CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1686 |
1.1693 |
0.0007 |
0.1% |
1.1611 |
| High |
1.1698 |
1.1705 |
0.0007 |
0.1% |
1.1662 |
| Low |
1.1662 |
1.1660 |
-0.0002 |
0.0% |
1.1564 |
| Close |
1.1695 |
1.1662 |
-0.0034 |
-0.3% |
1.1646 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.9% |
0.0098 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
587 |
495 |
-92 |
-15.7% |
2,274 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1809 |
1.1780 |
1.1686 |
|
| R3 |
1.1764 |
1.1735 |
1.1674 |
|
| R2 |
1.1720 |
1.1720 |
1.1670 |
|
| R1 |
1.1691 |
1.1691 |
1.1666 |
1.1683 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1672 |
| S1 |
1.1646 |
1.1646 |
1.1657 |
1.1639 |
| S2 |
1.1631 |
1.1631 |
1.1653 |
|
| S3 |
1.1586 |
1.1602 |
1.1649 |
|
| S4 |
1.1542 |
1.1557 |
1.1637 |
|
|
| 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 |
1.1707 |
1.1613 |
0.0094 |
0.8% |
0.0042 |
0.4% |
52% |
False |
False |
636 |
| 10 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0043 |
0.4% |
68% |
False |
False |
513 |
| 20 |
1.1792 |
1.1564 |
0.0228 |
2.0% |
0.0045 |
0.4% |
43% |
False |
False |
534 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
25% |
False |
False |
447 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0045 |
0.4% |
24% |
False |
False |
307 |
| 80 |
1.1973 |
1.1564 |
0.0409 |
3.5% |
0.0048 |
0.4% |
24% |
False |
False |
239 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0050 |
0.4% |
14% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1894 |
|
2.618 |
1.1821 |
|
1.618 |
1.1777 |
|
1.000 |
1.1749 |
|
0.618 |
1.1732 |
|
HIGH |
1.1705 |
|
0.618 |
1.1688 |
|
0.500 |
1.1682 |
|
0.382 |
1.1677 |
|
LOW |
1.1660 |
|
0.618 |
1.1632 |
|
1.000 |
1.1616 |
|
1.618 |
1.1588 |
|
2.618 |
1.1543 |
|
4.250 |
1.1471 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1682 |
1.1679 |
| PP |
1.1675 |
1.1673 |
| S1 |
1.1668 |
1.1667 |
|