False |
False |
80,243 |
| 80 |
1.2016 |
1.1538 |
0.0478 |
4.1% |
0.0052 |
0.4% |
16% |
False |
False |
60,314 |
| 100 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0055 |
0.5% |
10% |
False |
False |
48,362 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
10% |
False |
False |
40,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1743 |
|
1.618 |
1.1703 |
|
1.000 |
1.1678 |
|
0.618 |
1.1662 |
|
HIGH |
1.1637 |
|
0.618 |
1.1622 |
|
0.500 |
1.1617 |
|
0.382 |
1.1612 |
|
LOW |
1.1597 |
|
0.618 |
1.1571 |
|
1.000 |
1.1556 |
|
1.618 |
1.1531 |
|
2.618 |
1.1490 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1617 |
1.1604 |
| PP |
1.1615 |
1.1596 |
| S1 |
1.1614 |
1.1587 |
|