CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1573 |
1.1594 |
0.0021 |
0.2% |
1.1572 |
| High |
1.1603 |
1.1616 |
0.0013 |
0.1% |
1.1625 |
| Low |
1.1558 |
1.1577 |
0.0019 |
0.2% |
1.1521 |
| Close |
1.1597 |
1.1602 |
0.0005 |
0.0% |
1.1558 |
| Range |
0.0045 |
0.0040 |
-0.0006 |
-12.2% |
0.0105 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
131,272 |
138,175 |
6,903 |
5.3% |
790,975 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1699 |
1.1623 |
|
| R3 |
1.1677 |
1.1659 |
1.1612 |
|
| R2 |
1.1638 |
1.1638 |
1.1609 |
|
| R1 |
1.1620 |
1.1620 |
1.1605 |
1.1629 |
| PP |
1.1598 |
1.1598 |
1.1598 |
1.1603 |
| S1 |
1.1580 |
1.1580 |
1.1598 |
1.1589 |
| S2 |
1.1559 |
1.1559 |
1.1594 |
|
| S3 |
1.1519 |
1.1541 |
1.1591 |
|
| S4 |
1.1480 |
1.1501 |
1.1580 |
|
|
| 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% |
0.0058 |
0.5% |
78% |
False |
False |
157,691 |
| 10 |
1.1703 |
1.1521 |
0.0182 |
1.6% |
0.0070 |
0.6% |
45% |
False |
False |
181,514 |
| 20 |
1.1703 |
1.1521 |
0.0182 |
1.6% |
0.0060 |
0.5% |
45% |
False |
False |
164,562 |
| 40 |
1.1853 |
1.1521 |
0.0333 |
2.9% |
0.0055 |
0.5% |
24% |
False |
False |
159,302 |
| 60 |
1.1932 |
1.1521 |
0.0412 |
3.5% |
0.0053 |
0.5% |
20% |
False |
False |
129,803 |
| 80 |
1.1940 |
1.1521 |
0.0419 |
3.6% |
0.0052 |
0.4% |
19% |
False |
False |
97,476 |
| 100 |
1.2016 |
1.1521 |
0.0495 |
4.3% |
0.0053 |
0.5% |
16% |
False |
False |
78,087 |
| 120 |
1.2314 |
1.1521 |
0.0794 |
6.8% |
0.0056 |
0.5% |
10% |
False |
False |
65,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1784 |
|
2.618 |
1.1719 |
|
1.618 |
1.1680 |
|
1.000 |
1.1656 |
|
0.618 |
1.1640 |
|
HIGH |
1.1616 |
|
0.618 |
1.1601 |
|
0.500 |
1.1596 |
|
0.382 |
1.1592 |
|
LOW |
1.1577 |
|
0.618 |
1.1552 |
|
1.000 |
1.1537 |
|
1.618 |
1.1513 |
|
2.618 |
1.1473 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1600 |
1.1590 |
| PP |
1.1598 |
1.1579 |
| S1 |
1.1596 |
1.1568 |
|