CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1692 |
1.1572 |
-0.0121 |
-1.0% |
1.1651 |
| High |
1.1700 |
1.1619 |
-0.0082 |
-0.7% |
1.1703 |
| Low |
1.1545 |
1.1556 |
0.0011 |
0.1% |
1.1545 |
| Close |
1.1569 |
1.1616 |
0.0048 |
0.4% |
1.1569 |
| Range |
0.0156 |
0.0063 |
-0.0093 |
-59.5% |
0.0158 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.3% |
0.0000 |
| Volume |
290,589 |
141,079 |
-149,510 |
-51.5% |
1,051,084 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1786 |
1.1764 |
1.1651 |
|
| R3 |
1.1723 |
1.1701 |
1.1633 |
|
| R2 |
1.1660 |
1.1660 |
1.1628 |
|
| R1 |
1.1638 |
1.1638 |
1.1622 |
1.1649 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1602 |
| S1 |
1.1575 |
1.1575 |
1.1610 |
1.1586 |
| S2 |
1.1534 |
1.1534 |
1.1604 |
|
| S3 |
1.1471 |
1.1512 |
1.1599 |
|
| S4 |
1.1408 |
1.1449 |
1.1581 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.1982 |
1.1655 |
|
| R3 |
1.1921 |
1.1824 |
1.1612 |
|
| R2 |
1.1763 |
1.1763 |
1.1597 |
|
| R1 |
1.1666 |
1.1666 |
1.1583 |
1.1636 |
| PP |
1.1605 |
1.1605 |
1.1605 |
1.1590 |
| S1 |
1.1508 |
1.1508 |
1.1554 |
1.1478 |
| S2 |
1.1447 |
1.1447 |
1.1540 |
|
| S3 |
1.1289 |
1.1350 |
1.1525 |
|
| S4 |
1.1131 |
1.1192 |
1.1482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0083 |
0.7% |
45% |
False |
False |
206,346 |
| 10 |
1.1703 |
1.1545 |
0.0158 |
1.4% |
0.0067 |
0.6% |
45% |
False |
False |
177,549 |
| 20 |
1.1703 |
1.1538 |
0.0165 |
1.4% |
0.0057 |
0.5% |
48% |
False |
False |
160,423 |
| 40 |
1.1909 |
1.1538 |
0.0372 |
3.2% |
0.0054 |
0.5% |
21% |
False |
False |
169,748 |
| 60 |
1.1932 |
1.1538 |
0.0395 |
3.4% |
0.0051 |
0.4% |
20% |
False |
False |
114,550 |
| 80 |
1.1940 |
1.1538 |
0.0402 |
3.5% |
0.0052 |
0.5% |
20% |
False |
False |
86,009 |
| 100 |
1.2234 |
1.1538 |
0.0696 |
6.0% |
0.0055 |
0.5% |
11% |
False |
False |
68,936 |
| 120 |
1.2314 |
1.1538 |
0.0777 |
6.7% |
0.0056 |
0.5% |
10% |
False |
False |
57,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1783 |
|
1.618 |
1.1720 |
|
1.000 |
1.1682 |
|
0.618 |
1.1657 |
|
HIGH |
1.1619 |
|
0.618 |
1.1594 |
|
0.500 |
1.1587 |
|
0.382 |
1.1580 |
|
LOW |
1.1556 |
|
0.618 |
1.1517 |
|
1.000 |
1.1493 |
|
1.618 |
1.1454 |
|
2.618 |
1.1391 |
|
4.250 |
1.1288 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1606 |
1.1624 |
| PP |
1.1597 |
1.1621 |
| S1 |
1.1587 |
1.1619 |
|