CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1621 |
1.1561 |
-0.0060 |
-0.5% |
1.1572 |
| High |
1.1625 |
1.1582 |
-0.0044 |
-0.4% |
1.1625 |
| Low |
1.1535 |
1.1521 |
-0.0015 |
-0.1% |
1.1521 |
| Close |
1.1561 |
1.1558 |
-0.0003 |
0.0% |
1.1558 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0105 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
172,189 |
184,983 |
12,794 |
7.4% |
790,975 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1708 |
1.1592 |
|
| R3 |
1.1675 |
1.1647 |
1.1575 |
|
| R2 |
1.1614 |
1.1614 |
1.1569 |
|
| R1 |
1.1586 |
1.1586 |
1.1564 |
1.1570 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1545 |
| S1 |
1.1525 |
1.1525 |
1.1552 |
1.1509 |
| S2 |
1.1492 |
1.1492 |
1.1547 |
|
| S3 |
1.1431 |
1.1464 |
1.1541 |
|
| S4 |
1.1370 |
1.1403 |
1.1524 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1881 |
1.1824 |
1.1615 |
|
| R3 |
1.1777 |
1.1720 |
1.1587 |
|
| R2 |
1.1672 |
1.1672 |
1.1577 |
|
| R1 |
1.1615 |
1.1615 |
1.1568 |
1.1592 |
| PP |
1.1568 |
1.1568 |
1.1568 |
1.1556 |
| S1 |
1.1511 |
1.1511 |
1.1548 |
1.1487 |
| S2 |
1.1463 |
1.1463 |
1.1539 |
|
| S3 |
1.1359 |
1.1406 |
1.1529 |
|
| S4 |
1.1254 |
1.1302 |
1.1501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1625 |
1.1521 |
0.0105 |
0.9% |
0.0061 |
0.5% |
36% |
False |
True |
158,195 |
| 10 |
1.1703 |
1.1521 |
0.0182 |
1.6% |
0.0073 |
0.6% |
21% |
False |
True |
184,205 |
| 20 |
1.1703 |
1.1521 |
0.0182 |
1.6% |
0.0060 |
0.5% |
21% |
False |
True |
163,122 |
| 40 |
1.1867 |
1.1521 |
0.0347 |
3.0% |
0.0056 |
0.5% |
11% |
False |
True |
159,692 |
| 60 |
1.1932 |
1.1521 |
0.0412 |
3.6% |
0.0053 |
0.5% |
9% |
False |
True |
125,336 |
| 80 |
1.1940 |
1.1521 |
0.0419 |
3.6% |
0.0052 |
0.5% |
9% |
False |
True |
94,113 |
| 100 |
1.2048 |
1.1521 |
0.0528 |
4.6% |
0.0055 |
0.5% |
7% |
False |
True |
75,423 |
| 120 |
1.2314 |
1.1521 |
0.0794 |
6.9% |
0.0056 |
0.5% |
5% |
False |
True |
62,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1841 |
|
2.618 |
1.1741 |
|
1.618 |
1.1680 |
|
1.000 |
1.1643 |
|
0.618 |
1.1619 |
|
HIGH |
1.1582 |
|
0.618 |
1.1558 |
|
0.500 |
1.1551 |
|
0.382 |
1.1544 |
|
LOW |
1.1521 |
|
0.618 |
1.1483 |
|
1.000 |
1.1460 |
|
1.618 |
1.1422 |
|
2.618 |
1.1361 |
|
4.250 |
1.1261 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1556 |
1.1573 |
| PP |
1.1553 |
1.1568 |
| S1 |
1.1551 |
1.1563 |
|