CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1621 |
1.1628 |
0.0007 |
0.1% |
1.1597 |
| High |
1.1645 |
1.1628 |
-0.0017 |
-0.1% |
1.1652 |
| Low |
1.1609 |
1.1513 |
-0.0097 |
-0.8% |
1.1551 |
| Close |
1.1630 |
1.1519 |
-0.0111 |
-1.0% |
1.1585 |
| Range |
0.0036 |
0.0116 |
0.0080 |
225.4% |
0.0101 |
| ATR |
0.0055 |
0.0060 |
0.0004 |
7.9% |
0.0000 |
| Volume |
685 |
1,405 |
720 |
105.1% |
4,053 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1900 |
1.1825 |
1.1582 |
|
| R3 |
1.1784 |
1.1709 |
1.1550 |
|
| R2 |
1.1669 |
1.1669 |
1.1540 |
|
| R1 |
1.1594 |
1.1594 |
1.1529 |
1.1573 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1543 |
| S1 |
1.1478 |
1.1478 |
1.1508 |
1.1458 |
| S2 |
1.1438 |
1.1438 |
1.1497 |
|
| S3 |
1.1322 |
1.1363 |
1.1487 |
|
| S4 |
1.1207 |
1.1247 |
1.1455 |
|
|
| 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 |
1.1513 |
0.0139 |
1.2% |
0.0068 |
0.6% |
4% |
False |
True |
986 |
| 10 |
1.1732 |
1.1513 |
0.0219 |
1.9% |
0.0074 |
0.6% |
3% |
False |
True |
1,016 |
| 20 |
1.1732 |
1.1513 |
0.0219 |
1.9% |
0.0059 |
0.5% |
3% |
False |
True |
792 |
| 40 |
1.1866 |
1.1513 |
0.0353 |
3.1% |
0.0054 |
0.5% |
2% |
False |
True |
625 |
| 60 |
1.1956 |
1.1513 |
0.0444 |
3.9% |
0.0051 |
0.4% |
1% |
False |
True |
503 |
| 80 |
1.1965 |
1.1513 |
0.0452 |
3.9% |
0.0049 |
0.4% |
1% |
False |
True |
385 |
| 100 |
1.2040 |
1.1513 |
0.0528 |
4.6% |
0.0050 |
0.4% |
1% |
False |
True |
313 |
| 120 |
1.2334 |
1.1513 |
0.0822 |
7.1% |
0.0052 |
0.4% |
1% |
False |
True |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2119 |
|
2.618 |
1.1930 |
|
1.618 |
1.1815 |
|
1.000 |
1.1744 |
|
0.618 |
1.1699 |
|
HIGH |
1.1628 |
|
0.618 |
1.1584 |
|
0.500 |
1.1570 |
|
0.382 |
1.1557 |
|
LOW |
1.1513 |
|
0.618 |
1.1441 |
|
1.000 |
1.1397 |
|
1.618 |
1.1326 |
|
2.618 |
1.1210 |
|
4.250 |
1.1022 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1570 |
1.1579 |
| PP |
1.1553 |
1.1559 |
| S1 |
1.1536 |
1.1539 |
|