CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1439 |
1.1453 |
0.0014 |
0.1% |
1.1709 |
| High |
1.1439 |
1.1493 |
0.0054 |
0.5% |
1.1713 |
| Low |
1.1416 |
1.1453 |
0.0037 |
0.3% |
1.1566 |
| Close |
1.1437 |
1.1493 |
0.0056 |
0.5% |
1.1568 |
| Range |
0.0023 |
0.0040 |
0.0017 |
73.9% |
0.0147 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.0% |
0.0000 |
| Volume |
64 |
29 |
-35 |
-54.7% |
363 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1586 |
1.1515 |
|
| R3 |
1.1559 |
1.1546 |
1.1504 |
|
| R2 |
1.1519 |
1.1519 |
1.1500 |
|
| R1 |
1.1506 |
1.1506 |
1.1496 |
1.1513 |
| PP |
1.1479 |
1.1479 |
1.1479 |
1.1483 |
| S1 |
1.1466 |
1.1466 |
1.1489 |
1.1473 |
| S2 |
1.1439 |
1.1439 |
1.1485 |
|
| S3 |
1.1399 |
1.1426 |
1.1482 |
|
| S4 |
1.1359 |
1.1386 |
1.1471 |
|
|
| 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 |
1.1663 |
|
2.618 |
1.1597 |
|
1.618 |
1.1557 |
|
1.000 |
1.1533 |
|
0.618 |
1.1517 |
|
HIGH |
1.1493 |
|
0.618 |
1.1477 |
|
0.500 |
1.1473 |
|
0.382 |
1.1468 |
|
LOW |
1.1453 |
|
0.618 |
1.1428 |
|
1.000 |
1.1413 |
|
1.618 |
1.1388 |
|
2.618 |
1.1348 |
|
4.250 |
1.1283 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1486 |
1.1481 |
| PP |
1.1479 |
1.1470 |
| S1 |
1.1473 |
1.1458 |
|