CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1628 |
1.1513 |
-0.0115 |
-1.0% |
1.1597 |
| High |
1.1628 |
1.1519 |
-0.0109 |
-0.9% |
1.1652 |
| Low |
1.1513 |
1.1480 |
-0.0033 |
-0.3% |
1.1551 |
| Close |
1.1519 |
1.1480 |
-0.0039 |
-0.3% |
1.1585 |
| Range |
0.0116 |
0.0040 |
-0.0076 |
-65.8% |
0.0101 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1,405 |
1,224 |
-181 |
-12.9% |
4,053 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1585 |
1.1501 |
|
| R3 |
1.1572 |
1.1545 |
1.1490 |
|
| R2 |
1.1532 |
1.1532 |
1.1487 |
|
| R1 |
1.1506 |
1.1506 |
1.1483 |
1.1499 |
| PP |
1.1493 |
1.1493 |
1.1493 |
1.1489 |
| S1 |
1.1466 |
1.1466 |
1.1476 |
1.1460 |
| S2 |
1.1453 |
1.1453 |
1.1472 |
|
| S3 |
1.1414 |
1.1427 |
1.1469 |
|
| S4 |
1.1374 |
1.1387 |
1.1458 |
|
|
| 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 |
1.1645 |
1.1480 |
0.0165 |
1.4% |
0.0058 |
0.5% |
0% |
False |
True |
974 |
| 10 |
1.1722 |
1.1480 |
0.0242 |
2.1% |
0.0067 |
0.6% |
0% |
False |
True |
990 |
| 20 |
1.1732 |
1.1480 |
0.0252 |
2.2% |
0.0059 |
0.5% |
0% |
False |
True |
829 |
| 40 |
1.1835 |
1.1480 |
0.0355 |
3.1% |
0.0054 |
0.5% |
0% |
False |
True |
644 |
| 60 |
1.1956 |
1.1480 |
0.0477 |
4.2% |
0.0050 |
0.4% |
0% |
False |
True |
523 |
| 80 |
1.1965 |
1.1480 |
0.0485 |
4.2% |
0.0049 |
0.4% |
0% |
False |
True |
400 |
| 100 |
1.2040 |
1.1480 |
0.0561 |
4.9% |
0.0050 |
0.4% |
0% |
False |
True |
325 |
| 120 |
1.2334 |
1.1480 |
0.0855 |
7.4% |
0.0052 |
0.4% |
0% |
False |
True |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1622 |
|
1.618 |
1.1583 |
|
1.000 |
1.1559 |
|
0.618 |
1.1543 |
|
HIGH |
1.1519 |
|
0.618 |
1.1504 |
|
0.500 |
1.1499 |
|
0.382 |
1.1495 |
|
LOW |
1.1480 |
|
0.618 |
1.1455 |
|
1.000 |
1.1440 |
|
1.618 |
1.1416 |
|
2.618 |
1.1376 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1499 |
1.1562 |
| PP |
1.1493 |
1.1535 |
| S1 |
1.1486 |
1.1507 |
|