CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1344 |
0.0063 |
0.6% |
1.1344 |
| High |
1.1380 |
1.1345 |
-0.0035 |
-0.3% |
1.1380 |
| Low |
1.1277 |
1.1319 |
0.0042 |
0.4% |
1.1249 |
| Close |
1.1361 |
1.1331 |
-0.0031 |
-0.3% |
1.1361 |
| Range |
0.0103 |
0.0027 |
-0.0077 |
-74.3% |
0.0131 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
76 |
112 |
36 |
47.4% |
285 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1397 |
1.1345 |
|
| R3 |
1.1384 |
1.1371 |
1.1338 |
|
| R2 |
1.1358 |
1.1358 |
1.1335 |
|
| R1 |
1.1344 |
1.1344 |
1.1333 |
1.1338 |
| PP |
1.1331 |
1.1331 |
1.1331 |
1.1328 |
| S1 |
1.1318 |
1.1318 |
1.1328 |
1.1311 |
| S2 |
1.1305 |
1.1305 |
1.1326 |
|
| S3 |
1.1278 |
1.1291 |
1.1323 |
|
| S4 |
1.1252 |
1.1265 |
1.1316 |
|
|
| 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 |
1.1380 |
1.1249 |
0.0131 |
1.2% |
0.0046 |
0.4% |
62% |
False |
False |
79 |
| 10 |
1.1508 |
1.1249 |
0.0259 |
2.3% |
0.0058 |
0.5% |
32% |
False |
False |
124 |
| 20 |
1.1671 |
1.1249 |
0.0422 |
3.7% |
0.0048 |
0.4% |
19% |
False |
False |
101 |
| 40 |
1.1750 |
1.1249 |
0.0501 |
4.4% |
0.0038 |
0.3% |
16% |
False |
False |
84 |
| 60 |
1.1975 |
1.1249 |
0.0726 |
6.4% |
0.0037 |
0.3% |
11% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1458 |
|
2.618 |
1.1414 |
|
1.618 |
1.1388 |
|
1.000 |
1.1372 |
|
0.618 |
1.1361 |
|
HIGH |
1.1345 |
|
0.618 |
1.1335 |
|
0.500 |
1.1332 |
|
0.382 |
1.1329 |
|
LOW |
1.1319 |
|
0.618 |
1.1302 |
|
1.000 |
1.1292 |
|
1.618 |
1.1276 |
|
2.618 |
1.1249 |
|
4.250 |
1.1206 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1332 |
1.1325 |
| PP |
1.1331 |
1.1320 |
| S1 |
1.1331 |
1.1314 |
|