CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1457 |
1.1450 |
-0.0007 |
-0.1% |
1.1573 |
| High |
1.1469 |
1.1470 |
0.0001 |
0.0% |
1.1616 |
| Low |
1.1439 |
1.1362 |
-0.0077 |
-0.7% |
1.1439 |
| Close |
1.1450 |
1.1391 |
-0.0059 |
-0.5% |
1.1450 |
| Range |
0.0030 |
0.0108 |
0.0078 |
264.4% |
0.0177 |
| ATR |
0.0059 |
0.0063 |
0.0003 |
5.8% |
0.0000 |
| Volume |
134,180 |
165,611 |
31,431 |
23.4% |
773,958 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1668 |
1.1450 |
|
| R3 |
1.1623 |
1.1561 |
1.1421 |
|
| R2 |
1.1515 |
1.1515 |
1.1411 |
|
| R1 |
1.1453 |
1.1453 |
1.1401 |
1.1430 |
| PP |
1.1408 |
1.1408 |
1.1408 |
1.1396 |
| S1 |
1.1346 |
1.1346 |
1.1381 |
1.1323 |
| S2 |
1.1300 |
1.1300 |
1.1371 |
|
| S3 |
1.1193 |
1.1238 |
1.1361 |
|
| S4 |
1.1085 |
1.1131 |
1.1332 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1918 |
1.1547 |
|
| R3 |
1.1856 |
1.1741 |
1.1499 |
|
| R2 |
1.1679 |
1.1679 |
1.1482 |
|
| R1 |
1.1564 |
1.1564 |
1.1466 |
1.1533 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1486 |
| S1 |
1.1387 |
1.1387 |
1.1434 |
1.1356 |
| S2 |
1.1325 |
1.1325 |
1.1418 |
|
| S3 |
1.1148 |
1.1210 |
1.1401 |
|
| S4 |
1.0971 |
1.1033 |
1.1353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1616 |
1.1362 |
0.0254 |
2.2% |
0.0068 |
0.6% |
11% |
False |
True |
161,659 |
| 10 |
1.1625 |
1.1362 |
0.0263 |
2.3% |
0.0063 |
0.6% |
11% |
False |
True |
158,946 |
| 20 |
1.1703 |
1.1362 |
0.0341 |
3.0% |
0.0065 |
0.6% |
9% |
False |
True |
168,247 |
| 40 |
1.1775 |
1.1362 |
0.0413 |
3.6% |
0.0058 |
0.5% |
7% |
False |
True |
161,156 |
| 60 |
1.1932 |
1.1362 |
0.0570 |
5.0% |
0.0054 |
0.5% |
5% |
False |
True |
140,791 |
| 80 |
1.1940 |
1.1362 |
0.0578 |
5.1% |
0.0053 |
0.5% |
5% |
False |
True |
105,838 |
| 100 |
1.2016 |
1.1362 |
0.0654 |
5.7% |
0.0054 |
0.5% |
4% |
False |
True |
84,749 |
| 120 |
1.2299 |
1.1362 |
0.0937 |
8.2% |
0.0056 |
0.5% |
3% |
False |
True |
70,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1926 |
|
2.618 |
1.1751 |
|
1.618 |
1.1643 |
|
1.000 |
1.1577 |
|
0.618 |
1.1536 |
|
HIGH |
1.1470 |
|
0.618 |
1.1428 |
|
0.500 |
1.1416 |
|
0.382 |
1.1403 |
|
LOW |
1.1362 |
|
0.618 |
1.1296 |
|
1.000 |
1.1255 |
|
1.618 |
1.1188 |
|
2.618 |
1.1081 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1416 |
1.1428 |
| PP |
1.1408 |
1.1416 |
| S1 |
1.1399 |
1.1403 |
|