CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1529 |
1.1500 |
-0.0029 |
-0.2% |
1.1625 |
| High |
1.1541 |
1.1519 |
-0.0023 |
-0.2% |
1.1661 |
| Low |
1.1504 |
1.1493 |
-0.0011 |
-0.1% |
1.1493 |
| Close |
1.1504 |
1.1503 |
-0.0001 |
0.0% |
1.1503 |
| Range |
0.0038 |
0.0026 |
-0.0012 |
-32.0% |
0.0168 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
167 |
76 |
-91 |
-54.5% |
429 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1567 |
1.1517 |
|
| R3 |
1.1556 |
1.1542 |
1.1510 |
|
| R2 |
1.1530 |
1.1530 |
1.1507 |
|
| R1 |
1.1516 |
1.1516 |
1.1505 |
1.1523 |
| PP |
1.1505 |
1.1505 |
1.1505 |
1.1508 |
| S1 |
1.1491 |
1.1491 |
1.1500 |
1.1498 |
| S2 |
1.1479 |
1.1479 |
1.1498 |
|
| S3 |
1.1454 |
1.1465 |
1.1495 |
|
| S4 |
1.1428 |
1.1440 |
1.1488 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.1947 |
1.1595 |
|
| R3 |
1.1888 |
1.1779 |
1.1549 |
|
| R2 |
1.1720 |
1.1720 |
1.1533 |
|
| R1 |
1.1611 |
1.1611 |
1.1518 |
1.1582 |
| PP |
1.1552 |
1.1552 |
1.1552 |
1.1537 |
| S1 |
1.1443 |
1.1443 |
1.1487 |
1.1414 |
| S2 |
1.1384 |
1.1384 |
1.1472 |
|
| S3 |
1.1216 |
1.1275 |
1.1456 |
|
| S4 |
1.1048 |
1.1107 |
1.1410 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1627 |
|
2.618 |
1.1585 |
|
1.618 |
1.1560 |
|
1.000 |
1.1544 |
|
0.618 |
1.1534 |
|
HIGH |
1.1519 |
|
0.618 |
1.1509 |
|
0.500 |
1.1506 |
|
0.382 |
1.1503 |
|
LOW |
1.1493 |
|
0.618 |
1.1477 |
|
1.000 |
1.1468 |
|
1.618 |
1.1452 |
|
2.618 |
1.1426 |
|
4.250 |
1.1385 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1506 |
1.1564 |
| PP |
1.1505 |
1.1544 |
| S1 |
1.1504 |
1.1523 |
|