CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1612 |
-0.0002 |
0.0% |
1.1586 |
| High |
1.1632 |
1.1635 |
0.0004 |
0.0% |
1.1637 |
| Low |
1.1601 |
1.1584 |
-0.0017 |
-0.1% |
1.1538 |
| Close |
1.1619 |
1.1623 |
0.0005 |
0.0% |
1.1619 |
| Range |
0.0031 |
0.0051 |
0.0020 |
64.5% |
0.0100 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.4% |
0.0000 |
| Volume |
133,598 |
154,376 |
20,778 |
15.6% |
682,690 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1767 |
1.1746 |
1.1651 |
|
| R3 |
1.1716 |
1.1695 |
1.1637 |
|
| R2 |
1.1665 |
1.1665 |
1.1632 |
|
| R1 |
1.1644 |
1.1644 |
1.1628 |
1.1655 |
| PP |
1.1614 |
1.1614 |
1.1614 |
1.1619 |
| S1 |
1.1593 |
1.1593 |
1.1618 |
1.1604 |
| S2 |
1.1563 |
1.1563 |
1.1614 |
|
| S3 |
1.1512 |
1.1542 |
1.1609 |
|
| S4 |
1.1461 |
1.1491 |
1.1595 |
|
|
| 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% |
0.0048 |
0.4% |
86% |
False |
False |
145,550 |
| 10 |
1.1638 |
1.1538 |
0.0101 |
0.9% |
0.0046 |
0.4% |
85% |
False |
False |
143,297 |
| 20 |
1.1775 |
1.1538 |
0.0238 |
2.0% |
0.0050 |
0.4% |
36% |
False |
False |
154,065 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
22% |
False |
False |
127,063 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0049 |
0.4% |
21% |
False |
False |
85,035 |
| 80 |
1.2016 |
1.1538 |
0.0478 |
4.1% |
0.0051 |
0.4% |
18% |
False |
False |
63,874 |
| 100 |
1.2299 |
1.1538 |
0.0761 |
6.5% |
0.0054 |
0.5% |
11% |
False |
False |
51,221 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
11% |
False |
False |
42,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1852 |
|
2.618 |
1.1769 |
|
1.618 |
1.1718 |
|
1.000 |
1.1686 |
|
0.618 |
1.1667 |
|
HIGH |
1.1635 |
|
0.618 |
1.1616 |
|
0.500 |
1.1610 |
|
0.382 |
1.1603 |
|
LOW |
1.1584 |
|
0.618 |
1.1552 |
|
1.000 |
1.1533 |
|
1.618 |
1.1501 |
|
2.618 |
1.1450 |
|
4.250 |
1.1367 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1619 |
1.1619 |
| PP |
1.1614 |
1.1615 |
| S1 |
1.1610 |
1.1611 |
|