CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1681 |
1.1641 |
-0.0041 |
-0.3% |
1.1630 |
| High |
1.1703 |
1.1664 |
-0.0039 |
-0.3% |
1.1707 |
| Low |
1.1630 |
1.1625 |
-0.0006 |
0.0% |
1.1613 |
| Close |
1.1652 |
1.1636 |
-0.0016 |
-0.1% |
1.1675 |
| Range |
0.0073 |
0.0039 |
-0.0034 |
-46.2% |
0.0094 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
697 |
411 |
-286 |
-41.0% |
3,016 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1736 |
1.1657 |
|
| R3 |
1.1719 |
1.1697 |
1.1646 |
|
| R2 |
1.1680 |
1.1680 |
1.1643 |
|
| R1 |
1.1658 |
1.1658 |
1.1639 |
1.1650 |
| PP |
1.1641 |
1.1641 |
1.1641 |
1.1637 |
| S1 |
1.1619 |
1.1619 |
1.1632 |
1.1611 |
| S2 |
1.1602 |
1.1602 |
1.1628 |
|
| S3 |
1.1563 |
1.1580 |
1.1625 |
|
| S4 |
1.1524 |
1.1541 |
1.1614 |
|
|
| 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 |
1.1705 |
1.1625 |
0.0080 |
0.7% |
0.0045 |
0.4% |
14% |
False |
True |
538 |
| 10 |
1.1707 |
1.1570 |
0.0137 |
1.2% |
0.0046 |
0.4% |
48% |
False |
False |
571 |
| 20 |
1.1733 |
1.1564 |
0.0169 |
1.4% |
0.0047 |
0.4% |
42% |
False |
False |
544 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0047 |
0.4% |
18% |
False |
False |
487 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0045 |
0.4% |
18% |
False |
False |
333 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0048 |
0.4% |
18% |
False |
False |
258 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0049 |
0.4% |
10% |
False |
False |
211 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0049 |
0.4% |
9% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1766 |
|
1.618 |
1.1727 |
|
1.000 |
1.1703 |
|
0.618 |
1.1688 |
|
HIGH |
1.1664 |
|
0.618 |
1.1649 |
|
0.500 |
1.1644 |
|
0.382 |
1.1639 |
|
LOW |
1.1625 |
|
0.618 |
1.1600 |
|
1.000 |
1.1586 |
|
1.618 |
1.1561 |
|
2.618 |
1.1522 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1644 |
1.1664 |
| PP |
1.1641 |
1.1654 |
| S1 |
1.1638 |
1.1645 |
|