CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1625 |
1.1645 |
0.0021 |
0.2% |
1.1586 |
| High |
1.1682 |
1.1671 |
-0.0011 |
-0.1% |
1.1637 |
| Low |
1.1621 |
1.1629 |
0.0008 |
0.1% |
1.1538 |
| Close |
1.1652 |
1.1668 |
0.0017 |
0.1% |
1.1619 |
| Range |
0.0061 |
0.0042 |
-0.0019 |
-31.1% |
0.0100 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
163,848 |
132,831 |
-31,017 |
-18.9% |
682,690 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1782 |
1.1767 |
1.1691 |
|
| R3 |
1.1740 |
1.1725 |
1.1680 |
|
| R2 |
1.1698 |
1.1698 |
1.1676 |
|
| R1 |
1.1683 |
1.1683 |
1.1672 |
1.1690 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1659 |
| S1 |
1.1641 |
1.1641 |
1.1664 |
1.1648 |
| S2 |
1.1614 |
1.1614 |
1.1660 |
|
| S3 |
1.1572 |
1.1599 |
1.1656 |
|
| S4 |
1.1530 |
1.1557 |
1.1645 |
|
|
| 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 |
1.1584 |
0.0098 |
0.8% |
0.0045 |
0.4% |
86% |
False |
False |
145,345 |
| 10 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0045 |
0.4% |
91% |
False |
False |
141,488 |
| 20 |
1.1769 |
1.1538 |
0.0231 |
2.0% |
0.0050 |
0.4% |
56% |
False |
False |
153,464 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
33% |
False |
False |
134,396 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.4% |
0.0049 |
0.4% |
32% |
False |
False |
89,964 |
| 80 |
1.1969 |
1.1538 |
0.0432 |
3.7% |
0.0052 |
0.4% |
30% |
False |
False |
67,567 |
| 100 |
1.2299 |
1.1538 |
0.0761 |
6.5% |
0.0054 |
0.5% |
17% |
False |
False |
54,185 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
17% |
False |
False |
45,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1849 |
|
2.618 |
1.1780 |
|
1.618 |
1.1738 |
|
1.000 |
1.1713 |
|
0.618 |
1.1696 |
|
HIGH |
1.1671 |
|
0.618 |
1.1654 |
|
0.500 |
1.1650 |
|
0.382 |
1.1645 |
|
LOW |
1.1629 |
|
0.618 |
1.1603 |
|
1.000 |
1.1587 |
|
1.618 |
1.1561 |
|
2.618 |
1.1519 |
|
4.250 |
1.1450 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1662 |
1.1656 |
| PP |
1.1656 |
1.1645 |
| S1 |
1.1650 |
1.1633 |
|