CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1651 |
1.1623 |
-0.0029 |
-0.2% |
1.1612 |
| High |
1.1676 |
1.1637 |
-0.0040 |
-0.3% |
1.1682 |
| Low |
1.1601 |
1.1596 |
-0.0006 |
0.0% |
1.1584 |
| Close |
1.1624 |
1.1608 |
-0.0016 |
-0.1% |
1.1648 |
| Range |
0.0075 |
0.0041 |
-0.0034 |
-45.3% |
0.0098 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
160,431 |
135,932 |
-24,499 |
-15.3% |
737,705 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1713 |
1.1630 |
|
| R3 |
1.1695 |
1.1672 |
1.1619 |
|
| R2 |
1.1654 |
1.1654 |
1.1615 |
|
| R1 |
1.1631 |
1.1631 |
1.1611 |
1.1622 |
| PP |
1.1613 |
1.1613 |
1.1613 |
1.1609 |
| S1 |
1.1590 |
1.1590 |
1.1604 |
1.1581 |
| S2 |
1.1572 |
1.1572 |
1.1600 |
|
| S3 |
1.1531 |
1.1549 |
1.1596 |
|
| S4 |
1.1490 |
1.1508 |
1.1585 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1930 |
1.1886 |
1.1701 |
|
| R3 |
1.1833 |
1.1789 |
1.1674 |
|
| R2 |
1.1735 |
1.1735 |
1.1665 |
|
| R1 |
1.1691 |
1.1691 |
1.1656 |
1.1713 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1649 |
| S1 |
1.1594 |
1.1594 |
1.1639 |
1.1616 |
| S2 |
1.1540 |
1.1540 |
1.1630 |
|
| S3 |
1.1443 |
1.1496 |
1.1621 |
|
| S4 |
1.1345 |
1.1399 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1679 |
1.1596 |
0.0084 |
0.7% |
0.0048 |
0.4% |
14% |
False |
True |
143,168 |
| 10 |
1.1682 |
1.1543 |
0.0139 |
1.2% |
0.0049 |
0.4% |
47% |
False |
False |
147,610 |
| 20 |
1.1707 |
1.1538 |
0.0170 |
1.5% |
0.0050 |
0.4% |
41% |
False |
False |
152,267 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0050 |
0.4% |
18% |
False |
False |
148,722 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
18% |
False |
False |
99,649 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0051 |
0.4% |
17% |
False |
False |
74,833 |
| 100 |
1.2262 |
1.1538 |
0.0724 |
6.2% |
0.0053 |
0.5% |
10% |
False |
False |
60,010 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
9% |
False |
False |
50,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1744 |
|
1.618 |
1.1703 |
|
1.000 |
1.1678 |
|
0.618 |
1.1662 |
|
HIGH |
1.1637 |
|
0.618 |
1.1621 |
|
0.500 |
1.1616 |
|
0.382 |
1.1611 |
|
LOW |
1.1596 |
|
0.618 |
1.1570 |
|
1.000 |
1.1555 |
|
1.618 |
1.1529 |
|
2.618 |
1.1488 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1616 |
1.1636 |
| PP |
1.1613 |
1.1626 |
| S1 |
1.1610 |
1.1617 |
|