CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1659 |
1.1637 |
-0.0022 |
-0.2% |
1.1612 |
| High |
1.1679 |
1.1667 |
-0.0012 |
-0.1% |
1.1682 |
| Low |
1.1631 |
1.1632 |
0.0001 |
0.0% |
1.1584 |
| Close |
1.1635 |
1.1648 |
0.0013 |
0.1% |
1.1648 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-27.1% |
0.0098 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
137,619 |
149,031 |
11,412 |
8.3% |
737,705 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1736 |
1.1667 |
|
| R3 |
1.1719 |
1.1701 |
1.1657 |
|
| R2 |
1.1684 |
1.1684 |
1.1654 |
|
| R1 |
1.1666 |
1.1666 |
1.1651 |
1.1675 |
| PP |
1.1649 |
1.1649 |
1.1649 |
1.1653 |
| S1 |
1.1631 |
1.1631 |
1.1644 |
1.1640 |
| S2 |
1.1614 |
1.1614 |
1.1641 |
|
| S3 |
1.1579 |
1.1596 |
1.1638 |
|
| S4 |
1.1544 |
1.1561 |
1.1628 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1930 |
1.1886 |
1.1701 |
|
| R3 |
1.1833 |
1.1789 |
1.1674 |
|
| R2 |
1.1735 |
1.1735 |
1.1665 |
|
| R1 |
1.1691 |
1.1691 |
1.1656 |
1.1713 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1649 |
| S1 |
1.1594 |
1.1594 |
1.1639 |
1.1616 |
| S2 |
1.1540 |
1.1540 |
1.1630 |
|
| S3 |
1.1443 |
1.1496 |
1.1621 |
|
| S4 |
1.1345 |
1.1399 |
1.1594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1682 |
1.1584 |
0.0098 |
0.8% |
0.0047 |
0.4% |
65% |
False |
False |
147,541 |
| 10 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0046 |
0.4% |
76% |
False |
False |
142,039 |
| 20 |
1.1743 |
1.1538 |
0.0206 |
1.8% |
0.0049 |
0.4% |
54% |
False |
False |
153,401 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
28% |
False |
False |
141,477 |
| 60 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0048 |
0.4% |
27% |
False |
False |
94,728 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0051 |
0.4% |
27% |
False |
False |
71,145 |
| 100 |
1.2262 |
1.1538 |
0.0724 |
6.2% |
0.0054 |
0.5% |
15% |
False |
False |
57,049 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
14% |
False |
False |
47,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1816 |
|
2.618 |
1.1759 |
|
1.618 |
1.1724 |
|
1.000 |
1.1702 |
|
0.618 |
1.1689 |
|
HIGH |
1.1667 |
|
0.618 |
1.1654 |
|
0.500 |
1.1650 |
|
0.382 |
1.1645 |
|
LOW |
1.1632 |
|
0.618 |
1.1610 |
|
1.000 |
1.1597 |
|
1.618 |
1.1575 |
|
2.618 |
1.1540 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1654 |
| PP |
1.1649 |
1.1652 |
| S1 |
1.1648 |
1.1650 |
|