CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1406 |
1.1349 |
-0.0058 |
-0.5% |
1.1596 |
| High |
1.1418 |
1.1366 |
-0.0052 |
-0.5% |
1.1645 |
| Low |
1.1343 |
1.1297 |
-0.0046 |
-0.4% |
1.1470 |
| Close |
1.1350 |
1.1348 |
-0.0002 |
0.0% |
1.1478 |
| Range |
0.0075 |
0.0069 |
-0.0006 |
-8.1% |
0.0175 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,036 |
2,857 |
1,821 |
175.8% |
5,896 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1542 |
1.1514 |
1.1386 |
|
| R3 |
1.1474 |
1.1445 |
1.1367 |
|
| R2 |
1.1405 |
1.1405 |
1.1361 |
|
| R1 |
1.1377 |
1.1377 |
1.1354 |
1.1357 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1327 |
| S1 |
1.1308 |
1.1308 |
1.1342 |
1.1288 |
| S2 |
1.1268 |
1.1268 |
1.1335 |
|
| S3 |
1.1200 |
1.1240 |
1.1329 |
|
| S4 |
1.1131 |
1.1171 |
1.1310 |
|
|
| 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 |
1.1519 |
1.1297 |
0.0222 |
2.0% |
0.0063 |
0.6% |
23% |
False |
True |
1,817 |
| 10 |
1.1652 |
1.1297 |
0.0355 |
3.1% |
0.0065 |
0.6% |
14% |
False |
True |
1,401 |
| 20 |
1.1732 |
1.1297 |
0.0435 |
3.8% |
0.0064 |
0.6% |
12% |
False |
True |
1,088 |
| 40 |
1.1795 |
1.1297 |
0.0498 |
4.4% |
0.0055 |
0.5% |
10% |
False |
True |
814 |
| 60 |
1.1956 |
1.1297 |
0.0659 |
5.8% |
0.0052 |
0.5% |
8% |
False |
True |
653 |
| 80 |
1.1965 |
1.1297 |
0.0668 |
5.9% |
0.0050 |
0.4% |
8% |
False |
True |
497 |
| 100 |
1.1995 |
1.1297 |
0.0698 |
6.1% |
0.0051 |
0.5% |
7% |
False |
True |
404 |
| 120 |
1.2318 |
1.1297 |
0.1021 |
9.0% |
0.0052 |
0.5% |
5% |
False |
True |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1657 |
|
2.618 |
1.1545 |
|
1.618 |
1.1476 |
|
1.000 |
1.1434 |
|
0.618 |
1.1408 |
|
HIGH |
1.1366 |
|
0.618 |
1.1339 |
|
0.500 |
1.1331 |
|
0.382 |
1.1323 |
|
LOW |
1.1297 |
|
0.618 |
1.1255 |
|
1.000 |
1.1229 |
|
1.618 |
1.1186 |
|
2.618 |
1.1118 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1397 |
| PP |
1.1337 |
1.1380 |
| S1 |
1.1331 |
1.1364 |
|