CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1623 |
1.1606 |
-0.0017 |
-0.1% |
1.1612 |
| High |
1.1637 |
1.1638 |
0.0002 |
0.0% |
1.1682 |
| Low |
1.1596 |
1.1595 |
-0.0001 |
0.0% |
1.1584 |
| Close |
1.1608 |
1.1620 |
0.0012 |
0.1% |
1.1648 |
| Range |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0098 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
135,932 |
186,296 |
50,364 |
37.1% |
737,705 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1747 |
1.1726 |
1.1643 |
|
| R3 |
1.1704 |
1.1683 |
1.1631 |
|
| R2 |
1.1661 |
1.1661 |
1.1627 |
|
| R1 |
1.1640 |
1.1640 |
1.1623 |
1.1650 |
| PP |
1.1618 |
1.1618 |
1.1618 |
1.1623 |
| S1 |
1.1597 |
1.1597 |
1.1616 |
1.1607 |
| S2 |
1.1575 |
1.1575 |
1.1612 |
|
| S3 |
1.1532 |
1.1554 |
1.1608 |
|
| S4 |
1.1489 |
1.1511 |
1.1596 |
|
|
| 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 |
1.1595 |
0.0084 |
0.7% |
0.0048 |
0.4% |
29% |
False |
True |
153,861 |
| 10 |
1.1682 |
1.1584 |
0.0098 |
0.8% |
0.0047 |
0.4% |
36% |
False |
False |
149,603 |
| 20 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0048 |
0.4% |
57% |
False |
False |
150,984 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
21% |
False |
False |
153,186 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
21% |
False |
False |
102,751 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0051 |
0.4% |
20% |
False |
False |
77,153 |
| 100 |
1.2262 |
1.1538 |
0.0724 |
6.2% |
0.0053 |
0.5% |
11% |
False |
False |
61,871 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0055 |
0.5% |
11% |
False |
False |
51,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1821 |
|
2.618 |
1.1751 |
|
1.618 |
1.1708 |
|
1.000 |
1.1681 |
|
0.618 |
1.1665 |
|
HIGH |
1.1638 |
|
0.618 |
1.1622 |
|
0.500 |
1.1617 |
|
0.382 |
1.1611 |
|
LOW |
1.1595 |
|
0.618 |
1.1568 |
|
1.000 |
1.1552 |
|
1.618 |
1.1525 |
|
2.618 |
1.1482 |
|
4.250 |
1.1412 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1619 |
1.1636 |
| PP |
1.1618 |
1.1630 |
| S1 |
1.1617 |
1.1625 |
|