CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1326 |
1.1324 |
-0.0002 |
0.0% |
1.1573 |
| High |
1.1338 |
1.1379 |
0.0042 |
0.4% |
1.1616 |
| Low |
1.1269 |
1.1318 |
0.0050 |
0.4% |
1.1439 |
| Close |
1.1320 |
1.1376 |
0.0056 |
0.5% |
1.1450 |
| Range |
0.0069 |
0.0061 |
-0.0008 |
-11.6% |
0.0177 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
196,271 |
172,355 |
-23,916 |
-12.2% |
773,958 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1519 |
1.1409 |
|
| R3 |
1.1480 |
1.1458 |
1.1392 |
|
| R2 |
1.1419 |
1.1419 |
1.1387 |
|
| R1 |
1.1397 |
1.1397 |
1.1381 |
1.1408 |
| PP |
1.1358 |
1.1358 |
1.1358 |
1.1363 |
| S1 |
1.1336 |
1.1336 |
1.1370 |
1.1347 |
| S2 |
1.1297 |
1.1297 |
1.1364 |
|
| S3 |
1.1236 |
1.1275 |
1.1359 |
|
| S4 |
1.1175 |
1.1214 |
1.1342 |
|
|
| 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 |
1.1470 |
1.1269 |
0.0201 |
1.8% |
0.0069 |
0.6% |
53% |
False |
False |
171,223 |
| 10 |
1.1616 |
1.1269 |
0.0348 |
3.1% |
0.0065 |
0.6% |
31% |
False |
False |
168,087 |
| 20 |
1.1703 |
1.1269 |
0.0434 |
3.8% |
0.0068 |
0.6% |
25% |
False |
False |
174,349 |
| 40 |
1.1766 |
1.1269 |
0.0497 |
4.4% |
0.0059 |
0.5% |
22% |
False |
False |
163,470 |
| 60 |
1.1932 |
1.1269 |
0.0664 |
5.8% |
0.0055 |
0.5% |
16% |
False |
False |
149,977 |
| 80 |
1.1940 |
1.1269 |
0.0671 |
5.9% |
0.0053 |
0.5% |
16% |
False |
False |
112,776 |
| 100 |
1.1949 |
1.1269 |
0.0680 |
6.0% |
0.0055 |
0.5% |
16% |
False |
False |
90,298 |
| 120 |
1.2271 |
1.1269 |
0.1002 |
8.8% |
0.0056 |
0.5% |
11% |
False |
False |
75,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1638 |
|
2.618 |
1.1539 |
|
1.618 |
1.1478 |
|
1.000 |
1.1440 |
|
0.618 |
1.1417 |
|
HIGH |
1.1379 |
|
0.618 |
1.1356 |
|
0.500 |
1.1349 |
|
0.382 |
1.1341 |
|
LOW |
1.1318 |
|
0.618 |
1.1280 |
|
1.000 |
1.1257 |
|
1.618 |
1.1219 |
|
2.618 |
1.1158 |
|
4.250 |
1.1059 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1360 |
| PP |
1.1358 |
1.1345 |
| S1 |
1.1349 |
1.1330 |
|