CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1629 |
1.1722 |
0.0093 |
0.8% |
1.1681 |
| High |
1.1732 |
1.1722 |
-0.0010 |
-0.1% |
1.1732 |
| Low |
1.1622 |
1.1574 |
-0.0048 |
-0.4% |
1.1574 |
| Close |
1.1723 |
1.1596 |
-0.0128 |
-1.1% |
1.1596 |
| Range |
0.0110 |
0.0148 |
0.0038 |
34.1% |
0.0158 |
| ATR |
0.0050 |
0.0057 |
0.0007 |
14.0% |
0.0000 |
| Volume |
1,484 |
1,600 |
116 |
7.8% |
4,609 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.1982 |
1.1677 |
|
| R3 |
1.1925 |
1.1834 |
1.1636 |
|
| R2 |
1.1778 |
1.1778 |
1.1623 |
|
| R1 |
1.1687 |
1.1687 |
1.1609 |
1.1659 |
| PP |
1.1630 |
1.1630 |
1.1630 |
1.1616 |
| S1 |
1.1539 |
1.1539 |
1.1582 |
1.1511 |
| S2 |
1.1483 |
1.1483 |
1.1568 |
|
| S3 |
1.1335 |
1.1392 |
1.1555 |
|
| S4 |
1.1188 |
1.1244 |
1.1514 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2008 |
1.1682 |
|
| R3 |
1.1949 |
1.1851 |
1.1639 |
|
| R2 |
1.1791 |
1.1791 |
1.1624 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1664 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1619 |
| S1 |
1.1536 |
1.1536 |
1.1581 |
1.1506 |
| S2 |
1.1476 |
1.1476 |
1.1567 |
|
| S3 |
1.1319 |
1.1378 |
1.1552 |
|
| S4 |
1.1161 |
1.1221 |
1.1509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1732 |
1.1574 |
0.0158 |
1.4% |
0.0082 |
0.7% |
14% |
False |
True |
921 |
| 10 |
1.1732 |
1.1574 |
0.0158 |
1.4% |
0.0063 |
0.5% |
14% |
False |
True |
762 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0052 |
0.4% |
19% |
False |
False |
590 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0050 |
0.4% |
8% |
False |
False |
551 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0048 |
0.4% |
8% |
False |
False |
390 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.5% |
0.0049 |
0.4% |
8% |
False |
False |
300 |
| 100 |
1.2259 |
1.1564 |
0.0695 |
6.0% |
0.0051 |
0.4% |
5% |
False |
False |
246 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0050 |
0.4% |
4% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2348 |
|
2.618 |
1.2108 |
|
1.618 |
1.1960 |
|
1.000 |
1.1869 |
|
0.618 |
1.1813 |
|
HIGH |
1.1722 |
|
0.618 |
1.1665 |
|
0.500 |
1.1648 |
|
0.382 |
1.1630 |
|
LOW |
1.1574 |
|
0.618 |
1.1483 |
|
1.000 |
1.1427 |
|
1.618 |
1.1335 |
|
2.618 |
1.1188 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1648 |
1.1653 |
| PP |
1.1630 |
1.1634 |
| S1 |
1.1613 |
1.1615 |
|