CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1645 |
1.1659 |
0.0014 |
0.1% |
1.1586 |
| High |
1.1671 |
1.1679 |
0.0009 |
0.1% |
1.1637 |
| Low |
1.1629 |
1.1631 |
0.0003 |
0.0% |
1.1538 |
| Close |
1.1668 |
1.1635 |
-0.0034 |
-0.3% |
1.1619 |
| Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0100 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
132,831 |
137,619 |
4,788 |
3.6% |
682,690 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1792 |
1.1761 |
1.1661 |
|
| R3 |
1.1744 |
1.1713 |
1.1648 |
|
| R2 |
1.1696 |
1.1696 |
1.1643 |
|
| R1 |
1.1665 |
1.1665 |
1.1639 |
1.1657 |
| PP |
1.1648 |
1.1648 |
1.1648 |
1.1644 |
| S1 |
1.1617 |
1.1617 |
1.1630 |
1.1609 |
| S2 |
1.1600 |
1.1600 |
1.1626 |
|
| S3 |
1.1552 |
1.1569 |
1.1621 |
|
| S4 |
1.1504 |
1.1521 |
1.1608 |
|
|
| 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% |
0.0047 |
0.4% |
52% |
False |
False |
144,454 |
| 10 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0047 |
0.4% |
67% |
False |
False |
143,196 |
| 20 |
1.1766 |
1.1538 |
0.0228 |
2.0% |
0.0049 |
0.4% |
43% |
False |
False |
152,592 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
25% |
False |
False |
137,791 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0049 |
0.4% |
24% |
False |
False |
92,252 |
| 80 |
1.1949 |
1.1538 |
0.0411 |
3.5% |
0.0052 |
0.4% |
24% |
False |
False |
69,286 |
| 100 |
1.2271 |
1.1538 |
0.0733 |
6.3% |
0.0054 |
0.5% |
13% |
False |
False |
55,560 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
12% |
False |
False |
46,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1883 |
|
2.618 |
1.1805 |
|
1.618 |
1.1757 |
|
1.000 |
1.1727 |
|
0.618 |
1.1709 |
|
HIGH |
1.1679 |
|
0.618 |
1.1661 |
|
0.500 |
1.1655 |
|
0.382 |
1.1649 |
|
LOW |
1.1631 |
|
0.618 |
1.1601 |
|
1.000 |
1.1583 |
|
1.618 |
1.1553 |
|
2.618 |
1.1505 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1655 |
1.1651 |
| PP |
1.1648 |
1.1646 |
| S1 |
1.1641 |
1.1640 |
|