CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1271 |
-0.0034 |
-0.3% |
1.1477 |
| High |
1.1322 |
1.1310 |
-0.0012 |
-0.1% |
1.1496 |
| Low |
1.1266 |
1.1263 |
-0.0003 |
0.0% |
1.1284 |
| Close |
1.1267 |
1.1285 |
0.0018 |
0.2% |
1.1323 |
| Range |
0.0057 |
0.0048 |
-0.0009 |
-15.9% |
0.0213 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
2,461 |
3,270 |
809 |
32.9% |
10,321 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1428 |
1.1404 |
1.1311 |
|
| R3 |
1.1381 |
1.1356 |
1.1298 |
|
| R2 |
1.1333 |
1.1333 |
1.1293 |
|
| R1 |
1.1309 |
1.1309 |
1.1289 |
1.1321 |
| PP |
1.1286 |
1.1286 |
1.1286 |
1.1292 |
| S1 |
1.1261 |
1.1261 |
1.1280 |
1.1274 |
| S2 |
1.1238 |
1.1238 |
1.1276 |
|
| S3 |
1.1191 |
1.1214 |
1.1271 |
|
| S4 |
1.1143 |
1.1166 |
1.1258 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1876 |
1.1439 |
|
| R3 |
1.1792 |
1.1664 |
1.1381 |
|
| R2 |
1.1580 |
1.1580 |
1.1361 |
|
| R1 |
1.1451 |
1.1451 |
1.1342 |
1.1409 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1346 |
| S1 |
1.1239 |
1.1239 |
1.1303 |
1.1197 |
| S2 |
1.1155 |
1.1155 |
1.1284 |
|
| S3 |
1.0942 |
1.1026 |
1.1264 |
|
| S4 |
1.0730 |
1.0814 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1408 |
1.1263 |
0.0145 |
1.3% |
0.0070 |
0.6% |
15% |
False |
True |
2,537 |
| 10 |
1.1628 |
1.1263 |
0.0366 |
3.2% |
0.0071 |
0.6% |
6% |
False |
True |
2,032 |
| 20 |
1.1732 |
1.1263 |
0.0469 |
4.2% |
0.0069 |
0.6% |
5% |
False |
True |
1,475 |
| 40 |
1.1733 |
1.1263 |
0.0470 |
4.2% |
0.0058 |
0.5% |
5% |
False |
True |
1,009 |
| 60 |
1.1956 |
1.1263 |
0.0694 |
6.1% |
0.0054 |
0.5% |
3% |
False |
True |
816 |
| 80 |
1.1956 |
1.1263 |
0.0694 |
6.1% |
0.0051 |
0.5% |
3% |
False |
True |
618 |
| 100 |
1.1965 |
1.1263 |
0.0702 |
6.2% |
0.0052 |
0.5% |
3% |
False |
True |
501 |
| 120 |
1.2286 |
1.1263 |
0.1024 |
9.1% |
0.0053 |
0.5% |
2% |
False |
True |
422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1512 |
|
2.618 |
1.1434 |
|
1.618 |
1.1387 |
|
1.000 |
1.1358 |
|
0.618 |
1.1339 |
|
HIGH |
1.1310 |
|
0.618 |
1.1292 |
|
0.500 |
1.1286 |
|
0.382 |
1.1281 |
|
LOW |
1.1263 |
|
0.618 |
1.1233 |
|
1.000 |
1.1215 |
|
1.618 |
1.1186 |
|
2.618 |
1.1138 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1286 |
1.1334 |
| PP |
1.1286 |
1.1317 |
| S1 |
1.1285 |
1.1301 |
|