CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1595 |
1.1611 |
0.0016 |
0.1% |
1.1644 |
| High |
1.1620 |
1.1624 |
0.0004 |
0.0% |
1.1681 |
| Low |
1.1583 |
1.1589 |
0.0006 |
0.0% |
1.1572 |
| Close |
1.1617 |
1.1600 |
-0.0017 |
-0.1% |
1.1617 |
| Range |
0.0037 |
0.0035 |
-0.0002 |
-5.4% |
0.0109 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
346 |
280 |
-66 |
-19.1% |
1,914 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1709 |
1.1689 |
1.1619 |
|
| R3 |
1.1674 |
1.1654 |
1.1609 |
|
| R2 |
1.1639 |
1.1639 |
1.1606 |
|
| R1 |
1.1619 |
1.1619 |
1.1603 |
1.1612 |
| PP |
1.1604 |
1.1604 |
1.1604 |
1.1600 |
| S1 |
1.1584 |
1.1584 |
1.1596 |
1.1577 |
| S2 |
1.1569 |
1.1569 |
1.1593 |
|
| S3 |
1.1534 |
1.1549 |
1.1590 |
|
| S4 |
1.1499 |
1.1514 |
1.1580 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1892 |
1.1676 |
|
| R3 |
1.1841 |
1.1783 |
1.1646 |
|
| R2 |
1.1732 |
1.1732 |
1.1636 |
|
| R1 |
1.1674 |
1.1674 |
1.1626 |
1.1649 |
| PP |
1.1623 |
1.1623 |
1.1623 |
1.1610 |
| S1 |
1.1565 |
1.1565 |
1.1607 |
1.1540 |
| S2 |
1.1514 |
1.1514 |
1.1597 |
|
| S3 |
1.1405 |
1.1456 |
1.1587 |
|
| S4 |
1.1296 |
1.1347 |
1.1557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1658 |
1.1572 |
0.0086 |
0.7% |
0.0038 |
0.3% |
32% |
False |
False |
335 |
| 10 |
1.1746 |
1.1572 |
0.0174 |
1.5% |
0.0046 |
0.4% |
16% |
False |
False |
557 |
| 20 |
1.1892 |
1.1572 |
0.0320 |
2.8% |
0.0048 |
0.4% |
9% |
False |
False |
452 |
| 40 |
1.1956 |
1.1572 |
0.0384 |
3.3% |
0.0046 |
0.4% |
7% |
False |
False |
340 |
| 60 |
1.1965 |
1.1572 |
0.0393 |
3.4% |
0.0046 |
0.4% |
7% |
False |
False |
237 |
| 80 |
1.2040 |
1.1572 |
0.0468 |
4.0% |
0.0049 |
0.4% |
6% |
False |
False |
183 |
| 100 |
1.2334 |
1.1572 |
0.0762 |
6.6% |
0.0050 |
0.4% |
4% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1772 |
|
2.618 |
1.1715 |
|
1.618 |
1.1680 |
|
1.000 |
1.1659 |
|
0.618 |
1.1645 |
|
HIGH |
1.1624 |
|
0.618 |
1.1610 |
|
0.500 |
1.1606 |
|
0.382 |
1.1602 |
|
LOW |
1.1589 |
|
0.618 |
1.1567 |
|
1.000 |
1.1554 |
|
1.618 |
1.1532 |
|
2.618 |
1.1497 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1606 |
1.1603 |
| PP |
1.1604 |
1.1602 |
| S1 |
1.1602 |
1.1601 |
|