CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1609 |
1.1644 |
0.0035 |
0.3% |
1.1764 |
| High |
1.1648 |
1.1681 |
0.0034 |
0.3% |
1.1768 |
| Low |
1.1604 |
1.1633 |
0.0029 |
0.2% |
1.1604 |
| Close |
1.1639 |
1.1666 |
0.0027 |
0.2% |
1.1639 |
| Range |
0.0044 |
0.0048 |
0.0005 |
10.3% |
0.0165 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
455 |
519 |
64 |
14.1% |
3,621 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1804 |
1.1783 |
1.1692 |
|
| R3 |
1.1756 |
1.1735 |
1.1679 |
|
| R2 |
1.1708 |
1.1708 |
1.1674 |
|
| R1 |
1.1687 |
1.1687 |
1.1670 |
1.1697 |
| PP |
1.1660 |
1.1660 |
1.1660 |
1.1665 |
| S1 |
1.1639 |
1.1639 |
1.1661 |
1.1649 |
| S2 |
1.1612 |
1.1612 |
1.1657 |
|
| S3 |
1.1564 |
1.1591 |
1.1652 |
|
| S4 |
1.1516 |
1.1543 |
1.1639 |
|
|
| 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 |
1.1746 |
1.1604 |
0.0143 |
1.2% |
0.0054 |
0.5% |
44% |
False |
False |
780 |
| 10 |
1.1800 |
1.1604 |
0.0197 |
1.7% |
0.0053 |
0.5% |
32% |
False |
False |
556 |
| 20 |
1.1931 |
1.1604 |
0.0327 |
2.8% |
0.0049 |
0.4% |
19% |
False |
False |
527 |
| 40 |
1.1956 |
1.1604 |
0.0353 |
3.0% |
0.0045 |
0.4% |
18% |
False |
False |
302 |
| 60 |
1.1965 |
1.1604 |
0.0361 |
3.1% |
0.0048 |
0.4% |
17% |
False |
False |
212 |
| 80 |
1.2259 |
1.1604 |
0.0656 |
5.6% |
0.0051 |
0.4% |
9% |
False |
False |
163 |
| 100 |
1.2334 |
1.1604 |
0.0731 |
6.3% |
0.0050 |
0.4% |
8% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1885 |
|
2.618 |
1.1807 |
|
1.618 |
1.1759 |
|
1.000 |
1.1729 |
|
0.618 |
1.1711 |
|
HIGH |
1.1681 |
|
0.618 |
1.1663 |
|
0.500 |
1.1657 |
|
0.382 |
1.1651 |
|
LOW |
1.1633 |
|
0.618 |
1.1603 |
|
1.000 |
1.1585 |
|
1.618 |
1.1555 |
|
2.618 |
1.1507 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1663 |
1.1658 |
| PP |
1.1660 |
1.1650 |
| S1 |
1.1657 |
1.1642 |
|