CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1722 |
1.1597 |
-0.0125 |
-1.1% |
1.1681 |
| High |
1.1722 |
1.1644 |
-0.0078 |
-0.7% |
1.1732 |
| Low |
1.1574 |
1.1584 |
0.0010 |
0.1% |
1.1574 |
| Close |
1.1596 |
1.1643 |
0.0048 |
0.4% |
1.1596 |
| Range |
0.0148 |
0.0060 |
-0.0088 |
-59.3% |
0.0158 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,600 |
542 |
-1,058 |
-66.1% |
4,609 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1783 |
1.1676 |
|
| R3 |
1.1744 |
1.1723 |
1.1660 |
|
| R2 |
1.1684 |
1.1684 |
1.1654 |
|
| R1 |
1.1663 |
1.1663 |
1.1649 |
1.1674 |
| PP |
1.1624 |
1.1624 |
1.1624 |
1.1629 |
| S1 |
1.1603 |
1.1603 |
1.1638 |
1.1614 |
| S2 |
1.1564 |
1.1564 |
1.1632 |
|
| S3 |
1.1504 |
1.1543 |
1.1627 |
|
| S4 |
1.1444 |
1.1483 |
1.1610 |
|
|
| 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% |
0.0079 |
0.7% |
44% |
False |
False |
890 |
| 10 |
1.1732 |
1.1574 |
0.0158 |
1.4% |
0.0064 |
0.5% |
44% |
False |
False |
753 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0053 |
0.5% |
47% |
False |
False |
591 |
| 40 |
1.1931 |
1.1564 |
0.0367 |
3.1% |
0.0051 |
0.4% |
22% |
False |
False |
559 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0048 |
0.4% |
20% |
False |
False |
398 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0049 |
0.4% |
20% |
False |
False |
307 |
| 100 |
1.2259 |
1.1564 |
0.0695 |
6.0% |
0.0051 |
0.4% |
11% |
False |
False |
249 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0051 |
0.4% |
10% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1899 |
|
2.618 |
1.1801 |
|
1.618 |
1.1741 |
|
1.000 |
1.1704 |
|
0.618 |
1.1681 |
|
HIGH |
1.1644 |
|
0.618 |
1.1621 |
|
0.500 |
1.1614 |
|
0.382 |
1.1607 |
|
LOW |
1.1584 |
|
0.618 |
1.1547 |
|
1.000 |
1.1524 |
|
1.618 |
1.1487 |
|
2.618 |
1.1427 |
|
4.250 |
1.1329 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1633 |
1.1653 |
| PP |
1.1624 |
1.1650 |
| S1 |
1.1614 |
1.1646 |
|