CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1636 |
1.1647 |
0.0011 |
0.1% |
1.1611 |
| High |
1.1662 |
1.1658 |
-0.0004 |
0.0% |
1.1662 |
| Low |
1.1623 |
1.1633 |
0.0010 |
0.1% |
1.1564 |
| Close |
1.1639 |
1.1646 |
0.0008 |
0.1% |
1.1646 |
| Range |
0.0039 |
0.0025 |
-0.0014 |
-35.1% |
0.0098 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
471 |
667 |
196 |
41.6% |
2,274 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1720 |
1.1708 |
1.1660 |
|
| R3 |
1.1695 |
1.1683 |
1.1653 |
|
| R2 |
1.1670 |
1.1670 |
1.1651 |
|
| R1 |
1.1658 |
1.1658 |
1.1648 |
1.1652 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1642 |
| S1 |
1.1633 |
1.1633 |
1.1644 |
1.1627 |
| S2 |
1.1620 |
1.1620 |
1.1641 |
|
| S3 |
1.1595 |
1.1608 |
1.1639 |
|
| S4 |
1.1570 |
1.1583 |
1.1632 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1879 |
1.1700 |
|
| R3 |
1.1819 |
1.1781 |
1.1673 |
|
| R2 |
1.1721 |
1.1721 |
1.1664 |
|
| R1 |
1.1684 |
1.1684 |
1.1655 |
1.1703 |
| PP |
1.1624 |
1.1624 |
1.1624 |
1.1633 |
| S1 |
1.1586 |
1.1586 |
1.1637 |
1.1605 |
| S2 |
1.1526 |
1.1526 |
1.1628 |
|
| S3 |
1.1429 |
1.1489 |
1.1619 |
|
| S4 |
1.1331 |
1.1391 |
1.1592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1662 |
1.1564 |
0.0098 |
0.8% |
0.0042 |
0.4% |
84% |
False |
False |
454 |
| 10 |
1.1681 |
1.1564 |
0.0117 |
1.0% |
0.0041 |
0.4% |
70% |
False |
False |
418 |
| 20 |
1.1800 |
1.1564 |
0.0236 |
2.0% |
0.0046 |
0.4% |
35% |
False |
False |
471 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
21% |
False |
False |
386 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0045 |
0.4% |
20% |
False |
False |
267 |
| 80 |
1.2040 |
1.1564 |
0.0476 |
4.1% |
0.0048 |
0.4% |
17% |
False |
False |
207 |
| 100 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0050 |
0.4% |
11% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1723 |
|
1.618 |
1.1698 |
|
1.000 |
1.1683 |
|
0.618 |
1.1673 |
|
HIGH |
1.1658 |
|
0.618 |
1.1648 |
|
0.500 |
1.1645 |
|
0.382 |
1.1642 |
|
LOW |
1.1633 |
|
0.618 |
1.1617 |
|
1.000 |
1.1608 |
|
1.618 |
1.1592 |
|
2.618 |
1.1567 |
|
4.250 |
1.1526 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1646 |
1.1636 |
| PP |
1.1645 |
1.1626 |
| S1 |
1.1645 |
1.1616 |
|