CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1774 |
0.0011 |
0.1% |
1.1673 |
| High |
1.1777 |
1.1774 |
-0.0004 |
0.0% |
1.1725 |
| Low |
1.1763 |
1.1745 |
-0.0019 |
-0.2% |
1.1644 |
| Close |
1.1777 |
1.1745 |
-0.0033 |
-0.3% |
1.1725 |
| Range |
0.0014 |
0.0029 |
0.0015 |
107.1% |
0.0081 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
0.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
216 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1841 |
1.1822 |
1.1760 |
|
| R3 |
1.1812 |
1.1793 |
1.1752 |
|
| R2 |
1.1783 |
1.1783 |
1.1750 |
|
| R1 |
1.1764 |
1.1764 |
1.1747 |
1.1759 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1752 |
| S1 |
1.1735 |
1.1735 |
1.1742 |
1.1730 |
| S2 |
1.1725 |
1.1725 |
1.1739 |
|
| S3 |
1.1696 |
1.1706 |
1.1737 |
|
| S4 |
1.1667 |
1.1677 |
1.1729 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1914 |
1.1770 |
|
| R3 |
1.1860 |
1.1833 |
1.1747 |
|
| R2 |
1.1779 |
1.1779 |
1.1740 |
|
| R1 |
1.1752 |
1.1752 |
1.1732 |
1.1766 |
| PP |
1.1698 |
1.1698 |
1.1698 |
1.1705 |
| S1 |
1.1671 |
1.1671 |
1.1718 |
1.1685 |
| S2 |
1.1617 |
1.1617 |
1.1710 |
|
| S3 |
1.1536 |
1.1590 |
1.1703 |
|
| S4 |
1.1455 |
1.1509 |
1.1680 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1849 |
|
1.618 |
1.1820 |
|
1.000 |
1.1803 |
|
0.618 |
1.1791 |
|
HIGH |
1.1774 |
|
0.618 |
1.1762 |
|
0.500 |
1.1759 |
|
0.382 |
1.1756 |
|
LOW |
1.1745 |
|
0.618 |
1.1727 |
|
1.000 |
1.1716 |
|
1.618 |
1.1698 |
|
2.618 |
1.1669 |
|
4.250 |
1.1621 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1761 |
| PP |
1.1754 |
1.1755 |
| S1 |
1.1749 |
1.1750 |
|