CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1641 |
1.1642 |
0.0002 |
0.0% |
1.1630 |
| High |
1.1664 |
1.1664 |
0.0001 |
0.0% |
1.1707 |
| Low |
1.1625 |
1.1624 |
-0.0001 |
0.0% |
1.1613 |
| Close |
1.1636 |
1.1647 |
0.0012 |
0.1% |
1.1675 |
| Range |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0094 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
411 |
417 |
6 |
1.5% |
3,016 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1746 |
1.1669 |
|
| R3 |
1.1725 |
1.1706 |
1.1658 |
|
| R2 |
1.1685 |
1.1685 |
1.1654 |
|
| R1 |
1.1666 |
1.1666 |
1.1651 |
1.1676 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1650 |
| S1 |
1.1626 |
1.1626 |
1.1643 |
1.1636 |
| S2 |
1.1605 |
1.1605 |
1.1640 |
|
| S3 |
1.1565 |
1.1586 |
1.1636 |
|
| S4 |
1.1525 |
1.1546 |
1.1625 |
|
|
| 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 |
1.1624 |
0.0081 |
0.7% |
0.0045 |
0.4% |
29% |
False |
True |
504 |
| 10 |
1.1707 |
1.1613 |
0.0094 |
0.8% |
0.0043 |
0.4% |
37% |
False |
False |
567 |
| 20 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0044 |
0.4% |
58% |
False |
False |
527 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
21% |
False |
False |
492 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0045 |
0.4% |
21% |
False |
False |
340 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0047 |
0.4% |
21% |
False |
False |
263 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0049 |
0.4% |
11% |
False |
False |
215 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0049 |
0.4% |
11% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1834 |
|
2.618 |
1.1769 |
|
1.618 |
1.1729 |
|
1.000 |
1.1704 |
|
0.618 |
1.1689 |
|
HIGH |
1.1664 |
|
0.618 |
1.1649 |
|
0.500 |
1.1644 |
|
0.382 |
1.1639 |
|
LOW |
1.1624 |
|
0.618 |
1.1599 |
|
1.000 |
1.1584 |
|
1.618 |
1.1559 |
|
2.618 |
1.1519 |
|
4.250 |
1.1454 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1646 |
1.1663 |
| PP |
1.1645 |
1.1658 |
| S1 |
1.1644 |
1.1652 |
|