CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1637 |
1.1651 |
0.0015 |
0.1% |
1.1612 |
| High |
1.1667 |
1.1676 |
0.0009 |
0.1% |
1.1682 |
| Low |
1.1632 |
1.1601 |
-0.0031 |
-0.3% |
1.1584 |
| Close |
1.1648 |
1.1624 |
-0.0024 |
-0.2% |
1.1648 |
| Range |
0.0035 |
0.0075 |
0.0040 |
114.3% |
0.0098 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.0% |
0.0000 |
| Volume |
149,031 |
160,431 |
11,400 |
7.6% |
737,705 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1816 |
1.1665 |
|
| R3 |
1.1784 |
1.1741 |
1.1644 |
|
| R2 |
1.1709 |
1.1709 |
1.1637 |
|
| R1 |
1.1666 |
1.1666 |
1.1630 |
1.1650 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1625 |
| S1 |
1.1591 |
1.1591 |
1.1617 |
1.1575 |
| S2 |
1.1559 |
1.1559 |
1.1610 |
|
| S3 |
1.1484 |
1.1516 |
1.1603 |
|
| S4 |
1.1409 |
1.1441 |
1.1582 |
|
|
| 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 |
1.1601 |
0.0081 |
0.7% |
0.0052 |
0.4% |
28% |
False |
True |
148,752 |
| 10 |
1.1682 |
1.1538 |
0.0144 |
1.2% |
0.0050 |
0.4% |
60% |
False |
False |
147,151 |
| 20 |
1.1721 |
1.1538 |
0.0183 |
1.6% |
0.0050 |
0.4% |
47% |
False |
False |
154,852 |
| 40 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
22% |
False |
False |
145,401 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0049 |
0.4% |
22% |
False |
False |
97,393 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0052 |
0.4% |
21% |
False |
False |
73,138 |
| 100 |
1.2262 |
1.1538 |
0.0724 |
6.2% |
0.0054 |
0.5% |
12% |
False |
False |
58,653 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
11% |
False |
False |
48,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1995 |
|
2.618 |
1.1872 |
|
1.618 |
1.1797 |
|
1.000 |
1.1751 |
|
0.618 |
1.1722 |
|
HIGH |
1.1676 |
|
0.618 |
1.1647 |
|
0.500 |
1.1639 |
|
0.382 |
1.1630 |
|
LOW |
1.1601 |
|
0.618 |
1.1555 |
|
1.000 |
1.1526 |
|
1.618 |
1.1480 |
|
2.618 |
1.1405 |
|
4.250 |
1.1282 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1639 |
1.1640 |
| PP |
1.1634 |
1.1635 |
| S1 |
1.1629 |
1.1629 |
|