CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1513 |
1.1483 |
-0.0030 |
-0.3% |
1.1596 |
| High |
1.1519 |
1.1497 |
-0.0023 |
-0.2% |
1.1645 |
| Low |
1.1480 |
1.1470 |
-0.0010 |
-0.1% |
1.1470 |
| Close |
1.1480 |
1.1478 |
-0.0002 |
0.0% |
1.1478 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-32.9% |
0.0175 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
1,224 |
1,643 |
419 |
34.2% |
5,896 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1546 |
1.1493 |
|
| R3 |
1.1535 |
1.1520 |
1.1485 |
|
| R2 |
1.1508 |
1.1508 |
1.1483 |
|
| R1 |
1.1493 |
1.1493 |
1.1480 |
1.1487 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1479 |
| S1 |
1.1467 |
1.1467 |
1.1476 |
1.1461 |
| S2 |
1.1455 |
1.1455 |
1.1473 |
|
| S3 |
1.1429 |
1.1440 |
1.1471 |
|
| S4 |
1.1402 |
1.1414 |
1.1463 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1941 |
1.1574 |
|
| R3 |
1.1880 |
1.1766 |
1.1526 |
|
| R2 |
1.1705 |
1.1705 |
1.1510 |
|
| R1 |
1.1592 |
1.1592 |
1.1494 |
1.1561 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1516 |
| S1 |
1.1417 |
1.1417 |
1.1462 |
1.1387 |
| S2 |
1.1356 |
1.1356 |
1.1446 |
|
| S3 |
1.1182 |
1.1243 |
1.1430 |
|
| S4 |
1.1007 |
1.1068 |
1.1382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1645 |
1.1470 |
0.0175 |
1.5% |
0.0052 |
0.5% |
5% |
False |
True |
1,179 |
| 10 |
1.1652 |
1.1470 |
0.0182 |
1.6% |
0.0055 |
0.5% |
4% |
False |
True |
994 |
| 20 |
1.1732 |
1.1470 |
0.0262 |
2.3% |
0.0059 |
0.5% |
3% |
False |
True |
878 |
| 40 |
1.1800 |
1.1470 |
0.0330 |
2.9% |
0.0053 |
0.5% |
2% |
False |
True |
675 |
| 60 |
1.1956 |
1.1470 |
0.0486 |
4.2% |
0.0050 |
0.4% |
2% |
False |
True |
550 |
| 80 |
1.1965 |
1.1470 |
0.0495 |
4.3% |
0.0049 |
0.4% |
2% |
False |
True |
420 |
| 100 |
1.2040 |
1.1470 |
0.0570 |
5.0% |
0.0050 |
0.4% |
1% |
False |
True |
342 |
| 120 |
1.2334 |
1.1470 |
0.0864 |
7.5% |
0.0052 |
0.5% |
1% |
False |
True |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1609 |
|
2.618 |
1.1566 |
|
1.618 |
1.1539 |
|
1.000 |
1.1523 |
|
0.618 |
1.1513 |
|
HIGH |
1.1497 |
|
0.618 |
1.1486 |
|
0.500 |
1.1483 |
|
0.382 |
1.1480 |
|
LOW |
1.1470 |
|
0.618 |
1.1454 |
|
1.000 |
1.1444 |
|
1.618 |
1.1427 |
|
2.618 |
1.1401 |
|
4.250 |
1.1357 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1483 |
1.1549 |
| PP |
1.1482 |
1.1525 |
| S1 |
1.1480 |
1.1502 |
|