CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1637 |
1.1594 |
-0.0043 |
-0.4% |
1.1764 |
| High |
1.1637 |
1.1609 |
-0.0028 |
-0.2% |
1.1768 |
| Low |
1.1572 |
1.1589 |
0.0017 |
0.1% |
1.1604 |
| Close |
1.1591 |
1.1591 |
0.0001 |
0.0% |
1.1639 |
| Range |
0.0065 |
0.0021 |
-0.0044 |
-68.2% |
0.0165 |
| ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
334 |
459 |
125 |
37.4% |
3,621 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1658 |
1.1645 |
1.1602 |
|
| R3 |
1.1637 |
1.1624 |
1.1597 |
|
| R2 |
1.1617 |
1.1617 |
1.1595 |
|
| R1 |
1.1604 |
1.1604 |
1.1593 |
1.1600 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1594 |
| S1 |
1.1583 |
1.1583 |
1.1589 |
1.1580 |
| S2 |
1.1576 |
1.1576 |
1.1587 |
|
| S3 |
1.1555 |
1.1563 |
1.1585 |
|
| S4 |
1.1535 |
1.1542 |
1.1580 |
|
|
| 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 |
1.1681 |
1.1572 |
0.0109 |
0.9% |
0.0042 |
0.4% |
17% |
False |
False |
404 |
| 10 |
1.1792 |
1.1572 |
0.0220 |
1.9% |
0.0048 |
0.4% |
9% |
False |
False |
556 |
| 20 |
1.1897 |
1.1572 |
0.0325 |
2.8% |
0.0049 |
0.4% |
6% |
False |
False |
449 |
| 40 |
1.1956 |
1.1572 |
0.0384 |
3.3% |
0.0046 |
0.4% |
5% |
False |
False |
326 |
| 60 |
1.1965 |
1.1572 |
0.0393 |
3.4% |
0.0046 |
0.4% |
5% |
False |
False |
228 |
| 80 |
1.2197 |
1.1572 |
0.0625 |
5.4% |
0.0051 |
0.4% |
3% |
False |
False |
176 |
| 100 |
1.2334 |
1.1572 |
0.0762 |
6.6% |
0.0050 |
0.4% |
2% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1696 |
|
2.618 |
1.1663 |
|
1.618 |
1.1642 |
|
1.000 |
1.1630 |
|
0.618 |
1.1622 |
|
HIGH |
1.1609 |
|
0.618 |
1.1601 |
|
0.500 |
1.1599 |
|
0.382 |
1.1596 |
|
LOW |
1.1589 |
|
0.618 |
1.1576 |
|
1.000 |
1.1568 |
|
1.618 |
1.1555 |
|
2.618 |
1.1535 |
|
4.250 |
1.1501 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1599 |
1.1615 |
| PP |
1.1596 |
1.1607 |
| S1 |
1.1594 |
1.1599 |
|