CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1652 |
1.1585 |
-0.0067 |
-0.6% |
1.1597 |
| High |
1.1652 |
1.1608 |
-0.0044 |
-0.4% |
1.1652 |
| Low |
1.1564 |
1.1551 |
-0.0013 |
-0.1% |
1.1551 |
| Close |
1.1589 |
1.1585 |
-0.0004 |
0.0% |
1.1585 |
| Range |
0.0088 |
0.0057 |
-0.0032 |
-35.8% |
0.0101 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,281 |
620 |
-661 |
-51.6% |
4,053 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1724 |
1.1616 |
|
| R3 |
1.1694 |
1.1668 |
1.1601 |
|
| R2 |
1.1638 |
1.1638 |
1.1595 |
|
| R1 |
1.1611 |
1.1611 |
1.1590 |
1.1613 |
| PP |
1.1581 |
1.1581 |
1.1581 |
1.1582 |
| S1 |
1.1555 |
1.1555 |
1.1580 |
1.1557 |
| S2 |
1.1525 |
1.1525 |
1.1575 |
|
| S3 |
1.1468 |
1.1498 |
1.1569 |
|
| S4 |
1.1412 |
1.1442 |
1.1554 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1842 |
1.1640 |
|
| R3 |
1.1797 |
1.1741 |
1.1613 |
|
| R2 |
1.1696 |
1.1696 |
1.1603 |
|
| R1 |
1.1641 |
1.1641 |
1.1594 |
1.1618 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1585 |
| S1 |
1.1540 |
1.1540 |
1.1576 |
1.1518 |
| S2 |
1.1495 |
1.1495 |
1.1567 |
|
| S3 |
1.1395 |
1.1440 |
1.1557 |
|
| S4 |
1.1294 |
1.1339 |
1.1530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1652 |
1.1551 |
0.0101 |
0.9% |
0.0058 |
0.5% |
34% |
False |
True |
810 |
| 10 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0070 |
0.6% |
19% |
False |
True |
866 |
| 20 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0056 |
0.5% |
19% |
False |
True |
697 |
| 40 |
1.1892 |
1.1551 |
0.0341 |
2.9% |
0.0053 |
0.5% |
10% |
False |
True |
572 |
| 60 |
1.1956 |
1.1551 |
0.0405 |
3.5% |
0.0049 |
0.4% |
8% |
False |
True |
455 |
| 80 |
1.1965 |
1.1551 |
0.0414 |
3.6% |
0.0048 |
0.4% |
8% |
False |
True |
350 |
| 100 |
1.2071 |
1.1551 |
0.0520 |
4.5% |
0.0051 |
0.4% |
7% |
False |
True |
283 |
| 120 |
1.2334 |
1.1551 |
0.0783 |
6.8% |
0.0051 |
0.4% |
4% |
False |
True |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1848 |
|
2.618 |
1.1755 |
|
1.618 |
1.1699 |
|
1.000 |
1.1664 |
|
0.618 |
1.1642 |
|
HIGH |
1.1608 |
|
0.618 |
1.1586 |
|
0.500 |
1.1579 |
|
0.382 |
1.1573 |
|
LOW |
1.1551 |
|
0.618 |
1.1516 |
|
1.000 |
1.1495 |
|
1.618 |
1.1460 |
|
2.618 |
1.1403 |
|
4.250 |
1.1311 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1583 |
1.1601 |
| PP |
1.1581 |
1.1596 |
| S1 |
1.1579 |
1.1590 |
|