CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1585 |
1.1596 |
0.0011 |
0.1% |
1.1597 |
| High |
1.1608 |
1.1630 |
0.0023 |
0.2% |
1.1652 |
| Low |
1.1551 |
1.1588 |
0.0037 |
0.3% |
1.1551 |
| Close |
1.1585 |
1.1625 |
0.0040 |
0.3% |
1.1585 |
| Range |
0.0057 |
0.0042 |
-0.0015 |
-25.7% |
0.0101 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
620 |
939 |
319 |
51.5% |
4,053 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1724 |
1.1648 |
|
| R3 |
1.1698 |
1.1682 |
1.1636 |
|
| R2 |
1.1656 |
1.1656 |
1.1632 |
|
| R1 |
1.1640 |
1.1640 |
1.1628 |
1.1648 |
| PP |
1.1614 |
1.1614 |
1.1614 |
1.1618 |
| S1 |
1.1598 |
1.1598 |
1.1621 |
1.1606 |
| S2 |
1.1572 |
1.1572 |
1.1617 |
|
| S3 |
1.1530 |
1.1556 |
1.1613 |
|
| S4 |
1.1488 |
1.1514 |
1.1601 |
|
|
| 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% |
0.0055 |
0.5% |
73% |
False |
False |
890 |
| 10 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0067 |
0.6% |
41% |
False |
False |
890 |
| 20 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0057 |
0.5% |
41% |
False |
False |
730 |
| 40 |
1.1892 |
1.1551 |
0.0341 |
2.9% |
0.0052 |
0.5% |
22% |
False |
False |
591 |
| 60 |
1.1956 |
1.1551 |
0.0405 |
3.5% |
0.0050 |
0.4% |
18% |
False |
False |
470 |
| 80 |
1.1965 |
1.1551 |
0.0414 |
3.6% |
0.0049 |
0.4% |
18% |
False |
False |
360 |
| 100 |
1.2040 |
1.1551 |
0.0489 |
4.2% |
0.0050 |
0.4% |
15% |
False |
False |
292 |
| 120 |
1.2334 |
1.1551 |
0.0783 |
6.7% |
0.0051 |
0.4% |
9% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1809 |
|
2.618 |
1.1740 |
|
1.618 |
1.1698 |
|
1.000 |
1.1672 |
|
0.618 |
1.1656 |
|
HIGH |
1.1630 |
|
0.618 |
1.1614 |
|
0.500 |
1.1609 |
|
0.382 |
1.1604 |
|
LOW |
1.1588 |
|
0.618 |
1.1562 |
|
1.000 |
1.1546 |
|
1.618 |
1.1520 |
|
2.618 |
1.1478 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1619 |
1.1617 |
| PP |
1.1614 |
1.1609 |
| S1 |
1.1609 |
1.1601 |
|