CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1326 |
-0.0047 |
-0.4% |
1.1573 |
| High |
1.1392 |
1.1338 |
-0.0054 |
-0.5% |
1.1616 |
| Low |
1.1315 |
1.1269 |
-0.0046 |
-0.4% |
1.1439 |
| Close |
1.1322 |
1.1320 |
-0.0002 |
0.0% |
1.1450 |
| Range |
0.0077 |
0.0069 |
-0.0008 |
-10.4% |
0.0177 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
| Volume |
187,699 |
196,271 |
8,572 |
4.6% |
773,958 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1516 |
1.1487 |
1.1358 |
|
| R3 |
1.1447 |
1.1418 |
1.1339 |
|
| R2 |
1.1378 |
1.1378 |
1.1333 |
|
| R1 |
1.1349 |
1.1349 |
1.1326 |
1.1329 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1299 |
| S1 |
1.1280 |
1.1280 |
1.1314 |
1.1260 |
| S2 |
1.1240 |
1.1240 |
1.1307 |
|
| S3 |
1.1171 |
1.1211 |
1.1301 |
|
| S4 |
1.1102 |
1.1142 |
1.1282 |
|
|
| 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 |
1.1494 |
1.1269 |
0.0226 |
2.0% |
0.0066 |
0.6% |
23% |
False |
True |
165,869 |
| 10 |
1.1625 |
1.1269 |
0.0357 |
3.1% |
0.0068 |
0.6% |
14% |
False |
True |
168,071 |
| 20 |
1.1703 |
1.1269 |
0.0434 |
3.8% |
0.0067 |
0.6% |
12% |
False |
True |
172,612 |
| 40 |
1.1769 |
1.1269 |
0.0500 |
4.4% |
0.0059 |
0.5% |
10% |
False |
True |
163,038 |
| 60 |
1.1932 |
1.1269 |
0.0664 |
5.9% |
0.0055 |
0.5% |
8% |
False |
True |
147,135 |
| 80 |
1.1940 |
1.1269 |
0.0671 |
5.9% |
0.0054 |
0.5% |
8% |
False |
True |
110,626 |
| 100 |
1.1969 |
1.1269 |
0.0701 |
6.2% |
0.0055 |
0.5% |
7% |
False |
True |
88,576 |
| 120 |
1.2299 |
1.1269 |
0.1030 |
9.1% |
0.0056 |
0.5% |
5% |
False |
True |
73,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1631 |
|
2.618 |
1.1518 |
|
1.618 |
1.1449 |
|
1.000 |
1.1407 |
|
0.618 |
1.1380 |
|
HIGH |
1.1338 |
|
0.618 |
1.1311 |
|
0.500 |
1.1303 |
|
0.382 |
1.1295 |
|
LOW |
1.1269 |
|
0.618 |
1.1226 |
|
1.000 |
1.1200 |
|
1.618 |
1.1157 |
|
2.618 |
1.1088 |
|
4.250 |
1.0975 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1314 |
1.1369 |
| PP |
1.1309 |
1.1353 |
| S1 |
1.1303 |
1.1336 |
|