CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1304 |
1.1270 |
-0.0034 |
-0.3% |
1.1508 |
| High |
1.1327 |
1.1271 |
-0.0056 |
-0.5% |
1.1508 |
| Low |
1.1301 |
1.1249 |
-0.0052 |
-0.5% |
1.1306 |
| Close |
1.1310 |
1.1258 |
-0.0052 |
-0.5% |
1.1346 |
| Range |
0.0026 |
0.0022 |
-0.0004 |
-15.4% |
0.0202 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
103 |
24 |
-79 |
-76.7% |
849 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1325 |
1.1314 |
1.1270 |
|
| R3 |
1.1303 |
1.1292 |
1.1264 |
|
| R2 |
1.1281 |
1.1281 |
1.1262 |
|
| R1 |
1.1270 |
1.1270 |
1.1260 |
1.1265 |
| PP |
1.1259 |
1.1259 |
1.1259 |
1.1257 |
| S1 |
1.1248 |
1.1248 |
1.1256 |
1.1243 |
| S2 |
1.1237 |
1.1237 |
1.1254 |
|
| S3 |
1.1215 |
1.1226 |
1.1252 |
|
| S4 |
1.1193 |
1.1204 |
1.1246 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1870 |
1.1457 |
|
| R3 |
1.1790 |
1.1669 |
1.1401 |
|
| R2 |
1.1588 |
1.1588 |
1.1383 |
|
| R1 |
1.1467 |
1.1467 |
1.1364 |
1.1427 |
| PP |
1.1387 |
1.1387 |
1.1387 |
1.1366 |
| S1 |
1.1266 |
1.1266 |
1.1328 |
1.1225 |
| S2 |
1.1185 |
1.1185 |
1.1309 |
|
| S3 |
1.0984 |
1.1064 |
1.1291 |
|
| S4 |
1.0782 |
1.0863 |
1.1235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1428 |
1.1249 |
0.0179 |
1.6% |
0.0050 |
0.4% |
5% |
False |
True |
89 |
| 10 |
1.1541 |
1.1249 |
0.0292 |
2.6% |
0.0052 |
0.5% |
3% |
False |
True |
130 |
| 20 |
1.1750 |
1.1249 |
0.0501 |
4.5% |
0.0052 |
0.5% |
2% |
False |
True |
101 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.5% |
0.0036 |
0.3% |
2% |
False |
True |
80 |
| 60 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0036 |
0.3% |
1% |
False |
True |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1329 |
|
1.618 |
1.1307 |
|
1.000 |
1.1293 |
|
0.618 |
1.1285 |
|
HIGH |
1.1271 |
|
0.618 |
1.1263 |
|
0.500 |
1.1260 |
|
0.382 |
1.1257 |
|
LOW |
1.1249 |
|
0.618 |
1.1235 |
|
1.000 |
1.1227 |
|
1.618 |
1.1213 |
|
2.618 |
1.1191 |
|
4.250 |
1.1156 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1296 |
| PP |
1.1259 |
1.1284 |
| S1 |
1.1259 |
1.1271 |
|