CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1282 |
1.1238 |
-0.0044 |
-0.4% |
1.1305 |
| High |
1.1286 |
1.1356 |
0.0070 |
0.6% |
1.1356 |
| Low |
1.1222 |
1.1238 |
0.0017 |
0.1% |
1.1222 |
| Close |
1.1233 |
1.1337 |
0.0105 |
0.9% |
1.1337 |
| Range |
0.0065 |
0.0118 |
0.0054 |
82.9% |
0.0135 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.7% |
0.0000 |
| Volume |
4,024 |
5,783 |
1,759 |
43.7% |
15,538 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1664 |
1.1619 |
1.1402 |
|
| R3 |
1.1546 |
1.1501 |
1.1369 |
|
| R2 |
1.1428 |
1.1428 |
1.1359 |
|
| R1 |
1.1383 |
1.1383 |
1.1348 |
1.1406 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1322 |
| S1 |
1.1265 |
1.1265 |
1.1326 |
1.1288 |
| S2 |
1.1192 |
1.1192 |
1.1315 |
|
| S3 |
1.1074 |
1.1147 |
1.1305 |
|
| S4 |
1.0956 |
1.1029 |
1.1272 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1708 |
1.1657 |
1.1411 |
|
| R3 |
1.1574 |
1.1523 |
1.1374 |
|
| R2 |
1.1439 |
1.1439 |
1.1362 |
|
| R1 |
1.1388 |
1.1388 |
1.1349 |
1.1414 |
| PP |
1.1305 |
1.1305 |
1.1305 |
1.1318 |
| S1 |
1.1254 |
1.1254 |
1.1325 |
1.1279 |
| S2 |
1.1170 |
1.1170 |
1.1312 |
|
| S3 |
1.1036 |
1.1119 |
1.1300 |
|
| S4 |
1.0901 |
1.0985 |
1.1263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1405 |
1.1222 |
0.0184 |
1.6% |
0.0082 |
0.7% |
63% |
False |
False |
3,461 |
| 10 |
1.1497 |
1.1222 |
0.0275 |
2.4% |
0.0074 |
0.7% |
42% |
False |
False |
2,750 |
| 20 |
1.1722 |
1.1222 |
0.0500 |
4.4% |
0.0071 |
0.6% |
23% |
False |
False |
1,870 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0059 |
0.5% |
23% |
False |
False |
1,201 |
| 60 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0055 |
0.5% |
16% |
False |
False |
975 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0052 |
0.5% |
16% |
False |
False |
740 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0052 |
0.5% |
16% |
False |
False |
598 |
| 120 |
1.2286 |
1.1222 |
0.1065 |
9.4% |
0.0054 |
0.5% |
11% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1665 |
|
1.618 |
1.1547 |
|
1.000 |
1.1474 |
|
0.618 |
1.1429 |
|
HIGH |
1.1356 |
|
0.618 |
1.1311 |
|
0.500 |
1.1297 |
|
0.382 |
1.1283 |
|
LOW |
1.1238 |
|
0.618 |
1.1165 |
|
1.000 |
1.1120 |
|
1.618 |
1.1047 |
|
2.618 |
1.0929 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1324 |
1.1321 |
| PP |
1.1310 |
1.1305 |
| S1 |
1.1297 |
1.1289 |
|