CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1692 |
0.0079 |
0.7% |
1.1651 |
| High |
1.1703 |
1.1700 |
-0.0003 |
0.0% |
1.1703 |
| Low |
1.1592 |
1.1545 |
-0.0047 |
-0.4% |
1.1545 |
| Close |
1.1695 |
1.1569 |
-0.0126 |
-1.1% |
1.1569 |
| Range |
0.0111 |
0.0156 |
0.0045 |
40.1% |
0.0158 |
| ATR |
0.0053 |
0.0061 |
0.0007 |
13.7% |
0.0000 |
| Volume |
277,836 |
290,589 |
12,753 |
4.6% |
1,051,084 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.1975 |
1.1654 |
|
| R3 |
1.1915 |
1.1820 |
1.1611 |
|
| R2 |
1.1760 |
1.1760 |
1.1597 |
|
| R1 |
1.1664 |
1.1664 |
1.1583 |
1.1634 |
| PP |
1.1604 |
1.1604 |
1.1604 |
1.1589 |
| S1 |
1.1509 |
1.1509 |
1.1554 |
1.1479 |
| S2 |
1.1449 |
1.1449 |
1.1540 |
|
| S3 |
1.1293 |
1.1353 |
1.1526 |
|
| S4 |
1.1138 |
1.1198 |
1.1483 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.1982 |
1.1655 |
|
| R3 |
1.1921 |
1.1824 |
1.1612 |
|
| R2 |
1.1763 |
1.1763 |
1.1597 |
|
| R1 |
1.1666 |
1.1666 |
1.1583 |
1.1636 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1590 |
| S1 |
1.1508 |
1.1508 |
1.1554 |
1.1478 |
| S2 |
1.1447 |
1.1447 |
1.1540 |
|
| S3 |
1.1289 |
1.1350 |
1.1525 |
|
| S4 |
1.1131 |
1.1192 |
1.1482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0085 |
0.7% |
15% |
False |
True |
210,216 |
| 10 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0066 |
0.6% |
15% |
False |
True |
178,878 |
| 20 |
1.1703 |
1.1538 |
0.0165 |
1.4% |
0.0056 |
0.5% |
19% |
False |
False |
160,469 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0053 |
0.5% |
8% |
False |
False |
166,889 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0052 |
0.4% |
8% |
False |
False |
112,206 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0052 |
0.5% |
8% |
False |
False |
84,252 |
| 100 |
1.2236 |
1.1538 |
0.0699 |
6.0% |
0.0055 |
0.5% |
4% |
False |
False |
67,541 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0057 |
0.5% |
4% |
False |
False |
56,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2361 |
|
2.618 |
1.2107 |
|
1.618 |
1.1952 |
|
1.000 |
1.1856 |
|
0.618 |
1.1796 |
|
HIGH |
1.1700 |
|
0.618 |
1.1641 |
|
0.500 |
1.1622 |
|
0.382 |
1.1604 |
|
LOW |
1.1545 |
|
0.618 |
1.1448 |
|
1.000 |
1.1389 |
|
1.618 |
1.1293 |
|
2.618 |
1.1137 |
|
4.250 |
1.0884 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1622 |
1.1624 |
| PP |
1.1604 |
1.1605 |
| S1 |
1.1586 |
1.1587 |
|