CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1568 |
1.1544 |
-0.0025 |
-0.2% |
1.1610 |
| High |
1.1584 |
1.1611 |
0.0027 |
0.2% |
1.1656 |
| Low |
1.1538 |
1.1543 |
0.0005 |
0.0% |
1.1545 |
| Close |
1.1544 |
1.1603 |
0.0060 |
0.5% |
1.1591 |
| Range |
0.0047 |
0.0069 |
0.0022 |
47.3% |
0.0112 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.8% |
0.0000 |
| Volume |
131,335 |
166,366 |
35,031 |
26.7% |
737,910 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1791 |
1.1766 |
1.1641 |
|
| R3 |
1.1723 |
1.1697 |
1.1622 |
|
| R2 |
1.1654 |
1.1654 |
1.1616 |
|
| R1 |
1.1629 |
1.1629 |
1.1609 |
1.1641 |
| PP |
1.1586 |
1.1586 |
1.1586 |
1.1592 |
| S1 |
1.1560 |
1.1560 |
1.1597 |
1.1573 |
| S2 |
1.1517 |
1.1517 |
1.1590 |
|
| S3 |
1.1449 |
1.1492 |
1.1584 |
|
| S4 |
1.1380 |
1.1423 |
1.1565 |
|
|
| 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 |
1.1611 |
1.1538 |
0.0074 |
0.6% |
0.0045 |
0.4% |
89% |
True |
False |
137,630 |
| 10 |
1.1656 |
1.1538 |
0.0119 |
1.0% |
0.0048 |
0.4% |
55% |
False |
False |
152,365 |
| 20 |
1.1841 |
1.1538 |
0.0304 |
2.6% |
0.0053 |
0.5% |
22% |
False |
False |
156,340 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
17% |
False |
False |
116,545 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0050 |
0.4% |
16% |
False |
False |
77,882 |
| 80 |
1.2016 |
1.1538 |
0.0478 |
4.1% |
0.0052 |
0.4% |
14% |
False |
False |
58,543 |
| 100 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0055 |
0.5% |
8% |
False |
False |
46,942 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
8% |
False |
False |
39,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1902 |
|
2.618 |
1.1790 |
|
1.618 |
1.1722 |
|
1.000 |
1.1680 |
|
0.618 |
1.1653 |
|
HIGH |
1.1611 |
|
0.618 |
1.1585 |
|
0.500 |
1.1577 |
|
0.382 |
1.1569 |
|
LOW |
1.1543 |
|
0.618 |
1.1500 |
|
1.000 |
1.1474 |
|
1.618 |
1.1432 |
|
2.618 |
1.1363 |
|
4.250 |
1.1251 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1593 |
| PP |
1.1586 |
1.1584 |
| S1 |
1.1577 |
1.1574 |
|