CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1594 |
-0.0018 |
-0.2% |
1.1644 |
| High |
1.1624 |
1.1608 |
-0.0016 |
-0.1% |
1.1681 |
| Low |
1.1589 |
1.1564 |
-0.0025 |
-0.2% |
1.1572 |
| Close |
1.1600 |
1.1570 |
-0.0030 |
-0.3% |
1.1617 |
| Range |
0.0035 |
0.0044 |
0.0009 |
24.3% |
0.0109 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
280 |
404 |
124 |
44.3% |
1,914 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1684 |
1.1593 |
|
| R3 |
1.1667 |
1.1640 |
1.1581 |
|
| R2 |
1.1624 |
1.1624 |
1.1577 |
|
| R1 |
1.1597 |
1.1597 |
1.1573 |
1.1589 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1576 |
| S1 |
1.1553 |
1.1553 |
1.1566 |
1.1545 |
| S2 |
1.1537 |
1.1537 |
1.1562 |
|
| S3 |
1.1493 |
1.1510 |
1.1558 |
|
| S4 |
1.1450 |
1.1466 |
1.1546 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1892 |
1.1676 |
|
| R3 |
1.1841 |
1.1783 |
1.1646 |
|
| R2 |
1.1732 |
1.1732 |
1.1636 |
|
| R1 |
1.1674 |
1.1674 |
1.1626 |
1.1649 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1610 |
| S1 |
1.1565 |
1.1565 |
1.1607 |
1.1540 |
| S2 |
1.1514 |
1.1514 |
1.1597 |
|
| S3 |
1.1405 |
1.1456 |
1.1587 |
|
| S4 |
1.1296 |
1.1347 |
1.1557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1637 |
1.1564 |
0.0073 |
0.6% |
0.0040 |
0.3% |
8% |
False |
True |
364 |
| 10 |
1.1733 |
1.1564 |
0.0169 |
1.5% |
0.0047 |
0.4% |
3% |
False |
True |
516 |
| 20 |
1.1878 |
1.1564 |
0.0314 |
2.7% |
0.0048 |
0.4% |
2% |
False |
True |
448 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0047 |
0.4% |
1% |
False |
True |
348 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.5% |
0.0046 |
0.4% |
1% |
False |
True |
243 |
| 80 |
1.2040 |
1.1564 |
0.0476 |
4.1% |
0.0048 |
0.4% |
1% |
False |
True |
188 |
| 100 |
1.2334 |
1.1564 |
0.0770 |
6.7% |
0.0050 |
0.4% |
1% |
False |
True |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1792 |
|
2.618 |
1.1721 |
|
1.618 |
1.1678 |
|
1.000 |
1.1651 |
|
0.618 |
1.1634 |
|
HIGH |
1.1608 |
|
0.618 |
1.1591 |
|
0.500 |
1.1586 |
|
0.382 |
1.1581 |
|
LOW |
1.1564 |
|
0.618 |
1.1537 |
|
1.000 |
1.1521 |
|
1.618 |
1.1494 |
|
2.618 |
1.1450 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1586 |
1.1594 |
| PP |
1.1580 |
1.1586 |
| S1 |
1.1575 |
1.1578 |
|