CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1727 |
1.1639 |
-0.0088 |
-0.8% |
1.1770 |
| High |
1.1733 |
1.1651 |
-0.0082 |
-0.7% |
1.1800 |
| Low |
1.1633 |
1.1604 |
-0.0029 |
-0.2% |
1.1728 |
| Close |
1.1644 |
1.1625 |
-0.0019 |
-0.2% |
1.1760 |
| Range |
0.0100 |
0.0048 |
-0.0053 |
-52.5% |
0.0073 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
749 |
1,365 |
616 |
82.2% |
1,617 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1769 |
1.1745 |
1.1651 |
|
| R3 |
1.1722 |
1.1697 |
1.1638 |
|
| R2 |
1.1674 |
1.1674 |
1.1634 |
|
| R1 |
1.1650 |
1.1650 |
1.1629 |
1.1638 |
| PP |
1.1627 |
1.1627 |
1.1627 |
1.1621 |
| S1 |
1.1602 |
1.1602 |
1.1621 |
1.1591 |
| S2 |
1.1579 |
1.1579 |
1.1616 |
|
| S3 |
1.1532 |
1.1555 |
1.1612 |
|
| S4 |
1.1484 |
1.1507 |
1.1599 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1942 |
1.1799 |
|
| R3 |
1.1907 |
1.1870 |
1.1779 |
|
| R2 |
1.1835 |
1.1835 |
1.1773 |
|
| R1 |
1.1797 |
1.1797 |
1.1766 |
1.1780 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1754 |
| S1 |
1.1725 |
1.1725 |
1.1753 |
1.1707 |
| S2 |
1.1690 |
1.1690 |
1.1746 |
|
| S3 |
1.1617 |
1.1652 |
1.1740 |
|
| S4 |
1.1545 |
1.1580 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1792 |
1.1604 |
0.0188 |
1.6% |
0.0054 |
0.5% |
11% |
False |
True |
707 |
| 10 |
1.1835 |
1.1604 |
0.0231 |
2.0% |
0.0054 |
0.5% |
9% |
False |
True |
520 |
| 20 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0048 |
0.4% |
6% |
False |
True |
521 |
| 40 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0046 |
0.4% |
6% |
False |
True |
279 |
| 60 |
1.1965 |
1.1604 |
0.0361 |
3.1% |
0.0048 |
0.4% |
6% |
False |
True |
196 |
| 80 |
1.2286 |
1.1604 |
0.0683 |
5.9% |
0.0051 |
0.4% |
3% |
False |
True |
154 |
| 100 |
1.2334 |
1.1604 |
0.0731 |
6.3% |
0.0050 |
0.4% |
3% |
False |
True |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1775 |
|
1.618 |
1.1728 |
|
1.000 |
1.1699 |
|
0.618 |
1.1680 |
|
HIGH |
1.1651 |
|
0.618 |
1.1633 |
|
0.500 |
1.1627 |
|
0.382 |
1.1622 |
|
LOW |
1.1604 |
|
0.618 |
1.1574 |
|
1.000 |
1.1556 |
|
1.618 |
1.1527 |
|
2.618 |
1.1479 |
|
4.250 |
1.1402 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1627 |
1.1675 |
| PP |
1.1627 |
1.1658 |
| S1 |
1.1626 |
1.1642 |
|