CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1602 |
1.1485 |
-0.0117 |
-1.0% |
1.1572 |
| High |
1.1603 |
1.1494 |
-0.0109 |
-0.9% |
1.1625 |
| Low |
1.1482 |
1.1450 |
-0.0033 |
-0.3% |
1.1521 |
| Close |
1.1491 |
1.1452 |
-0.0039 |
-0.3% |
1.1558 |
| Range |
0.0121 |
0.0045 |
-0.0076 |
-63.1% |
0.0105 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
224,743 |
145,588 |
-79,155 |
-35.2% |
790,975 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1599 |
1.1570 |
1.1476 |
|
| R3 |
1.1554 |
1.1525 |
1.1464 |
|
| R2 |
1.1510 |
1.1510 |
1.1460 |
|
| R1 |
1.1481 |
1.1481 |
1.1456 |
1.1473 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1461 |
| S1 |
1.1436 |
1.1436 |
1.1447 |
1.1428 |
| S2 |
1.1421 |
1.1421 |
1.1443 |
|
| S3 |
1.1376 |
1.1392 |
1.1439 |
|
| S4 |
1.1332 |
1.1347 |
1.1427 |
|
|
| 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 |
1.1616 |
1.1450 |
0.0167 |
1.5% |
0.0062 |
0.5% |
1% |
False |
True |
164,952 |
| 10 |
1.1700 |
1.1450 |
0.0251 |
2.2% |
0.0071 |
0.6% |
1% |
False |
True |
172,134 |
| 20 |
1.1703 |
1.1450 |
0.0253 |
2.2% |
0.0062 |
0.5% |
1% |
False |
True |
167,657 |
| 40 |
1.1809 |
1.1450 |
0.0360 |
3.1% |
0.0057 |
0.5% |
1% |
False |
True |
161,391 |
| 60 |
1.1932 |
1.1450 |
0.0483 |
4.2% |
0.0053 |
0.5% |
0% |
False |
True |
135,912 |
| 80 |
1.1940 |
1.1450 |
0.0490 |
4.3% |
0.0053 |
0.5% |
0% |
False |
True |
102,097 |
| 100 |
1.2016 |
1.1450 |
0.0566 |
4.9% |
0.0054 |
0.5% |
0% |
False |
True |
81,783 |
| 120 |
1.2314 |
1.1450 |
0.0865 |
7.5% |
0.0056 |
0.5% |
0% |
False |
True |
68,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1611 |
|
1.618 |
1.1566 |
|
1.000 |
1.1539 |
|
0.618 |
1.1522 |
|
HIGH |
1.1494 |
|
0.618 |
1.1477 |
|
0.500 |
1.1472 |
|
0.382 |
1.1466 |
|
LOW |
1.1450 |
|
0.618 |
1.1422 |
|
1.000 |
1.1405 |
|
1.618 |
1.1377 |
|
2.618 |
1.1333 |
|
4.250 |
1.1260 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1472 |
1.1533 |
| PP |
1.1465 |
1.1506 |
| S1 |
1.1458 |
1.1479 |
|