CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1377 |
1.1289 |
-0.0088 |
-0.8% |
1.1450 |
| High |
1.1378 |
1.1295 |
-0.0083 |
-0.7% |
1.1470 |
| Low |
1.1254 |
1.1235 |
-0.0019 |
-0.2% |
1.1254 |
| Close |
1.1294 |
1.1236 |
-0.0058 |
-0.5% |
1.1294 |
| Range |
0.0124 |
0.0060 |
-0.0064 |
-51.8% |
0.0216 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
253,560 |
198,908 |
-54,652 |
-21.6% |
975,496 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1394 |
1.1269 |
|
| R3 |
1.1374 |
1.1335 |
1.1252 |
|
| R2 |
1.1315 |
1.1315 |
1.1247 |
|
| R1 |
1.1275 |
1.1275 |
1.1241 |
1.1265 |
| PP |
1.1255 |
1.1255 |
1.1255 |
1.1250 |
| S1 |
1.1216 |
1.1216 |
1.1231 |
1.1206 |
| S2 |
1.1196 |
1.1196 |
1.1225 |
|
| S3 |
1.1136 |
1.1156 |
1.1220 |
|
| S4 |
1.1077 |
1.1097 |
1.1203 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1855 |
1.1412 |
|
| R3 |
1.1770 |
1.1640 |
1.1353 |
|
| R2 |
1.1555 |
1.1555 |
1.1333 |
|
| R1 |
1.1424 |
1.1424 |
1.1313 |
1.1382 |
| PP |
1.1339 |
1.1339 |
1.1339 |
1.1318 |
| S1 |
1.1209 |
1.1209 |
1.1274 |
1.1166 |
| S2 |
1.1124 |
1.1124 |
1.1254 |
|
| S3 |
1.0908 |
1.0993 |
1.1234 |
|
| S4 |
1.0693 |
1.0778 |
1.1175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1392 |
1.1235 |
0.0157 |
1.4% |
0.0078 |
0.7% |
1% |
False |
True |
201,758 |
| 10 |
1.1616 |
1.1235 |
0.0381 |
3.4% |
0.0073 |
0.7% |
0% |
False |
True |
181,709 |
| 20 |
1.1703 |
1.1235 |
0.0468 |
4.2% |
0.0072 |
0.6% |
0% |
False |
True |
181,499 |
| 40 |
1.1721 |
1.1235 |
0.0486 |
4.3% |
0.0061 |
0.5% |
0% |
False |
True |
168,176 |
| 60 |
1.1932 |
1.1235 |
0.0697 |
6.2% |
0.0057 |
0.5% |
0% |
False |
True |
157,434 |
| 80 |
1.1932 |
1.1235 |
0.0697 |
6.2% |
0.0054 |
0.5% |
0% |
False |
True |
118,420 |
| 100 |
1.1940 |
1.1235 |
0.0705 |
6.3% |
0.0056 |
0.5% |
0% |
False |
True |
94,810 |
| 120 |
1.2262 |
1.1235 |
0.1027 |
9.1% |
0.0057 |
0.5% |
0% |
False |
True |
79,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1450 |
|
1.618 |
1.1391 |
|
1.000 |
1.1354 |
|
0.618 |
1.1331 |
|
HIGH |
1.1295 |
|
0.618 |
1.1272 |
|
0.500 |
1.1265 |
|
0.382 |
1.1258 |
|
LOW |
1.1235 |
|
0.618 |
1.1198 |
|
1.000 |
1.1176 |
|
1.618 |
1.1139 |
|
2.618 |
1.1079 |
|
4.250 |
1.0982 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1265 |
1.1307 |
| PP |
1.1255 |
1.1283 |
| S1 |
1.1246 |
1.1260 |
|