CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1615 |
1.1588 |
-0.0027 |
-0.2% |
1.1651 |
| High |
1.1623 |
1.1625 |
0.0002 |
0.0% |
1.1703 |
| Low |
1.1585 |
1.1571 |
-0.0014 |
-0.1% |
1.1545 |
| Close |
1.1591 |
1.1620 |
0.0029 |
0.3% |
1.1569 |
| Range |
0.0039 |
0.0054 |
0.0016 |
40.3% |
0.0158 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
130,888 |
161,836 |
30,948 |
23.6% |
1,051,084 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1767 |
1.1748 |
1.1650 |
|
| R3 |
1.1713 |
1.1694 |
1.1635 |
|
| R2 |
1.1659 |
1.1659 |
1.1630 |
|
| R1 |
1.1640 |
1.1640 |
1.1625 |
1.1650 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1610 |
| S1 |
1.1586 |
1.1586 |
1.1615 |
1.1596 |
| S2 |
1.1551 |
1.1551 |
1.1610 |
|
| S3 |
1.1497 |
1.1532 |
1.1605 |
|
| S4 |
1.1443 |
1.1478 |
1.1590 |
|
|
| 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% |
0.0084 |
0.7% |
48% |
False |
False |
200,445 |
| 10 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0066 |
0.6% |
48% |
False |
False |
177,153 |
| 20 |
1.1703 |
1.1538 |
0.0165 |
1.4% |
0.0056 |
0.5% |
50% |
False |
False |
159,320 |
| 40 |
1.1873 |
1.1538 |
0.0335 |
2.9% |
0.0054 |
0.5% |
25% |
False |
False |
162,435 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0052 |
0.4% |
21% |
False |
False |
119,405 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0052 |
0.4% |
21% |
False |
False |
89,654 |
| 100 |
1.2190 |
1.1538 |
0.0652 |
5.6% |
0.0055 |
0.5% |
13% |
False |
False |
71,858 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
11% |
False |
False |
59,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1855 |
|
2.618 |
1.1766 |
|
1.618 |
1.1712 |
|
1.000 |
1.1679 |
|
0.618 |
1.1658 |
|
HIGH |
1.1625 |
|
0.618 |
1.1604 |
|
0.500 |
1.1598 |
|
0.382 |
1.1592 |
|
LOW |
1.1571 |
|
0.618 |
1.1538 |
|
1.000 |
1.1517 |
|
1.618 |
1.1484 |
|
2.618 |
1.1430 |
|
4.250 |
1.1342 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1613 |
1.1610 |
| PP |
1.1605 |
1.1600 |
| S1 |
1.1598 |
1.1590 |
|