CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1271 |
1.1282 |
0.0011 |
0.1% |
1.1477 |
| High |
1.1310 |
1.1286 |
-0.0024 |
-0.2% |
1.1496 |
| Low |
1.1263 |
1.1222 |
-0.0041 |
-0.4% |
1.1284 |
| Close |
1.1285 |
1.1233 |
-0.0052 |
-0.5% |
1.1323 |
| Range |
0.0048 |
0.0065 |
0.0017 |
35.8% |
0.0213 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,270 |
4,024 |
754 |
23.1% |
10,321 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1440 |
1.1401 |
1.1268 |
|
| R3 |
1.1376 |
1.1336 |
1.1250 |
|
| R2 |
1.1311 |
1.1311 |
1.1244 |
|
| R1 |
1.1272 |
1.1272 |
1.1238 |
1.1259 |
| PP |
1.1247 |
1.1247 |
1.1247 |
1.1240 |
| S1 |
1.1207 |
1.1207 |
1.1227 |
1.1195 |
| S2 |
1.1182 |
1.1182 |
1.1221 |
|
| S3 |
1.1118 |
1.1143 |
1.1215 |
|
| S4 |
1.1053 |
1.1078 |
1.1197 |
|
|
| 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 |
1.1222 |
0.0186 |
1.7% |
0.0070 |
0.6% |
6% |
False |
True |
2,771 |
| 10 |
1.1519 |
1.1222 |
0.0298 |
2.6% |
0.0066 |
0.6% |
4% |
False |
True |
2,294 |
| 20 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0070 |
0.6% |
2% |
False |
True |
1,655 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0057 |
0.5% |
2% |
False |
True |
1,091 |
| 60 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0054 |
0.5% |
1% |
False |
True |
880 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0051 |
0.5% |
1% |
False |
True |
669 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0052 |
0.5% |
1% |
False |
True |
542 |
| 120 |
1.2286 |
1.1222 |
0.1065 |
9.5% |
0.0053 |
0.5% |
1% |
False |
True |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1560 |
|
2.618 |
1.1455 |
|
1.618 |
1.1390 |
|
1.000 |
1.1351 |
|
0.618 |
1.1326 |
|
HIGH |
1.1286 |
|
0.618 |
1.1261 |
|
0.500 |
1.1254 |
|
0.382 |
1.1246 |
|
LOW |
1.1222 |
|
0.618 |
1.1182 |
|
1.000 |
1.1157 |
|
1.618 |
1.1117 |
|
2.618 |
1.1053 |
|
4.250 |
1.0947 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1272 |
| PP |
1.1247 |
1.1259 |
| S1 |
1.1240 |
1.1246 |
|