CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1596 |
1.1621 |
0.0025 |
0.2% |
1.1597 |
| High |
1.1630 |
1.1645 |
0.0015 |
0.1% |
1.1652 |
| Low |
1.1588 |
1.1609 |
0.0021 |
0.2% |
1.1551 |
| Close |
1.1625 |
1.1630 |
0.0005 |
0.0% |
1.1585 |
| Range |
0.0042 |
0.0036 |
-0.0007 |
-15.5% |
0.0101 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
939 |
685 |
-254 |
-27.1% |
4,053 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1717 |
1.1649 |
|
| R3 |
1.1699 |
1.1682 |
1.1639 |
|
| R2 |
1.1663 |
1.1663 |
1.1636 |
|
| R1 |
1.1646 |
1.1646 |
1.1633 |
1.1655 |
| PP |
1.1628 |
1.1628 |
1.1628 |
1.1632 |
| S1 |
1.1611 |
1.1611 |
1.1626 |
1.1619 |
| S2 |
1.1592 |
1.1592 |
1.1623 |
|
| S3 |
1.1557 |
1.1575 |
1.1620 |
|
| S4 |
1.1521 |
1.1540 |
1.1610 |
|
|
| 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% |
78% |
False |
False |
956 |
| 10 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0067 |
0.6% |
43% |
False |
False |
917 |
| 20 |
1.1732 |
1.1551 |
0.0181 |
1.6% |
0.0056 |
0.5% |
43% |
False |
False |
744 |
| 40 |
1.1878 |
1.1551 |
0.0327 |
2.8% |
0.0052 |
0.4% |
24% |
False |
False |
596 |
| 60 |
1.1956 |
1.1551 |
0.0405 |
3.5% |
0.0050 |
0.4% |
19% |
False |
False |
480 |
| 80 |
1.1965 |
1.1551 |
0.0414 |
3.6% |
0.0048 |
0.4% |
19% |
False |
False |
368 |
| 100 |
1.2040 |
1.1551 |
0.0489 |
4.2% |
0.0050 |
0.4% |
16% |
False |
False |
299 |
| 120 |
1.2334 |
1.1551 |
0.0783 |
6.7% |
0.0051 |
0.4% |
10% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1795 |
|
2.618 |
1.1737 |
|
1.618 |
1.1702 |
|
1.000 |
1.1680 |
|
0.618 |
1.1666 |
|
HIGH |
1.1645 |
|
0.618 |
1.1631 |
|
0.500 |
1.1627 |
|
0.382 |
1.1623 |
|
LOW |
1.1609 |
|
0.618 |
1.1587 |
|
1.000 |
1.1574 |
|
1.618 |
1.1552 |
|
2.618 |
1.1516 |
|
4.250 |
1.1458 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1629 |
1.1619 |
| PP |
1.1628 |
1.1608 |
| S1 |
1.1627 |
1.1598 |
|