CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1598 |
-0.0095 |
-0.8% |
1.1700 |
| High |
1.1693 |
1.1598 |
-0.0095 |
-0.8% |
1.1733 |
| Low |
1.1606 |
1.1566 |
-0.0040 |
-0.3% |
1.1626 |
| Close |
1.1606 |
1.1566 |
-0.0040 |
-0.3% |
1.1669 |
| Range |
0.0087 |
0.0032 |
-0.0055 |
-63.2% |
0.0108 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
68 |
8 |
-60 |
-88.2% |
66 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1651 |
1.1583 |
|
| R3 |
1.1640 |
1.1619 |
1.1574 |
|
| R2 |
1.1608 |
1.1608 |
1.1571 |
|
| R1 |
1.1587 |
1.1587 |
1.1568 |
1.1582 |
| PP |
1.1576 |
1.1576 |
1.1576 |
1.1574 |
| S1 |
1.1555 |
1.1555 |
1.1563 |
1.1550 |
| S2 |
1.1544 |
1.1544 |
1.1560 |
|
| S3 |
1.1512 |
1.1523 |
1.1557 |
|
| S4 |
1.1480 |
1.1491 |
1.1548 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1998 |
1.1941 |
1.1728 |
|
| R3 |
1.1891 |
1.1834 |
1.1699 |
|
| R2 |
1.1783 |
1.1783 |
1.1689 |
|
| R1 |
1.1726 |
1.1726 |
1.1679 |
1.1701 |
| PP |
1.1676 |
1.1676 |
1.1676 |
1.1663 |
| S1 |
1.1619 |
1.1619 |
1.1659 |
1.1594 |
| S2 |
1.1568 |
1.1568 |
1.1649 |
|
| S3 |
1.1461 |
1.1511 |
1.1639 |
|
| S4 |
1.1353 |
1.1404 |
1.1610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1734 |
|
2.618 |
1.1681 |
|
1.618 |
1.1649 |
|
1.000 |
1.1630 |
|
0.618 |
1.1617 |
|
HIGH |
1.1598 |
|
0.618 |
1.1585 |
|
0.500 |
1.1582 |
|
0.382 |
1.1578 |
|
LOW |
1.1566 |
|
0.618 |
1.1546 |
|
1.000 |
1.1534 |
|
1.618 |
1.1514 |
|
2.618 |
1.1482 |
|
4.250 |
1.1430 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1582 |
1.1639 |
| PP |
1.1576 |
1.1615 |
| S1 |
1.1571 |
1.1590 |
|