CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1330 |
1.1324 |
-0.0006 |
-0.1% |
1.1305 |
| High |
1.1330 |
1.1417 |
0.0087 |
0.8% |
1.1356 |
| Low |
1.1292 |
1.1271 |
-0.0021 |
-0.2% |
1.1222 |
| Close |
1.1307 |
1.1358 |
0.0051 |
0.5% |
1.1337 |
| Range |
0.0038 |
0.0146 |
0.0108 |
284.2% |
0.0135 |
| ATR |
0.0066 |
0.0072 |
0.0006 |
8.6% |
0.0000 |
| Volume |
4,303 |
12,991 |
8,688 |
201.9% |
15,538 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1787 |
1.1718 |
1.1438 |
|
| R3 |
1.1641 |
1.1572 |
1.1398 |
|
| R2 |
1.1495 |
1.1495 |
1.1385 |
|
| R1 |
1.1426 |
1.1426 |
1.1371 |
1.1461 |
| PP |
1.1349 |
1.1349 |
1.1349 |
1.1366 |
| S1 |
1.1280 |
1.1280 |
1.1345 |
1.1315 |
| S2 |
1.1203 |
1.1203 |
1.1331 |
|
| S3 |
1.1057 |
1.1134 |
1.1318 |
|
| S4 |
1.0911 |
1.0988 |
1.1278 |
|
|
| 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 |
1.1417 |
1.1222 |
0.0196 |
1.7% |
0.0083 |
0.7% |
70% |
True |
False |
6,074 |
| 10 |
1.1418 |
1.1222 |
0.0196 |
1.7% |
0.0079 |
0.7% |
70% |
False |
False |
4,082 |
| 20 |
1.1652 |
1.1222 |
0.0430 |
3.8% |
0.0069 |
0.6% |
32% |
False |
False |
2,628 |
| 40 |
1.1732 |
1.1222 |
0.0510 |
4.5% |
0.0061 |
0.5% |
27% |
False |
False |
1,609 |
| 60 |
1.1931 |
1.1222 |
0.0709 |
6.2% |
0.0057 |
0.5% |
19% |
False |
False |
1,249 |
| 80 |
1.1956 |
1.1222 |
0.0735 |
6.5% |
0.0053 |
0.5% |
19% |
False |
False |
955 |
| 100 |
1.1965 |
1.1222 |
0.0743 |
6.5% |
0.0053 |
0.5% |
18% |
False |
False |
771 |
| 120 |
1.2259 |
1.1222 |
0.1038 |
9.1% |
0.0054 |
0.5% |
13% |
False |
False |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2038 |
|
2.618 |
1.1799 |
|
1.618 |
1.1653 |
|
1.000 |
1.1563 |
|
0.618 |
1.1507 |
|
HIGH |
1.1417 |
|
0.618 |
1.1361 |
|
0.500 |
1.1344 |
|
0.382 |
1.1327 |
|
LOW |
1.1271 |
|
0.618 |
1.1181 |
|
1.000 |
1.1125 |
|
1.618 |
1.1035 |
|
2.618 |
1.0889 |
|
4.250 |
1.0651 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1348 |
| PP |
1.1349 |
1.1338 |
| S1 |
1.1344 |
1.1328 |
|