CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1588 |
1.1621 |
0.0033 |
0.3% |
1.1651 |
| High |
1.1625 |
1.1625 |
0.0000 |
0.0% |
1.1703 |
| Low |
1.1571 |
1.1535 |
-0.0036 |
-0.3% |
1.1545 |
| Close |
1.1620 |
1.1561 |
-0.0059 |
-0.5% |
1.1569 |
| Range |
0.0054 |
0.0090 |
0.0036 |
66.7% |
0.0158 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.8% |
0.0000 |
| Volume |
161,836 |
172,189 |
10,353 |
6.4% |
1,051,084 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1792 |
1.1611 |
|
| R3 |
1.1754 |
1.1702 |
1.1586 |
|
| R2 |
1.1664 |
1.1664 |
1.1578 |
|
| R1 |
1.1612 |
1.1612 |
1.1569 |
1.1593 |
| PP |
1.1574 |
1.1574 |
1.1574 |
1.1564 |
| S1 |
1.1522 |
1.1522 |
1.1553 |
1.1503 |
| S2 |
1.1484 |
1.1484 |
1.1545 |
|
| S3 |
1.1394 |
1.1432 |
1.1536 |
|
| S4 |
1.1304 |
1.1342 |
1.1512 |
|
|
| 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 |
1.1700 |
1.1535 |
0.0165 |
1.4% |
0.0080 |
0.7% |
16% |
False |
True |
179,316 |
| 10 |
1.1703 |
1.1535 |
0.0168 |
1.4% |
0.0071 |
0.6% |
16% |
False |
True |
180,610 |
| 20 |
1.1703 |
1.1535 |
0.0168 |
1.4% |
0.0059 |
0.5% |
16% |
False |
True |
161,903 |
| 40 |
1.1873 |
1.1535 |
0.0338 |
2.9% |
0.0055 |
0.5% |
8% |
False |
True |
160,133 |
| 60 |
1.1932 |
1.1535 |
0.0397 |
3.4% |
0.0052 |
0.5% |
7% |
False |
True |
122,262 |
| 80 |
1.1940 |
1.1535 |
0.0405 |
3.5% |
0.0052 |
0.4% |
6% |
False |
True |
91,802 |
| 100 |
1.2177 |
1.1535 |
0.0642 |
5.5% |
0.0055 |
0.5% |
4% |
False |
True |
73,576 |
| 120 |
1.2314 |
1.1535 |
0.0779 |
6.7% |
0.0056 |
0.5% |
3% |
False |
True |
61,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1861 |
|
1.618 |
1.1771 |
|
1.000 |
1.1715 |
|
0.618 |
1.1681 |
|
HIGH |
1.1625 |
|
0.618 |
1.1591 |
|
0.500 |
1.1580 |
|
0.382 |
1.1569 |
|
LOW |
1.1535 |
|
0.618 |
1.1479 |
|
1.000 |
1.1445 |
|
1.618 |
1.1389 |
|
2.618 |
1.1299 |
|
4.250 |
1.1153 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1580 |
1.1580 |
| PP |
1.1574 |
1.1574 |
| S1 |
1.1567 |
1.1567 |
|