CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1667 |
1.1681 |
0.0015 |
0.1% |
1.1630 |
| High |
1.1694 |
1.1703 |
0.0009 |
0.1% |
1.1707 |
| Low |
1.1663 |
1.1630 |
-0.0033 |
-0.3% |
1.1613 |
| Close |
1.1675 |
1.1652 |
-0.0024 |
-0.2% |
1.1675 |
| Range |
0.0031 |
0.0073 |
0.0042 |
133.9% |
0.0094 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.4% |
0.0000 |
| Volume |
503 |
697 |
194 |
38.6% |
3,016 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1838 |
1.1691 |
|
| R3 |
1.1806 |
1.1765 |
1.1671 |
|
| R2 |
1.1734 |
1.1734 |
1.1665 |
|
| R1 |
1.1693 |
1.1693 |
1.1658 |
1.1677 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1654 |
| S1 |
1.1620 |
1.1620 |
1.1645 |
1.1605 |
| S2 |
1.1589 |
1.1589 |
1.1638 |
|
| S3 |
1.1516 |
1.1548 |
1.1632 |
|
| S4 |
1.1444 |
1.1475 |
1.1612 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1905 |
1.1727 |
|
| R3 |
1.1853 |
1.1811 |
1.1701 |
|
| R2 |
1.1759 |
1.1759 |
1.1692 |
|
| R1 |
1.1717 |
1.1717 |
1.1684 |
1.1738 |
| PP |
1.1665 |
1.1665 |
1.1665 |
1.1675 |
| S1 |
1.1623 |
1.1623 |
1.1666 |
1.1644 |
| S2 |
1.1571 |
1.1571 |
1.1658 |
|
| S3 |
1.1477 |
1.1529 |
1.1649 |
|
| S4 |
1.1383 |
1.1435 |
1.1623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1707 |
1.1630 |
0.0077 |
0.7% |
0.0048 |
0.4% |
28% |
False |
True |
615 |
| 10 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0046 |
0.4% |
61% |
False |
False |
570 |
| 20 |
1.1746 |
1.1564 |
0.0182 |
1.6% |
0.0046 |
0.4% |
48% |
False |
False |
564 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
22% |
False |
False |
477 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0045 |
0.4% |
22% |
False |
False |
326 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0048 |
0.4% |
22% |
False |
False |
253 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0050 |
0.4% |
12% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2011 |
|
2.618 |
1.1892 |
|
1.618 |
1.1820 |
|
1.000 |
1.1775 |
|
0.618 |
1.1747 |
|
HIGH |
1.1703 |
|
0.618 |
1.1675 |
|
0.500 |
1.1666 |
|
0.382 |
1.1658 |
|
LOW |
1.1630 |
|
0.618 |
1.1585 |
|
1.000 |
1.1558 |
|
1.618 |
1.1513 |
|
2.618 |
1.1440 |
|
4.250 |
1.1322 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1666 |
1.1667 |
| PP |
1.1661 |
1.1662 |
| S1 |
1.1656 |
1.1657 |
|