CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1569 |
-0.0002 |
0.0% |
1.1610 |
| High |
1.1587 |
1.1601 |
0.0014 |
0.1% |
1.1656 |
| Low |
1.1562 |
1.1556 |
-0.0006 |
-0.1% |
1.1545 |
| Close |
1.1566 |
1.1591 |
0.0025 |
0.2% |
1.1591 |
| Range |
0.0025 |
0.0045 |
0.0020 |
80.0% |
0.0112 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
120,532 |
160,604 |
40,072 |
33.2% |
737,910 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1699 |
1.1616 |
|
| R3 |
1.1672 |
1.1654 |
1.1603 |
|
| R2 |
1.1627 |
1.1627 |
1.1599 |
|
| R1 |
1.1609 |
1.1609 |
1.1595 |
1.1618 |
| PP |
1.1582 |
1.1582 |
1.1582 |
1.1587 |
| S1 |
1.1564 |
1.1564 |
1.1587 |
1.1573 |
| S2 |
1.1537 |
1.1537 |
1.1583 |
|
| S3 |
1.1492 |
1.1519 |
1.1579 |
|
| S4 |
1.1447 |
1.1474 |
1.1566 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1932 |
1.1873 |
1.1652 |
|
| R3 |
1.1820 |
1.1761 |
1.1622 |
|
| R2 |
1.1709 |
1.1709 |
1.1611 |
|
| R1 |
1.1650 |
1.1650 |
1.1601 |
1.1624 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1584 |
| S1 |
1.1538 |
1.1538 |
1.1581 |
1.1512 |
| S2 |
1.1486 |
1.1486 |
1.1571 |
|
| S3 |
1.1374 |
1.1427 |
1.1560 |
|
| S4 |
1.1263 |
1.1315 |
1.1530 |
|
|
| 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% |
42% |
False |
False |
147,582 |
| 10 |
1.1743 |
1.1545 |
0.0199 |
1.7% |
0.0051 |
0.4% |
23% |
False |
False |
164,764 |
| 20 |
1.1867 |
1.1545 |
0.0323 |
2.8% |
0.0052 |
0.4% |
14% |
False |
False |
156,262 |
| 40 |
1.1932 |
1.1545 |
0.0388 |
3.3% |
0.0050 |
0.4% |
12% |
False |
False |
106,442 |
| 60 |
1.1940 |
1.1545 |
0.0395 |
3.4% |
0.0050 |
0.4% |
12% |
False |
False |
71,110 |
| 80 |
1.2048 |
1.1545 |
0.0504 |
4.3% |
0.0053 |
0.5% |
9% |
False |
False |
53,498 |
| 100 |
1.2314 |
1.1545 |
0.0770 |
6.6% |
0.0056 |
0.5% |
6% |
False |
False |
42,878 |
| 120 |
1.2314 |
1.1545 |
0.0770 |
6.6% |
0.0056 |
0.5% |
6% |
False |
False |
35,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1792 |
|
2.618 |
1.1718 |
|
1.618 |
1.1673 |
|
1.000 |
1.1646 |
|
0.618 |
1.1628 |
|
HIGH |
1.1601 |
|
0.618 |
1.1583 |
|
0.500 |
1.1578 |
|
0.382 |
1.1573 |
|
LOW |
1.1556 |
|
0.618 |
1.1528 |
|
1.000 |
1.1511 |
|
1.618 |
1.1483 |
|
2.618 |
1.1438 |
|
4.250 |
1.1364 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1587 |
1.1587 |
| PP |
1.1582 |
1.1584 |
| S1 |
1.1578 |
1.1580 |
|