CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1571 |
-0.0040 |
-0.3% |
1.1735 |
| High |
1.1616 |
1.1587 |
-0.0030 |
-0.3% |
1.1743 |
| Low |
1.1545 |
1.1562 |
0.0017 |
0.1% |
1.1578 |
| Close |
1.1565 |
1.1566 |
0.0001 |
0.0% |
1.1613 |
| Range |
0.0072 |
0.0025 |
-0.0047 |
-65.0% |
0.0165 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
180,704 |
120,532 |
-60,172 |
-33.3% |
909,734 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1646 |
1.1631 |
1.1580 |
|
| R3 |
1.1621 |
1.1606 |
1.1573 |
|
| R2 |
1.1596 |
1.1596 |
1.1571 |
|
| R1 |
1.1581 |
1.1581 |
1.1568 |
1.1576 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1569 |
| S1 |
1.1556 |
1.1556 |
1.1564 |
1.1551 |
| S2 |
1.1546 |
1.1546 |
1.1561 |
|
| S3 |
1.1521 |
1.1531 |
1.1559 |
|
| S4 |
1.1496 |
1.1506 |
1.1552 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2140 |
1.2041 |
1.1704 |
|
| R3 |
1.1975 |
1.1876 |
1.1658 |
|
| R2 |
1.1810 |
1.1810 |
1.1643 |
|
| R1 |
1.1711 |
1.1711 |
1.1628 |
1.1678 |
| PP |
1.1645 |
1.1645 |
1.1645 |
1.1628 |
| S1 |
1.1546 |
1.1546 |
1.1598 |
1.1513 |
| S2 |
1.1480 |
1.1480 |
1.1583 |
|
| S3 |
1.1315 |
1.1381 |
1.1568 |
|
| S4 |
1.1150 |
1.1216 |
1.1522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1656 |
1.1545 |
0.0112 |
1.0% |
0.0047 |
0.4% |
19% |
False |
False |
148,261 |
| 10 |
1.1766 |
1.1545 |
0.0221 |
1.9% |
0.0051 |
0.4% |
10% |
False |
False |
161,988 |
| 20 |
1.1873 |
1.1545 |
0.0328 |
2.8% |
0.0051 |
0.4% |
7% |
False |
False |
158,363 |
| 40 |
1.1932 |
1.1545 |
0.0388 |
3.4% |
0.0049 |
0.4% |
6% |
False |
False |
102,442 |
| 60 |
1.1940 |
1.1545 |
0.0395 |
3.4% |
0.0050 |
0.4% |
5% |
False |
False |
68,435 |
| 80 |
1.2177 |
1.1545 |
0.0632 |
5.5% |
0.0054 |
0.5% |
3% |
False |
False |
51,495 |
| 100 |
1.2314 |
1.1545 |
0.0770 |
6.7% |
0.0056 |
0.5% |
3% |
False |
False |
41,272 |
| 120 |
1.2314 |
1.1545 |
0.0770 |
6.7% |
0.0056 |
0.5% |
3% |
False |
False |
34,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1693 |
|
2.618 |
1.1652 |
|
1.618 |
1.1627 |
|
1.000 |
1.1612 |
|
0.618 |
1.1602 |
|
HIGH |
1.1587 |
|
0.618 |
1.1577 |
|
0.500 |
1.1574 |
|
0.382 |
1.1571 |
|
LOW |
1.1562 |
|
0.618 |
1.1546 |
|
1.000 |
1.1537 |
|
1.618 |
1.1521 |
|
2.618 |
1.1496 |
|
4.250 |
1.1455 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1574 |
1.1591 |
| PP |
1.1571 |
1.1583 |
| S1 |
1.1569 |
1.1574 |
|