CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1612 |
1.1625 |
0.0013 |
0.1% |
1.1586 |
| High |
1.1635 |
1.1682 |
0.0047 |
0.4% |
1.1637 |
| Low |
1.1584 |
1.1621 |
0.0037 |
0.3% |
1.1538 |
| Close |
1.1623 |
1.1652 |
0.0029 |
0.2% |
1.1619 |
| Range |
0.0051 |
0.0061 |
0.0010 |
19.6% |
0.0100 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.8% |
0.0000 |
| Volume |
154,376 |
163,848 |
9,472 |
6.1% |
682,690 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1804 |
1.1685 |
|
| R3 |
1.1773 |
1.1743 |
1.1668 |
|
| R2 |
1.1712 |
1.1712 |
1.1663 |
|
| R1 |
1.1682 |
1.1682 |
1.1657 |
1.1697 |
| PP |
1.1651 |
1.1651 |
1.1651 |
1.1659 |
| S1 |
1.1621 |
1.1621 |
1.1646 |
1.1636 |
| S2 |
1.1590 |
1.1590 |
1.1640 |
|
| S3 |
1.1529 |
1.1560 |
1.1635 |
|
| S4 |
1.1468 |
1.1499 |
1.1618 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1857 |
1.1673 |
|
| R3 |
1.1797 |
1.1757 |
1.1646 |
|
| R2 |
1.1697 |
1.1697 |
1.1637 |
|
| R1 |
1.1658 |
1.1658 |
1.1628 |
1.1678 |
| PP |
1.1598 |
1.1598 |
1.1598 |
1.1608 |
| S1 |
1.1558 |
1.1558 |
1.1609 |
1.1578 |
| S2 |
1.1498 |
1.1498 |
1.1600 |
|
| S3 |
1.1399 |
1.1459 |
1.1591 |
|
| S4 |
1.1299 |
1.1359 |
1.1564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1682 |
1.1543 |
0.0139 |
1.2% |
0.0050 |
0.4% |
78% |
True |
False |
152,052 |
| 10 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0048 |
0.4% |
79% |
True |
False |
146,275 |
| 20 |
1.1775 |
1.1538 |
0.0238 |
2.0% |
0.0052 |
0.4% |
48% |
False |
False |
155,851 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
29% |
False |
False |
131,135 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0050 |
0.4% |
28% |
False |
False |
87,756 |
| 80 |
1.1986 |
1.1538 |
0.0449 |
3.8% |
0.0052 |
0.4% |
25% |
False |
False |
65,912 |
| 100 |
1.2299 |
1.1538 |
0.0761 |
6.5% |
0.0055 |
0.5% |
15% |
False |
False |
52,858 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
15% |
False |
False |
44,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1941 |
|
2.618 |
1.1841 |
|
1.618 |
1.1780 |
|
1.000 |
1.1743 |
|
0.618 |
1.1719 |
|
HIGH |
1.1682 |
|
0.618 |
1.1658 |
|
0.500 |
1.1651 |
|
0.382 |
1.1644 |
|
LOW |
1.1621 |
|
0.618 |
1.1583 |
|
1.000 |
1.1560 |
|
1.618 |
1.1522 |
|
2.618 |
1.1461 |
|
4.250 |
1.1361 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1651 |
1.1645 |
| PP |
1.1651 |
1.1639 |
| S1 |
1.1651 |
1.1633 |
|