CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1373 |
-0.0077 |
-0.7% |
1.1573 |
| High |
1.1470 |
1.1392 |
-0.0078 |
-0.7% |
1.1616 |
| Low |
1.1362 |
1.1315 |
-0.0048 |
-0.4% |
1.1439 |
| Close |
1.1391 |
1.1322 |
-0.0069 |
-0.6% |
1.1450 |
| Range |
0.0108 |
0.0077 |
-0.0031 |
-28.4% |
0.0177 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
165,611 |
187,699 |
22,088 |
13.3% |
773,958 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1574 |
1.1525 |
1.1364 |
|
| R3 |
1.1497 |
1.1448 |
1.1343 |
|
| R2 |
1.1420 |
1.1420 |
1.1336 |
|
| R1 |
1.1371 |
1.1371 |
1.1329 |
1.1357 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1336 |
| S1 |
1.1294 |
1.1294 |
1.1315 |
1.1280 |
| S2 |
1.1266 |
1.1266 |
1.1308 |
|
| S3 |
1.1189 |
1.1217 |
1.1301 |
|
| S4 |
1.1112 |
1.1140 |
1.1280 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1918 |
1.1547 |
|
| R3 |
1.1856 |
1.1741 |
1.1499 |
|
| R2 |
1.1679 |
1.1679 |
1.1482 |
|
| R1 |
1.1564 |
1.1564 |
1.1466 |
1.1533 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1486 |
| S1 |
1.1387 |
1.1387 |
1.1434 |
1.1356 |
| S2 |
1.1325 |
1.1325 |
1.1418 |
|
| S3 |
1.1148 |
1.1210 |
1.1401 |
|
| S4 |
1.0971 |
1.1033 |
1.1353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1603 |
1.1315 |
0.0288 |
2.5% |
0.0076 |
0.7% |
3% |
False |
True |
171,564 |
| 10 |
1.1625 |
1.1315 |
0.0311 |
2.7% |
0.0067 |
0.6% |
2% |
False |
True |
164,627 |
| 20 |
1.1703 |
1.1315 |
0.0388 |
3.4% |
0.0066 |
0.6% |
2% |
False |
True |
169,440 |
| 40 |
1.1775 |
1.1315 |
0.0461 |
4.1% |
0.0059 |
0.5% |
2% |
False |
True |
162,645 |
| 60 |
1.1932 |
1.1315 |
0.0618 |
5.5% |
0.0055 |
0.5% |
1% |
False |
True |
143,903 |
| 80 |
1.1940 |
1.1315 |
0.0625 |
5.5% |
0.0054 |
0.5% |
1% |
False |
True |
108,177 |
| 100 |
1.1986 |
1.1315 |
0.0672 |
5.9% |
0.0054 |
0.5% |
1% |
False |
True |
86,618 |
| 120 |
1.2299 |
1.1315 |
0.0984 |
8.7% |
0.0056 |
0.5% |
1% |
False |
True |
72,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1719 |
|
2.618 |
1.1593 |
|
1.618 |
1.1516 |
|
1.000 |
1.1469 |
|
0.618 |
1.1439 |
|
HIGH |
1.1392 |
|
0.618 |
1.1362 |
|
0.500 |
1.1353 |
|
0.382 |
1.1344 |
|
LOW |
1.1315 |
|
0.618 |
1.1267 |
|
1.000 |
1.1238 |
|
1.618 |
1.1190 |
|
2.618 |
1.1113 |
|
4.250 |
1.0987 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1353 |
1.1392 |
| PP |
1.1343 |
1.1369 |
| S1 |
1.1332 |
1.1345 |
|