CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1594 |
1.1602 |
0.0008 |
0.1% |
1.1572 |
| High |
1.1616 |
1.1603 |
-0.0014 |
-0.1% |
1.1625 |
| Low |
1.1577 |
1.1482 |
-0.0095 |
-0.8% |
1.1521 |
| Close |
1.1602 |
1.1491 |
-0.0111 |
-1.0% |
1.1558 |
| Range |
0.0040 |
0.0121 |
0.0081 |
205.1% |
0.0105 |
| ATR |
0.0058 |
0.0063 |
0.0004 |
7.6% |
0.0000 |
| Volume |
138,175 |
224,743 |
86,568 |
62.7% |
790,975 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1809 |
1.1557 |
|
| R3 |
1.1766 |
1.1689 |
1.1524 |
|
| R2 |
1.1646 |
1.1646 |
1.1513 |
|
| R1 |
1.1568 |
1.1568 |
1.1502 |
1.1547 |
| PP |
1.1525 |
1.1525 |
1.1525 |
1.1514 |
| S1 |
1.1448 |
1.1448 |
1.1479 |
1.1426 |
| S2 |
1.1405 |
1.1405 |
1.1468 |
|
| S3 |
1.1284 |
1.1327 |
1.1457 |
|
| S4 |
1.1164 |
1.1207 |
1.1424 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1881 |
1.1824 |
1.1615 |
|
| R3 |
1.1777 |
1.1720 |
1.1587 |
|
| R2 |
1.1672 |
1.1672 |
1.1577 |
|
| R1 |
1.1615 |
1.1615 |
1.1568 |
1.1592 |
| PP |
1.1568 |
1.1568 |
1.1568 |
1.1556 |
| S1 |
1.1511 |
1.1511 |
1.1548 |
1.1487 |
| S2 |
1.1463 |
1.1463 |
1.1539 |
|
| S3 |
1.1359 |
1.1406 |
1.1529 |
|
| S4 |
1.1254 |
1.1302 |
1.1501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1625 |
1.1482 |
0.0143 |
1.2% |
0.0071 |
0.6% |
6% |
False |
True |
170,272 |
| 10 |
1.1703 |
1.1482 |
0.0221 |
1.9% |
0.0078 |
0.7% |
4% |
False |
True |
185,359 |
| 20 |
1.1703 |
1.1482 |
0.0221 |
1.9% |
0.0062 |
0.5% |
4% |
False |
True |
167,481 |
| 40 |
1.1841 |
1.1482 |
0.0359 |
3.1% |
0.0058 |
0.5% |
2% |
False |
True |
161,910 |
| 60 |
1.1932 |
1.1482 |
0.0450 |
3.9% |
0.0053 |
0.5% |
2% |
False |
True |
133,524 |
| 80 |
1.1940 |
1.1482 |
0.0458 |
4.0% |
0.0053 |
0.5% |
2% |
False |
True |
100,281 |
| 100 |
1.2016 |
1.1482 |
0.0534 |
4.6% |
0.0054 |
0.5% |
2% |
False |
True |
80,331 |
| 120 |
1.2314 |
1.1482 |
0.0832 |
7.2% |
0.0056 |
0.5% |
1% |
False |
True |
67,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2115 |
|
2.618 |
1.1918 |
|
1.618 |
1.1797 |
|
1.000 |
1.1723 |
|
0.618 |
1.1677 |
|
HIGH |
1.1603 |
|
0.618 |
1.1556 |
|
0.500 |
1.1542 |
|
0.382 |
1.1528 |
|
LOW |
1.1482 |
|
0.618 |
1.1408 |
|
1.000 |
1.1362 |
|
1.618 |
1.1287 |
|
2.618 |
1.1167 |
|
4.250 |
1.0970 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1542 |
1.1549 |
| PP |
1.1525 |
1.1530 |
| S1 |
1.1508 |
1.1510 |
|