CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1642 |
1.1629 |
-0.0014 |
-0.1% |
1.1630 |
| High |
1.1664 |
1.1732 |
0.0068 |
0.6% |
1.1707 |
| Low |
1.1624 |
1.1622 |
-0.0003 |
0.0% |
1.1613 |
| Close |
1.1647 |
1.1723 |
0.0076 |
0.7% |
1.1675 |
| Range |
0.0040 |
0.0110 |
0.0070 |
175.0% |
0.0094 |
| ATR |
0.0046 |
0.0050 |
0.0005 |
10.0% |
0.0000 |
| Volume |
417 |
1,484 |
1,067 |
255.9% |
3,016 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1983 |
1.1784 |
|
| R3 |
1.1912 |
1.1873 |
1.1753 |
|
| R2 |
1.1802 |
1.1802 |
1.1743 |
|
| R1 |
1.1763 |
1.1763 |
1.1733 |
1.1782 |
| PP |
1.1692 |
1.1692 |
1.1692 |
1.1702 |
| S1 |
1.1653 |
1.1653 |
1.1713 |
1.1672 |
| S2 |
1.1582 |
1.1582 |
1.1703 |
|
| S3 |
1.1472 |
1.1543 |
1.1693 |
|
| S4 |
1.1362 |
1.1433 |
1.1663 |
|
|
| 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 |
1.1732 |
1.1622 |
0.0110 |
0.9% |
0.0059 |
0.5% |
92% |
True |
True |
702 |
| 10 |
1.1732 |
1.1613 |
0.0119 |
1.0% |
0.0050 |
0.4% |
93% |
True |
False |
669 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0047 |
0.4% |
95% |
True |
False |
533 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.3% |
0.0048 |
0.4% |
41% |
False |
False |
527 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.3% |
0.0046 |
0.4% |
41% |
False |
False |
363 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0048 |
0.4% |
40% |
False |
False |
280 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0050 |
0.4% |
22% |
False |
False |
230 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0049 |
0.4% |
21% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2019 |
|
1.618 |
1.1909 |
|
1.000 |
1.1842 |
|
0.618 |
1.1799 |
|
HIGH |
1.1732 |
|
0.618 |
1.1689 |
|
0.500 |
1.1677 |
|
0.382 |
1.1664 |
|
LOW |
1.1622 |
|
0.618 |
1.1554 |
|
1.000 |
1.1512 |
|
1.618 |
1.1444 |
|
2.618 |
1.1334 |
|
4.250 |
1.1154 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1708 |
1.1708 |
| PP |
1.1692 |
1.1692 |
| S1 |
1.1677 |
1.1677 |
|