CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1569 |
1.1580 |
0.0011 |
0.1% |
1.1709 |
| High |
1.1578 |
1.1583 |
0.0006 |
0.0% |
1.1713 |
| Low |
1.1567 |
1.1508 |
-0.0059 |
-0.5% |
1.1566 |
| Close |
1.1568 |
1.1508 |
-0.0060 |
-0.5% |
1.1568 |
| Range |
0.0011 |
0.0075 |
0.0065 |
614.3% |
0.0147 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
6.1% |
0.0000 |
| Volume |
279 |
177 |
-102 |
-36.6% |
363 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1758 |
1.1708 |
1.1549 |
|
| R3 |
1.1683 |
1.1633 |
1.1529 |
|
| R2 |
1.1608 |
1.1608 |
1.1522 |
|
| R1 |
1.1558 |
1.1558 |
1.1515 |
1.1546 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1527 |
| S1 |
1.1483 |
1.1483 |
1.1501 |
1.1471 |
| S2 |
1.1458 |
1.1458 |
1.1494 |
|
| S3 |
1.1383 |
1.1408 |
1.1487 |
|
| S4 |
1.1308 |
1.1333 |
1.1467 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.1959 |
1.1649 |
|
| R3 |
1.1909 |
1.1812 |
1.1608 |
|
| R2 |
1.1762 |
1.1762 |
1.1595 |
|
| R1 |
1.1665 |
1.1665 |
1.1581 |
1.1640 |
| PP |
1.1615 |
1.1615 |
1.1615 |
1.1603 |
| S1 |
1.1518 |
1.1518 |
1.1555 |
1.1493 |
| S2 |
1.1468 |
1.1468 |
1.1541 |
|
| S3 |
1.1321 |
1.1371 |
1.1528 |
|
| S4 |
1.1174 |
1.1224 |
1.1487 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1779 |
|
1.618 |
1.1704 |
|
1.000 |
1.1658 |
|
0.618 |
1.1629 |
|
HIGH |
1.1583 |
|
0.618 |
1.1554 |
|
0.500 |
1.1546 |
|
0.382 |
1.1537 |
|
LOW |
1.1508 |
|
0.618 |
1.1462 |
|
1.000 |
1.1433 |
|
1.618 |
1.1387 |
|
2.618 |
1.1312 |
|
4.250 |
1.1189 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1546 |
1.1553 |
| PP |
1.1533 |
1.1538 |
| S1 |
1.1521 |
1.1523 |
|