CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1635 |
1.1619 |
-0.0017 |
-0.1% |
1.1681 |
| High |
1.1649 |
1.1652 |
0.0003 |
0.0% |
1.1732 |
| Low |
1.1614 |
1.1600 |
-0.0014 |
-0.1% |
1.1574 |
| Close |
1.1618 |
1.1648 |
0.0030 |
0.3% |
1.1596 |
| Range |
0.0036 |
0.0052 |
0.0017 |
46.5% |
0.0158 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
354 |
1,256 |
902 |
254.8% |
4,609 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1789 |
1.1770 |
1.1676 |
|
| R3 |
1.1737 |
1.1718 |
1.1662 |
|
| R2 |
1.1685 |
1.1685 |
1.1657 |
|
| R1 |
1.1666 |
1.1666 |
1.1652 |
1.1676 |
| PP |
1.1633 |
1.1633 |
1.1633 |
1.1638 |
| S1 |
1.1614 |
1.1614 |
1.1643 |
1.1624 |
| S2 |
1.1581 |
1.1581 |
1.1638 |
|
| S3 |
1.1529 |
1.1562 |
1.1633 |
|
| S4 |
1.1477 |
1.1510 |
1.1619 |
|
|
| 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% |
0.0081 |
0.7% |
47% |
False |
False |
1,047 |
| 10 |
1.1732 |
1.1574 |
0.0158 |
1.4% |
0.0063 |
0.5% |
47% |
False |
False |
775 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0052 |
0.4% |
50% |
False |
False |
642 |
| 40 |
1.1897 |
1.1564 |
0.0333 |
2.9% |
0.0051 |
0.4% |
25% |
False |
False |
570 |
| 60 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0048 |
0.4% |
21% |
False |
False |
424 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0048 |
0.4% |
21% |
False |
False |
327 |
| 100 |
1.2207 |
1.1564 |
0.0643 |
5.5% |
0.0051 |
0.4% |
13% |
False |
False |
264 |
| 120 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0051 |
0.4% |
11% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1873 |
|
2.618 |
1.1788 |
|
1.618 |
1.1736 |
|
1.000 |
1.1704 |
|
0.618 |
1.1684 |
|
HIGH |
1.1652 |
|
0.618 |
1.1632 |
|
0.500 |
1.1626 |
|
0.382 |
1.1619 |
|
LOW |
1.1600 |
|
0.618 |
1.1567 |
|
1.000 |
1.1548 |
|
1.618 |
1.1515 |
|
2.618 |
1.1463 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1640 |
1.1638 |
| PP |
1.1633 |
1.1628 |
| S1 |
1.1626 |
1.1618 |
|