CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1483 |
1.1477 |
-0.0006 |
-0.1% |
1.1596 |
| High |
1.1497 |
1.1496 |
-0.0001 |
0.0% |
1.1645 |
| Low |
1.1470 |
1.1391 |
-0.0079 |
-0.7% |
1.1470 |
| Close |
1.1478 |
1.1419 |
-0.0059 |
-0.5% |
1.1478 |
| Range |
0.0027 |
0.0105 |
0.0079 |
296.2% |
0.0175 |
| ATR |
0.0056 |
0.0060 |
0.0003 |
6.2% |
0.0000 |
| Volume |
1,643 |
2,328 |
685 |
41.7% |
5,896 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1690 |
1.1477 |
|
| R3 |
1.1645 |
1.1585 |
1.1448 |
|
| R2 |
1.1540 |
1.1540 |
1.1438 |
|
| R1 |
1.1480 |
1.1480 |
1.1429 |
1.1458 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1424 |
| S1 |
1.1375 |
1.1375 |
1.1409 |
1.1353 |
| S2 |
1.1330 |
1.1330 |
1.1400 |
|
| S3 |
1.1225 |
1.1270 |
1.1390 |
|
| S4 |
1.1120 |
1.1165 |
1.1361 |
|
|
| 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 |
1.1391 |
0.0254 |
2.2% |
0.0064 |
0.6% |
11% |
False |
True |
1,457 |
| 10 |
1.1652 |
1.1391 |
0.0261 |
2.3% |
0.0060 |
0.5% |
11% |
False |
True |
1,173 |
| 20 |
1.1732 |
1.1391 |
0.0341 |
3.0% |
0.0062 |
0.5% |
8% |
False |
True |
963 |
| 40 |
1.1800 |
1.1391 |
0.0409 |
3.6% |
0.0054 |
0.5% |
7% |
False |
True |
728 |
| 60 |
1.1956 |
1.1391 |
0.0565 |
4.9% |
0.0051 |
0.4% |
5% |
False |
True |
589 |
| 80 |
1.1965 |
1.1391 |
0.0574 |
5.0% |
0.0050 |
0.4% |
5% |
False |
True |
448 |
| 100 |
1.2040 |
1.1391 |
0.0649 |
5.7% |
0.0051 |
0.4% |
4% |
False |
True |
365 |
| 120 |
1.2318 |
1.1391 |
0.0927 |
8.1% |
0.0052 |
0.5% |
3% |
False |
True |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1942 |
|
2.618 |
1.1771 |
|
1.618 |
1.1666 |
|
1.000 |
1.1601 |
|
0.618 |
1.1561 |
|
HIGH |
1.1496 |
|
0.618 |
1.1456 |
|
0.500 |
1.1444 |
|
0.382 |
1.1431 |
|
LOW |
1.1391 |
|
0.618 |
1.1326 |
|
1.000 |
1.1286 |
|
1.618 |
1.1221 |
|
2.618 |
1.1116 |
|
4.250 |
1.0945 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1444 |
1.1455 |
| PP |
1.1435 |
1.1443 |
| S1 |
1.1427 |
1.1431 |
|