CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1611 |
1.1614 |
0.0003 |
0.0% |
1.1586 |
| High |
1.1637 |
1.1632 |
-0.0006 |
0.0% |
1.1637 |
| Low |
1.1597 |
1.1601 |
0.0004 |
0.0% |
1.1538 |
| Close |
1.1612 |
1.1619 |
0.0007 |
0.1% |
1.1619 |
| Range |
0.0041 |
0.0031 |
-0.0010 |
-23.5% |
0.0100 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
142,075 |
133,598 |
-8,477 |
-6.0% |
682,690 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1710 |
1.1695 |
1.1636 |
|
| R3 |
1.1679 |
1.1664 |
1.1627 |
|
| R2 |
1.1648 |
1.1648 |
1.1624 |
|
| R1 |
1.1633 |
1.1633 |
1.1621 |
1.1641 |
| PP |
1.1617 |
1.1617 |
1.1617 |
1.1621 |
| S1 |
1.1602 |
1.1602 |
1.1616 |
1.1610 |
| S2 |
1.1586 |
1.1586 |
1.1613 |
|
| S3 |
1.1555 |
1.1571 |
1.1610 |
|
| S4 |
1.1524 |
1.1540 |
1.1601 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1896 |
1.1857 |
1.1673 |
|
| R3 |
1.1797 |
1.1757 |
1.1646 |
|
| R2 |
1.1697 |
1.1697 |
1.1637 |
|
| R1 |
1.1658 |
1.1658 |
1.1628 |
1.1678 |
| PP |
1.1598 |
1.1598 |
1.1598 |
1.1608 |
| S1 |
1.1558 |
1.1558 |
1.1609 |
1.1578 |
| S2 |
1.1498 |
1.1498 |
1.1600 |
|
| S3 |
1.1399 |
1.1459 |
1.1591 |
|
| S4 |
1.1299 |
1.1359 |
1.1564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1637 |
1.1538 |
0.0100 |
0.9% |
0.0045 |
0.4% |
81% |
False |
False |
136,538 |
| 10 |
1.1656 |
1.1538 |
0.0119 |
1.0% |
0.0046 |
0.4% |
68% |
False |
False |
142,060 |
| 20 |
1.1775 |
1.1538 |
0.0238 |
2.0% |
0.0050 |
0.4% |
34% |
False |
False |
153,496 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0048 |
0.4% |
21% |
False |
False |
123,339 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0049 |
0.4% |
20% |
False |
False |
82,465 |
| 80 |
1.2016 |
1.1538 |
0.0478 |
4.1% |
0.0051 |
0.4% |
17% |
False |
False |
61,959 |
| 100 |
1.2310 |
1.1538 |
0.0773 |
6.6% |
0.0055 |
0.5% |
10% |
False |
False |
49,682 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
10% |
False |
False |
41,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1763 |
|
2.618 |
1.1713 |
|
1.618 |
1.1682 |
|
1.000 |
1.1663 |
|
0.618 |
1.1651 |
|
HIGH |
1.1632 |
|
0.618 |
1.1620 |
|
0.500 |
1.1616 |
|
0.382 |
1.1612 |
|
LOW |
1.1601 |
|
0.618 |
1.1581 |
|
1.000 |
1.1570 |
|
1.618 |
1.1550 |
|
2.618 |
1.1519 |
|
4.250 |
1.1469 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1618 |
1.1609 |
| PP |
1.1617 |
1.1599 |
| S1 |
1.1616 |
1.1590 |
|