CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1572 |
1.1615 |
0.0043 |
0.4% |
1.1651 |
| High |
1.1619 |
1.1623 |
0.0005 |
0.0% |
1.1703 |
| Low |
1.1556 |
1.1585 |
0.0029 |
0.3% |
1.1545 |
| Close |
1.1616 |
1.1591 |
-0.0025 |
-0.2% |
1.1569 |
| Range |
0.0063 |
0.0039 |
-0.0025 |
-38.9% |
0.0158 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
141,079 |
130,888 |
-10,191 |
-7.2% |
1,051,084 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1715 |
1.1692 |
1.1612 |
|
| R3 |
1.1677 |
1.1653 |
1.1602 |
|
| R2 |
1.1638 |
1.1638 |
1.1598 |
|
| R1 |
1.1615 |
1.1615 |
1.1595 |
1.1607 |
| PP |
1.1600 |
1.1600 |
1.1600 |
1.1596 |
| S1 |
1.1576 |
1.1576 |
1.1587 |
1.1569 |
| S2 |
1.1561 |
1.1561 |
1.1584 |
|
| S3 |
1.1523 |
1.1538 |
1.1580 |
|
| S4 |
1.1484 |
1.1499 |
1.1570 |
|
|
| 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% |
0.0082 |
0.7% |
29% |
False |
False |
205,337 |
| 10 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0065 |
0.6% |
29% |
False |
False |
174,253 |
| 20 |
1.1703 |
1.1538 |
0.0165 |
1.4% |
0.0057 |
0.5% |
32% |
False |
False |
160,264 |
| 40 |
1.1874 |
1.1538 |
0.0336 |
2.9% |
0.0054 |
0.5% |
16% |
False |
False |
168,501 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0051 |
0.4% |
14% |
False |
False |
116,719 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0052 |
0.5% |
13% |
False |
False |
87,637 |
| 100 |
1.2190 |
1.1538 |
0.0652 |
5.6% |
0.0055 |
0.5% |
8% |
False |
False |
70,242 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
7% |
False |
False |
58,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1787 |
|
2.618 |
1.1724 |
|
1.618 |
1.1685 |
|
1.000 |
1.1662 |
|
0.618 |
1.1647 |
|
HIGH |
1.1623 |
|
0.618 |
1.1608 |
|
0.500 |
1.1604 |
|
0.382 |
1.1599 |
|
LOW |
1.1585 |
|
0.618 |
1.1561 |
|
1.000 |
1.1546 |
|
1.618 |
1.1522 |
|
2.618 |
1.1484 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1622 |
| PP |
1.1600 |
1.1612 |
| S1 |
1.1595 |
1.1601 |
|