CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1644 |
1.1658 |
0.0014 |
0.1% |
1.1764 |
| High |
1.1681 |
1.1658 |
-0.0024 |
-0.2% |
1.1768 |
| Low |
1.1633 |
1.1623 |
-0.0011 |
-0.1% |
1.1604 |
| Close |
1.1666 |
1.1638 |
-0.0028 |
-0.2% |
1.1639 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-27.1% |
0.0165 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
519 |
256 |
-263 |
-50.7% |
3,621 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1726 |
1.1657 |
|
| R3 |
1.1709 |
1.1691 |
1.1648 |
|
| R2 |
1.1674 |
1.1674 |
1.1644 |
|
| R1 |
1.1656 |
1.1656 |
1.1641 |
1.1648 |
| PP |
1.1639 |
1.1639 |
1.1639 |
1.1635 |
| S1 |
1.1621 |
1.1621 |
1.1635 |
1.1613 |
| S2 |
1.1604 |
1.1604 |
1.1632 |
|
| S3 |
1.1569 |
1.1586 |
1.1628 |
|
| S4 |
1.1534 |
1.1551 |
1.1619 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2066 |
1.1729 |
|
| R3 |
1.1999 |
1.1901 |
1.1684 |
|
| R2 |
1.1835 |
1.1835 |
1.1669 |
|
| R1 |
1.1737 |
1.1737 |
1.1654 |
1.1703 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1653 |
| S1 |
1.1572 |
1.1572 |
1.1623 |
1.1539 |
| S2 |
1.1506 |
1.1506 |
1.1608 |
|
| S3 |
1.1341 |
1.1408 |
1.1593 |
|
| S4 |
1.1177 |
1.1243 |
1.1548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1733 |
1.1604 |
0.0129 |
1.1% |
0.0055 |
0.5% |
27% |
False |
False |
668 |
| 10 |
1.1800 |
1.1604 |
0.0197 |
1.7% |
0.0053 |
0.5% |
18% |
False |
False |
563 |
| 20 |
1.1898 |
1.1604 |
0.0295 |
2.5% |
0.0049 |
0.4% |
12% |
False |
False |
524 |
| 40 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0045 |
0.4% |
10% |
False |
False |
308 |
| 60 |
1.1965 |
1.1604 |
0.0361 |
3.1% |
0.0047 |
0.4% |
10% |
False |
False |
216 |
| 80 |
1.2207 |
1.1604 |
0.0604 |
5.2% |
0.0050 |
0.4% |
6% |
False |
False |
166 |
| 100 |
1.2334 |
1.1604 |
0.0731 |
6.3% |
0.0050 |
0.4% |
5% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1806 |
|
2.618 |
1.1749 |
|
1.618 |
1.1714 |
|
1.000 |
1.1693 |
|
0.618 |
1.1679 |
|
HIGH |
1.1658 |
|
0.618 |
1.1644 |
|
0.500 |
1.1640 |
|
0.382 |
1.1636 |
|
LOW |
1.1623 |
|
0.618 |
1.1601 |
|
1.000 |
1.1588 |
|
1.618 |
1.1566 |
|
2.618 |
1.1531 |
|
4.250 |
1.1474 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1643 |
| PP |
1.1639 |
1.1641 |
| S1 |
1.1639 |
1.1640 |
|