CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1529 |
-0.0102 |
-0.9% |
1.1640 |
| High |
1.1635 |
1.1541 |
-0.0094 |
-0.8% |
1.1671 |
| Low |
1.1536 |
1.1504 |
-0.0033 |
-0.3% |
1.1580 |
| Close |
1.1543 |
1.1504 |
-0.0040 |
-0.3% |
1.1609 |
| Range |
0.0099 |
0.0038 |
-0.0062 |
-62.1% |
0.0092 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
133 |
167 |
34 |
25.6% |
347 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1629 |
1.1604 |
1.1524 |
|
| R3 |
1.1591 |
1.1566 |
1.1514 |
|
| R2 |
1.1554 |
1.1554 |
1.1510 |
|
| R1 |
1.1529 |
1.1529 |
1.1507 |
1.1522 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1513 |
| S1 |
1.1491 |
1.1491 |
1.1500 |
1.1485 |
| S2 |
1.1479 |
1.1479 |
1.1497 |
|
| S3 |
1.1441 |
1.1454 |
1.1493 |
|
| S4 |
1.1404 |
1.1416 |
1.1483 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1894 |
1.1843 |
1.1659 |
|
| R3 |
1.1803 |
1.1751 |
1.1634 |
|
| R2 |
1.1711 |
1.1711 |
1.1625 |
|
| R1 |
1.1660 |
1.1660 |
1.1617 |
1.1640 |
| PP |
1.1620 |
1.1620 |
1.1620 |
1.1610 |
| S1 |
1.1568 |
1.1568 |
1.1600 |
1.1548 |
| S2 |
1.1528 |
1.1528 |
1.1592 |
|
| S3 |
1.1437 |
1.1477 |
1.1583 |
|
| S4 |
1.1345 |
1.1385 |
1.1558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1700 |
|
2.618 |
1.1639 |
|
1.618 |
1.1602 |
|
1.000 |
1.1579 |
|
0.618 |
1.1564 |
|
HIGH |
1.1541 |
|
0.618 |
1.1527 |
|
0.500 |
1.1522 |
|
0.382 |
1.1518 |
|
LOW |
1.1504 |
|
0.618 |
1.1480 |
|
1.000 |
1.1466 |
|
1.618 |
1.1443 |
|
2.618 |
1.1405 |
|
4.250 |
1.1344 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1522 |
1.1582 |
| PP |
1.1516 |
1.1556 |
| S1 |
1.1510 |
1.1530 |
|