CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1647 |
1.1630 |
-0.0017 |
-0.1% |
1.1611 |
| High |
1.1658 |
1.1662 |
0.0004 |
0.0% |
1.1662 |
| Low |
1.1633 |
1.1613 |
-0.0020 |
-0.2% |
1.1564 |
| Close |
1.1646 |
1.1651 |
0.0005 |
0.0% |
1.1646 |
| Range |
0.0025 |
0.0049 |
0.0024 |
96.0% |
0.0098 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.5% |
0.0000 |
| Volume |
667 |
635 |
-32 |
-4.8% |
2,274 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1769 |
1.1678 |
|
| R3 |
1.1740 |
1.1720 |
1.1664 |
|
| R2 |
1.1691 |
1.1691 |
1.1660 |
|
| R1 |
1.1671 |
1.1671 |
1.1655 |
1.1681 |
| PP |
1.1642 |
1.1642 |
1.1642 |
1.1647 |
| S1 |
1.1622 |
1.1622 |
1.1647 |
1.1632 |
| S2 |
1.1593 |
1.1593 |
1.1642 |
|
| S3 |
1.1544 |
1.1573 |
1.1638 |
|
| S4 |
1.1495 |
1.1524 |
1.1624 |
|
|
| 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% |
0.0044 |
0.4% |
89% |
True |
False |
525 |
| 10 |
1.1662 |
1.1564 |
0.0098 |
0.8% |
0.0041 |
0.4% |
89% |
True |
False |
430 |
| 20 |
1.1800 |
1.1564 |
0.0236 |
2.0% |
0.0047 |
0.4% |
37% |
False |
False |
493 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
22% |
False |
False |
402 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0045 |
0.4% |
22% |
False |
False |
277 |
| 80 |
1.2040 |
1.1564 |
0.0476 |
4.1% |
0.0048 |
0.4% |
18% |
False |
False |
215 |
| 100 |
1.2318 |
1.1564 |
0.0754 |
6.5% |
0.0050 |
0.4% |
12% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1870 |
|
2.618 |
1.1790 |
|
1.618 |
1.1741 |
|
1.000 |
1.1711 |
|
0.618 |
1.1692 |
|
HIGH |
1.1662 |
|
0.618 |
1.1643 |
|
0.500 |
1.1637 |
|
0.382 |
1.1631 |
|
LOW |
1.1613 |
|
0.618 |
1.1582 |
|
1.000 |
1.1564 |
|
1.618 |
1.1533 |
|
2.618 |
1.1484 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1646 |
1.1646 |
| PP |
1.1642 |
1.1642 |
| S1 |
1.1637 |
1.1637 |
|