CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1270 |
1.1281 |
0.0011 |
0.1% |
1.1344 |
| High |
1.1271 |
1.1380 |
0.0109 |
1.0% |
1.1380 |
| Low |
1.1249 |
1.1277 |
0.0028 |
0.2% |
1.1249 |
| Close |
1.1258 |
1.1361 |
0.0103 |
0.9% |
1.1361 |
| Range |
0.0022 |
0.0103 |
0.0081 |
368.2% |
0.0131 |
| ATR |
0.0055 |
0.0060 |
0.0005 |
8.6% |
0.0000 |
| Volume |
24 |
76 |
52 |
216.7% |
285 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1648 |
1.1608 |
1.1418 |
|
| R3 |
1.1545 |
1.1505 |
1.1389 |
|
| R2 |
1.1442 |
1.1442 |
1.1380 |
|
| R1 |
1.1402 |
1.1402 |
1.1370 |
1.1422 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1349 |
| S1 |
1.1299 |
1.1299 |
1.1352 |
1.1319 |
| S2 |
1.1236 |
1.1236 |
1.1342 |
|
| S3 |
1.1133 |
1.1196 |
1.1333 |
|
| S4 |
1.1030 |
1.1093 |
1.1304 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1672 |
1.1433 |
|
| R3 |
1.1591 |
1.1541 |
1.1397 |
|
| R2 |
1.1460 |
1.1460 |
1.1385 |
|
| R1 |
1.1411 |
1.1411 |
1.1373 |
1.1436 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1342 |
| S1 |
1.1280 |
1.1280 |
1.1349 |
1.1305 |
| S2 |
1.1199 |
1.1199 |
1.1337 |
|
| S3 |
1.1069 |
1.1150 |
1.1325 |
|
| S4 |
1.0938 |
1.1019 |
1.1289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1413 |
1.1249 |
0.0164 |
1.4% |
0.0062 |
0.5% |
68% |
False |
False |
84 |
| 10 |
1.1519 |
1.1249 |
0.0270 |
2.4% |
0.0058 |
0.5% |
42% |
False |
False |
121 |
| 20 |
1.1714 |
1.1249 |
0.0465 |
4.1% |
0.0052 |
0.5% |
24% |
False |
False |
97 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0038 |
0.3% |
22% |
False |
False |
81 |
| 60 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0037 |
0.3% |
15% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1817 |
|
2.618 |
1.1649 |
|
1.618 |
1.1546 |
|
1.000 |
1.1483 |
|
0.618 |
1.1443 |
|
HIGH |
1.1380 |
|
0.618 |
1.1340 |
|
0.500 |
1.1328 |
|
0.382 |
1.1316 |
|
LOW |
1.1277 |
|
0.618 |
1.1213 |
|
1.000 |
1.1174 |
|
1.618 |
1.1110 |
|
2.618 |
1.1007 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1350 |
1.1345 |
| PP |
1.1339 |
1.1330 |
| S1 |
1.1328 |
1.1314 |
|