CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1639 |
1.1609 |
-0.0030 |
-0.3% |
1.1764 |
| High |
1.1651 |
1.1648 |
-0.0004 |
0.0% |
1.1768 |
| Low |
1.1604 |
1.1604 |
0.0001 |
0.0% |
1.1604 |
| Close |
1.1625 |
1.1639 |
0.0014 |
0.1% |
1.1639 |
| Range |
0.0048 |
0.0044 |
-0.0004 |
-8.4% |
0.0165 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,365 |
455 |
-910 |
-66.7% |
3,621 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1743 |
1.1662 |
|
| R3 |
1.1717 |
1.1700 |
1.1650 |
|
| R2 |
1.1674 |
1.1674 |
1.1646 |
|
| R1 |
1.1656 |
1.1656 |
1.1642 |
1.1665 |
| PP |
1.1630 |
1.1630 |
1.1630 |
1.1634 |
| S1 |
1.1613 |
1.1613 |
1.1635 |
1.1621 |
| S2 |
1.1587 |
1.1587 |
1.1631 |
|
| S3 |
1.1543 |
1.1569 |
1.1627 |
|
| S4 |
1.1500 |
1.1526 |
1.1615 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2164 |
1.2066 |
1.1729 |
|
| R3 |
1.1999 |
1.1901 |
1.1684 |
|
| R2 |
1.1835 |
1.1835 |
1.1669 |
|
| R1 |
1.1737 |
1.1737 |
1.1654 |
1.1703 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1653 |
| S1 |
1.1572 |
1.1572 |
1.1623 |
1.1539 |
| S2 |
1.1506 |
1.1506 |
1.1608 |
|
| S3 |
1.1341 |
1.1408 |
1.1593 |
|
| S4 |
1.1177 |
1.1243 |
1.1548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1768 |
1.1604 |
0.0165 |
1.4% |
0.0053 |
0.5% |
21% |
False |
False |
724 |
| 10 |
1.1800 |
1.1604 |
0.0197 |
1.7% |
0.0052 |
0.4% |
18% |
False |
False |
523 |
| 20 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0049 |
0.4% |
10% |
False |
False |
511 |
| 40 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0046 |
0.4% |
10% |
False |
False |
289 |
| 60 |
1.1965 |
1.1604 |
0.0361 |
3.1% |
0.0048 |
0.4% |
10% |
False |
False |
203 |
| 80 |
1.2259 |
1.1604 |
0.0656 |
5.6% |
0.0051 |
0.4% |
5% |
False |
False |
159 |
| 100 |
1.2334 |
1.1604 |
0.0731 |
6.3% |
0.0050 |
0.4% |
5% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1832 |
|
2.618 |
1.1761 |
|
1.618 |
1.1718 |
|
1.000 |
1.1691 |
|
0.618 |
1.1674 |
|
HIGH |
1.1648 |
|
0.618 |
1.1631 |
|
0.500 |
1.1626 |
|
0.382 |
1.1621 |
|
LOW |
1.1604 |
|
0.618 |
1.1577 |
|
1.000 |
1.1561 |
|
1.618 |
1.1534 |
|
2.618 |
1.1490 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1634 |
1.1668 |
| PP |
1.1630 |
1.1658 |
| S1 |
1.1626 |
1.1648 |
|