CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1253 |
1.1203 |
-0.0050 |
-0.4% |
1.1289 |
| High |
1.1259 |
1.1325 |
0.0066 |
0.6% |
1.1325 |
| Low |
1.1190 |
1.1203 |
0.0013 |
0.1% |
1.1190 |
| Close |
1.1202 |
1.1306 |
0.0104 |
0.9% |
1.1306 |
| Range |
0.0069 |
0.0122 |
0.0053 |
76.8% |
0.0135 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.1% |
0.0000 |
| Volume |
205,974 |
272,394 |
66,420 |
32.2% |
856,539 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1644 |
1.1597 |
1.1373 |
|
| R3 |
1.1522 |
1.1475 |
1.1340 |
|
| R2 |
1.1400 |
1.1400 |
1.1328 |
|
| R1 |
1.1353 |
1.1353 |
1.1317 |
1.1377 |
| PP |
1.1278 |
1.1278 |
1.1278 |
1.1290 |
| S1 |
1.1231 |
1.1231 |
1.1295 |
1.1255 |
| S2 |
1.1156 |
1.1156 |
1.1284 |
|
| S3 |
1.1034 |
1.1109 |
1.1272 |
|
| S4 |
1.0912 |
1.0987 |
1.1239 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1627 |
1.1380 |
|
| R3 |
1.1544 |
1.1492 |
1.1343 |
|
| R2 |
1.1409 |
1.1409 |
1.1331 |
|
| R1 |
1.1357 |
1.1357 |
1.1318 |
1.1383 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1287 |
| S1 |
1.1222 |
1.1222 |
1.1294 |
1.1248 |
| S2 |
1.1139 |
1.1139 |
1.1281 |
|
| S3 |
1.1004 |
1.1087 |
1.1269 |
|
| S4 |
1.0869 |
1.0952 |
1.1232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1378 |
1.1190 |
0.0188 |
1.7% |
0.0085 |
0.7% |
62% |
False |
False |
222,019 |
| 10 |
1.1470 |
1.1190 |
0.0280 |
2.5% |
0.0077 |
0.7% |
42% |
False |
False |
196,621 |
| 20 |
1.1700 |
1.1190 |
0.0510 |
4.5% |
0.0074 |
0.7% |
23% |
False |
False |
184,377 |
| 40 |
1.1703 |
1.1190 |
0.0513 |
4.5% |
0.0062 |
0.6% |
23% |
False |
False |
169,258 |
| 60 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0058 |
0.5% |
16% |
False |
False |
168,100 |
| 80 |
1.1932 |
1.1190 |
0.0742 |
6.6% |
0.0056 |
0.5% |
16% |
False |
False |
126,622 |
| 100 |
1.1940 |
1.1190 |
0.0750 |
6.6% |
0.0056 |
0.5% |
15% |
False |
False |
101,374 |
| 120 |
1.2262 |
1.1190 |
0.1072 |
9.5% |
0.0057 |
0.5% |
11% |
False |
False |
84,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1844 |
|
2.618 |
1.1644 |
|
1.618 |
1.1522 |
|
1.000 |
1.1447 |
|
0.618 |
1.1400 |
|
HIGH |
1.1325 |
|
0.618 |
1.1278 |
|
0.500 |
1.1264 |
|
0.382 |
1.1250 |
|
LOW |
1.1203 |
|
0.618 |
1.1128 |
|
1.000 |
1.1081 |
|
1.618 |
1.1006 |
|
2.618 |
1.0884 |
|
4.250 |
1.0685 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1292 |
1.1290 |
| PP |
1.1278 |
1.1274 |
| S1 |
1.1264 |
1.1258 |
|