CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1289 |
1.1240 |
-0.0050 |
-0.4% |
1.1450 |
| High |
1.1295 |
1.1279 |
-0.0016 |
-0.1% |
1.1470 |
| Low |
1.1235 |
1.1230 |
-0.0005 |
0.0% |
1.1254 |
| Close |
1.1236 |
1.1254 |
0.0018 |
0.2% |
1.1294 |
| Range |
0.0060 |
0.0049 |
-0.0011 |
-18.5% |
0.0216 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
198,908 |
179,263 |
-19,645 |
-9.9% |
975,496 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1400 |
1.1375 |
1.1281 |
|
| R3 |
1.1351 |
1.1327 |
1.1267 |
|
| R2 |
1.1303 |
1.1303 |
1.1263 |
|
| R1 |
1.1278 |
1.1278 |
1.1258 |
1.1291 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1260 |
| S1 |
1.1230 |
1.1230 |
1.1250 |
1.1242 |
| S2 |
1.1206 |
1.1206 |
1.1245 |
|
| S3 |
1.1157 |
1.1181 |
1.1241 |
|
| S4 |
1.1109 |
1.1133 |
1.1227 |
|
|
| 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 |
1.1379 |
1.1230 |
0.0149 |
1.3% |
0.0072 |
0.6% |
16% |
False |
True |
200,071 |
| 10 |
1.1603 |
1.1230 |
0.0373 |
3.3% |
0.0074 |
0.7% |
6% |
False |
True |
185,817 |
| 20 |
1.1703 |
1.1230 |
0.0473 |
4.2% |
0.0072 |
0.6% |
5% |
False |
True |
183,666 |
| 40 |
1.1707 |
1.1230 |
0.0477 |
4.2% |
0.0061 |
0.5% |
5% |
False |
True |
167,966 |
| 60 |
1.1932 |
1.1230 |
0.0702 |
6.2% |
0.0057 |
0.5% |
3% |
False |
True |
160,370 |
| 80 |
1.1932 |
1.1230 |
0.0702 |
6.2% |
0.0055 |
0.5% |
3% |
False |
True |
120,653 |
| 100 |
1.1940 |
1.1230 |
0.0710 |
6.3% |
0.0055 |
0.5% |
3% |
False |
True |
96,599 |
| 120 |
1.2262 |
1.1230 |
0.1032 |
9.2% |
0.0056 |
0.5% |
2% |
False |
True |
80,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1405 |
|
1.618 |
1.1357 |
|
1.000 |
1.1327 |
|
0.618 |
1.1308 |
|
HIGH |
1.1279 |
|
0.618 |
1.1260 |
|
0.500 |
1.1254 |
|
0.382 |
1.1249 |
|
LOW |
1.1230 |
|
0.618 |
1.1200 |
|
1.000 |
1.1182 |
|
1.618 |
1.1152 |
|
2.618 |
1.1103 |
|
4.250 |
1.1024 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1304 |
| PP |
1.1254 |
1.1287 |
| S1 |
1.1254 |
1.1271 |
|