CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1597 |
1.1635 |
0.0038 |
0.3% |
1.1681 |
| High |
1.1644 |
1.1649 |
0.0005 |
0.0% |
1.1732 |
| Low |
1.1584 |
1.1614 |
0.0030 |
0.3% |
1.1574 |
| Close |
1.1643 |
1.1618 |
-0.0025 |
-0.2% |
1.1596 |
| Range |
0.0060 |
0.0036 |
-0.0025 |
-40.8% |
0.0158 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
542 |
354 |
-188 |
-34.7% |
4,609 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1733 |
1.1711 |
1.1638 |
|
| R3 |
1.1698 |
1.1676 |
1.1628 |
|
| R2 |
1.1662 |
1.1662 |
1.1625 |
|
| R1 |
1.1640 |
1.1640 |
1.1621 |
1.1634 |
| PP |
1.1627 |
1.1627 |
1.1627 |
1.1624 |
| S1 |
1.1605 |
1.1605 |
1.1615 |
1.1598 |
| S2 |
1.1591 |
1.1591 |
1.1611 |
|
| S3 |
1.1556 |
1.1569 |
1.1608 |
|
| S4 |
1.1520 |
1.1534 |
1.1598 |
|
|
| 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% |
28% |
False |
False |
879 |
| 10 |
1.1732 |
1.1574 |
0.0158 |
1.4% |
0.0062 |
0.5% |
28% |
False |
False |
709 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0053 |
0.5% |
32% |
False |
False |
596 |
| 40 |
1.1898 |
1.1564 |
0.0334 |
2.9% |
0.0051 |
0.4% |
16% |
False |
False |
560 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0048 |
0.4% |
14% |
False |
False |
404 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0049 |
0.4% |
13% |
False |
False |
311 |
| 100 |
1.2207 |
1.1564 |
0.0643 |
5.5% |
0.0051 |
0.4% |
8% |
False |
False |
252 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0050 |
0.4% |
7% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1800 |
|
2.618 |
1.1742 |
|
1.618 |
1.1706 |
|
1.000 |
1.1685 |
|
0.618 |
1.1671 |
|
HIGH |
1.1649 |
|
0.618 |
1.1635 |
|
0.500 |
1.1631 |
|
0.382 |
1.1627 |
|
LOW |
1.1614 |
|
0.618 |
1.1592 |
|
1.000 |
1.1578 |
|
1.618 |
1.1556 |
|
2.618 |
1.1521 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1648 |
| PP |
1.1627 |
1.1638 |
| S1 |
1.1622 |
1.1628 |
|