CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1324 |
1.1377 |
0.0053 |
0.5% |
1.1450 |
| High |
1.1379 |
1.1378 |
-0.0002 |
0.0% |
1.1470 |
| Low |
1.1318 |
1.1254 |
-0.0064 |
-0.6% |
1.1254 |
| Close |
1.1376 |
1.1294 |
-0.0082 |
-0.7% |
1.1294 |
| Range |
0.0061 |
0.0124 |
0.0063 |
102.5% |
0.0216 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.7% |
0.0000 |
| Volume |
172,355 |
253,560 |
81,205 |
47.1% |
975,496 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1610 |
1.1361 |
|
| R3 |
1.1555 |
1.1486 |
1.1327 |
|
| R2 |
1.1432 |
1.1432 |
1.1316 |
|
| R1 |
1.1363 |
1.1363 |
1.1305 |
1.1336 |
| PP |
1.1308 |
1.1308 |
1.1308 |
1.1295 |
| S1 |
1.1239 |
1.1239 |
1.1282 |
1.1212 |
| S2 |
1.1185 |
1.1185 |
1.1271 |
|
| S3 |
1.1061 |
1.1116 |
1.1260 |
|
| S4 |
1.0938 |
1.0992 |
1.1226 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1855 |
1.1412 |
|
| R3 |
1.1770 |
1.1640 |
1.1353 |
|
| R2 |
1.1555 |
1.1555 |
1.1333 |
|
| R1 |
1.1424 |
1.1424 |
1.1313 |
1.1382 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1318 |
| S1 |
1.1209 |
1.1209 |
1.1274 |
1.1166 |
| S2 |
1.1124 |
1.1124 |
1.1254 |
|
| S3 |
1.0908 |
1.0993 |
1.1234 |
|
| S4 |
1.0693 |
1.0778 |
1.1175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1470 |
1.1254 |
0.0216 |
1.9% |
0.0088 |
0.8% |
18% |
False |
True |
195,099 |
| 10 |
1.1616 |
1.1254 |
0.0362 |
3.2% |
0.0072 |
0.6% |
11% |
False |
True |
174,945 |
| 20 |
1.1703 |
1.1254 |
0.0449 |
4.0% |
0.0072 |
0.6% |
9% |
False |
True |
179,575 |
| 40 |
1.1743 |
1.1254 |
0.0489 |
4.3% |
0.0060 |
0.5% |
8% |
False |
True |
166,488 |
| 60 |
1.1932 |
1.1254 |
0.0678 |
6.0% |
0.0057 |
0.5% |
6% |
False |
True |
154,176 |
| 80 |
1.1940 |
1.1254 |
0.0686 |
6.1% |
0.0054 |
0.5% |
6% |
False |
True |
115,940 |
| 100 |
1.1940 |
1.1254 |
0.0686 |
6.1% |
0.0055 |
0.5% |
6% |
False |
True |
92,831 |
| 120 |
1.2262 |
1.1254 |
0.1008 |
8.9% |
0.0057 |
0.5% |
4% |
False |
True |
77,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1701 |
|
1.618 |
1.1577 |
|
1.000 |
1.1501 |
|
0.618 |
1.1454 |
|
HIGH |
1.1378 |
|
0.618 |
1.1330 |
|
0.500 |
1.1316 |
|
0.382 |
1.1301 |
|
LOW |
1.1254 |
|
0.618 |
1.1178 |
|
1.000 |
1.1131 |
|
1.618 |
1.1054 |
|
2.618 |
1.0931 |
|
4.250 |
1.0729 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1316 |
1.1317 |
| PP |
1.1308 |
1.1309 |
| S1 |
1.1301 |
1.1301 |
|