CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1240 |
1.1253 |
0.0013 |
0.1% |
1.1450 |
| High |
1.1279 |
1.1259 |
-0.0020 |
-0.2% |
1.1470 |
| Low |
1.1230 |
1.1190 |
-0.0040 |
-0.4% |
1.1254 |
| Close |
1.1254 |
1.1202 |
-0.0052 |
-0.5% |
1.1294 |
| Range |
0.0049 |
0.0069 |
0.0021 |
42.3% |
0.0216 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
179,263 |
205,974 |
26,711 |
14.9% |
975,496 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1382 |
1.1240 |
|
| R3 |
1.1355 |
1.1313 |
1.1221 |
|
| R2 |
1.1286 |
1.1286 |
1.1215 |
|
| R1 |
1.1244 |
1.1244 |
1.1208 |
1.1231 |
| PP |
1.1217 |
1.1217 |
1.1217 |
1.1210 |
| S1 |
1.1175 |
1.1175 |
1.1196 |
1.1162 |
| S2 |
1.1148 |
1.1148 |
1.1189 |
|
| S3 |
1.1079 |
1.1106 |
1.1183 |
|
| S4 |
1.1010 |
1.1037 |
1.1164 |
|
|
| 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 |
1.1379 |
1.1190 |
0.0189 |
1.7% |
0.0072 |
0.6% |
6% |
False |
True |
202,012 |
| 10 |
1.1494 |
1.1190 |
0.0304 |
2.7% |
0.0069 |
0.6% |
4% |
False |
True |
183,940 |
| 20 |
1.1703 |
1.1190 |
0.0513 |
4.6% |
0.0073 |
0.7% |
2% |
False |
True |
184,649 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.6% |
0.0060 |
0.5% |
2% |
False |
True |
167,817 |
| 60 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0057 |
0.5% |
2% |
False |
True |
163,674 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0055 |
0.5% |
2% |
False |
True |
123,226 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.7% |
0.0055 |
0.5% |
2% |
False |
True |
98,652 |
| 120 |
1.2262 |
1.1190 |
0.1072 |
9.6% |
0.0056 |
0.5% |
1% |
False |
True |
82,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1552 |
|
2.618 |
1.1440 |
|
1.618 |
1.1371 |
|
1.000 |
1.1328 |
|
0.618 |
1.1302 |
|
HIGH |
1.1259 |
|
0.618 |
1.1233 |
|
0.500 |
1.1225 |
|
0.382 |
1.1216 |
|
LOW |
1.1190 |
|
0.618 |
1.1147 |
|
1.000 |
1.1121 |
|
1.618 |
1.1078 |
|
2.618 |
1.1009 |
|
4.250 |
1.0897 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1242 |
| PP |
1.1217 |
1.1229 |
| S1 |
1.1210 |
1.1215 |
|