CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1606 |
1.1614 |
0.0008 |
0.1% |
1.1612 |
| High |
1.1638 |
1.1703 |
0.0065 |
0.6% |
1.1682 |
| Low |
1.1595 |
1.1592 |
-0.0004 |
0.0% |
1.1584 |
| Close |
1.1620 |
1.1695 |
0.0075 |
0.6% |
1.1648 |
| Range |
0.0043 |
0.0111 |
0.0068 |
158.1% |
0.0098 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
9.1% |
0.0000 |
| Volume |
186,296 |
277,836 |
91,540 |
49.1% |
737,705 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1996 |
1.1956 |
1.1756 |
|
| R3 |
1.1885 |
1.1845 |
1.1725 |
|
| R2 |
1.1774 |
1.1774 |
1.1715 |
|
| R1 |
1.1734 |
1.1734 |
1.1705 |
1.1754 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1673 |
| S1 |
1.1623 |
1.1623 |
1.1684 |
1.1643 |
| S2 |
1.1552 |
1.1552 |
1.1674 |
|
| S3 |
1.1441 |
1.1512 |
1.1664 |
|
| S4 |
1.1330 |
1.1401 |
1.1633 |
|
|
| 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 |
1.1703 |
1.1592 |
0.0111 |
0.9% |
0.0061 |
0.5% |
93% |
True |
True |
181,905 |
| 10 |
1.1703 |
1.1584 |
0.0119 |
1.0% |
0.0054 |
0.5% |
93% |
True |
False |
163,179 |
| 20 |
1.1703 |
1.1538 |
0.0165 |
1.4% |
0.0051 |
0.4% |
95% |
True |
False |
154,139 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0051 |
0.4% |
40% |
False |
False |
159,961 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
40% |
False |
False |
107,370 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.4% |
0.0051 |
0.4% |
39% |
False |
False |
80,623 |
| 100 |
1.2262 |
1.1538 |
0.0724 |
6.2% |
0.0054 |
0.5% |
22% |
False |
False |
64,649 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.6% |
0.0056 |
0.5% |
20% |
False |
False |
53,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.1993 |
|
1.618 |
1.1882 |
|
1.000 |
1.1814 |
|
0.618 |
1.1771 |
|
HIGH |
1.1703 |
|
0.618 |
1.1660 |
|
0.500 |
1.1647 |
|
0.382 |
1.1634 |
|
LOW |
1.1592 |
|
0.618 |
1.1523 |
|
1.000 |
1.1481 |
|
1.618 |
1.1412 |
|
2.618 |
1.1301 |
|
4.250 |
1.1120 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1679 |
1.1679 |
| PP |
1.1663 |
1.1663 |
| S1 |
1.1647 |
1.1647 |
|