CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1238 |
1.1330 |
0.0092 |
0.8% |
1.1305 |
| High |
1.1356 |
1.1330 |
-0.0026 |
-0.2% |
1.1356 |
| Low |
1.1238 |
1.1292 |
0.0054 |
0.5% |
1.1222 |
| Close |
1.1337 |
1.1307 |
-0.0030 |
-0.3% |
1.1337 |
| Range |
0.0118 |
0.0038 |
-0.0080 |
-67.8% |
0.0135 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
5,783 |
4,303 |
-1,480 |
-25.6% |
15,538 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1424 |
1.1403 |
1.1328 |
|
| R3 |
1.1386 |
1.1365 |
1.1317 |
|
| R2 |
1.1348 |
1.1348 |
1.1314 |
|
| R1 |
1.1327 |
1.1327 |
1.1310 |
1.1319 |
| PP |
1.1310 |
1.1310 |
1.1310 |
1.1305 |
| S1 |
1.1289 |
1.1289 |
1.1304 |
1.1281 |
| S2 |
1.1272 |
1.1272 |
1.1300 |
|
| S3 |
1.1234 |
1.1251 |
1.1297 |
|
| S4 |
1.1196 |
1.1213 |
1.1286 |
|
|
| 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 |
1.1356 |
1.1222 |
0.0135 |
1.2% |
0.0065 |
0.6% |
64% |
False |
False |
3,968 |
| 10 |
1.1496 |
1.1222 |
0.0275 |
2.4% |
0.0075 |
0.7% |
31% |
False |
False |
3,016 |
| 20 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0065 |
0.6% |
20% |
False |
False |
2,005 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0059 |
0.5% |
17% |
False |
False |
1,298 |
| 60 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0055 |
0.5% |
12% |
False |
False |
1,036 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0052 |
0.5% |
12% |
False |
False |
793 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.6% |
0.0052 |
0.5% |
12% |
False |
False |
641 |
| 120 |
1.2259 |
1.1222 |
0.1038 |
9.2% |
0.0054 |
0.5% |
8% |
False |
False |
539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1429 |
|
1.618 |
1.1391 |
|
1.000 |
1.1368 |
|
0.618 |
1.1353 |
|
HIGH |
1.1330 |
|
0.618 |
1.1315 |
|
0.500 |
1.1311 |
|
0.382 |
1.1307 |
|
LOW |
1.1292 |
|
0.618 |
1.1269 |
|
1.000 |
1.1254 |
|
1.618 |
1.1231 |
|
2.618 |
1.1193 |
|
4.250 |
1.1131 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1311 |
1.1301 |
| PP |
1.1310 |
1.1295 |
| S1 |
1.1308 |
1.1289 |
|