CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1569 |
1.1586 |
0.0017 |
0.1% |
1.1610 |
| High |
1.1601 |
1.1601 |
0.0001 |
0.0% |
1.1656 |
| Low |
1.1556 |
1.1562 |
0.0007 |
0.1% |
1.1545 |
| Close |
1.1591 |
1.1574 |
-0.0018 |
-0.2% |
1.1591 |
| Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0112 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
160,604 |
109,316 |
-51,288 |
-31.9% |
737,910 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1696 |
1.1674 |
1.1595 |
|
| R3 |
1.1657 |
1.1635 |
1.1584 |
|
| R2 |
1.1618 |
1.1618 |
1.1581 |
|
| R1 |
1.1596 |
1.1596 |
1.1577 |
1.1587 |
| PP |
1.1579 |
1.1579 |
1.1579 |
1.1575 |
| S1 |
1.1557 |
1.1557 |
1.1570 |
1.1548 |
| S2 |
1.1540 |
1.1540 |
1.1566 |
|
| S3 |
1.1501 |
1.1518 |
1.1563 |
|
| S4 |
1.1462 |
1.1479 |
1.1552 |
|
|
| 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 |
1.1638 |
1.1545 |
0.0094 |
0.8% |
0.0045 |
0.4% |
31% |
False |
False |
141,044 |
| 10 |
1.1721 |
1.1545 |
0.0176 |
1.5% |
0.0050 |
0.4% |
16% |
False |
False |
162,554 |
| 20 |
1.1867 |
1.1545 |
0.0323 |
2.8% |
0.0051 |
0.4% |
9% |
False |
False |
153,846 |
| 40 |
1.1932 |
1.1545 |
0.0388 |
3.3% |
0.0049 |
0.4% |
7% |
False |
False |
109,153 |
| 60 |
1.1940 |
1.1545 |
0.0395 |
3.4% |
0.0050 |
0.4% |
7% |
False |
False |
72,930 |
| 80 |
1.2016 |
1.1545 |
0.0471 |
4.1% |
0.0052 |
0.5% |
6% |
False |
False |
54,831 |
| 100 |
1.2314 |
1.1545 |
0.0770 |
6.6% |
0.0055 |
0.5% |
4% |
False |
False |
43,969 |
| 120 |
1.2314 |
1.1545 |
0.0770 |
6.6% |
0.0056 |
0.5% |
4% |
False |
False |
36,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1767 |
|
2.618 |
1.1703 |
|
1.618 |
1.1664 |
|
1.000 |
1.1640 |
|
0.618 |
1.1625 |
|
HIGH |
1.1601 |
|
0.618 |
1.1586 |
|
0.500 |
1.1582 |
|
0.382 |
1.1577 |
|
LOW |
1.1562 |
|
0.618 |
1.1538 |
|
1.000 |
1.1523 |
|
1.618 |
1.1499 |
|
2.618 |
1.1460 |
|
4.250 |
1.1396 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1582 |
1.1578 |
| PP |
1.1579 |
1.1577 |
| S1 |
1.1576 |
1.1575 |
|