CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1571 |
1.1636 |
0.0066 |
0.6% |
1.1644 |
| High |
1.1636 |
1.1662 |
0.0026 |
0.2% |
1.1681 |
| Low |
1.1570 |
1.1623 |
0.0053 |
0.5% |
1.1572 |
| Close |
1.1629 |
1.1639 |
0.0010 |
0.1% |
1.1617 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-41.2% |
0.0109 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
452 |
471 |
19 |
4.2% |
1,914 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1757 |
1.1736 |
1.1660 |
|
| R3 |
1.1718 |
1.1698 |
1.1649 |
|
| R2 |
1.1680 |
1.1680 |
1.1646 |
|
| R1 |
1.1659 |
1.1659 |
1.1642 |
1.1669 |
| PP |
1.1641 |
1.1641 |
1.1641 |
1.1646 |
| S1 |
1.1621 |
1.1621 |
1.1635 |
1.1631 |
| S2 |
1.1603 |
1.1603 |
1.1631 |
|
| S3 |
1.1564 |
1.1582 |
1.1628 |
|
| S4 |
1.1526 |
1.1544 |
1.1617 |
|
|
| 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 |
1.1662 |
1.1564 |
0.0098 |
0.8% |
0.0044 |
0.4% |
76% |
True |
False |
390 |
| 10 |
1.1681 |
1.1564 |
0.0117 |
1.0% |
0.0043 |
0.4% |
64% |
False |
False |
397 |
| 20 |
1.1835 |
1.1564 |
0.0271 |
2.3% |
0.0048 |
0.4% |
28% |
False |
False |
458 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
19% |
False |
False |
370 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0046 |
0.4% |
19% |
False |
False |
257 |
| 80 |
1.2040 |
1.1564 |
0.0476 |
4.1% |
0.0048 |
0.4% |
16% |
False |
False |
199 |
| 100 |
1.2334 |
1.1564 |
0.0770 |
6.6% |
0.0050 |
0.4% |
10% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1825 |
|
2.618 |
1.1762 |
|
1.618 |
1.1724 |
|
1.000 |
1.1700 |
|
0.618 |
1.1685 |
|
HIGH |
1.1662 |
|
0.618 |
1.1647 |
|
0.500 |
1.1642 |
|
0.382 |
1.1638 |
|
LOW |
1.1623 |
|
0.618 |
1.1599 |
|
1.000 |
1.1585 |
|
1.618 |
1.1561 |
|
2.618 |
1.1522 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1642 |
1.1630 |
| PP |
1.1641 |
1.1621 |
| S1 |
1.1640 |
1.1613 |
|