CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1630 |
1.1651 |
0.0021 |
0.2% |
1.1611 |
| High |
1.1662 |
1.1707 |
0.0045 |
0.4% |
1.1662 |
| Low |
1.1613 |
1.1651 |
0.0038 |
0.3% |
1.1564 |
| Close |
1.1651 |
1.1679 |
0.0028 |
0.2% |
1.1646 |
| Range |
0.0049 |
0.0056 |
0.0007 |
14.3% |
0.0098 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.6% |
0.0000 |
| Volume |
635 |
796 |
161 |
25.4% |
2,274 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1847 |
1.1819 |
1.1710 |
|
| R3 |
1.1791 |
1.1763 |
1.1694 |
|
| R2 |
1.1735 |
1.1735 |
1.1689 |
|
| R1 |
1.1707 |
1.1707 |
1.1684 |
1.1721 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1686 |
| S1 |
1.1651 |
1.1651 |
1.1674 |
1.1665 |
| S2 |
1.1623 |
1.1623 |
1.1669 |
|
| S3 |
1.1567 |
1.1595 |
1.1664 |
|
| S4 |
1.1511 |
1.1539 |
1.1648 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1879 |
1.1700 |
|
| R3 |
1.1819 |
1.1781 |
1.1673 |
|
| R2 |
1.1721 |
1.1721 |
1.1664 |
|
| R1 |
1.1684 |
1.1684 |
1.1655 |
1.1703 |
| PP |
1.1624 |
1.1624 |
1.1624 |
1.1633 |
| S1 |
1.1586 |
1.1586 |
1.1637 |
1.1605 |
| S2 |
1.1526 |
1.1526 |
1.1628 |
|
| S3 |
1.1429 |
1.1489 |
1.1619 |
|
| S4 |
1.1331 |
1.1391 |
1.1592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1707 |
1.1570 |
0.0137 |
1.2% |
0.0047 |
0.4% |
80% |
True |
False |
604 |
| 10 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0043 |
0.4% |
81% |
True |
False |
484 |
| 20 |
1.1800 |
1.1564 |
0.0236 |
2.0% |
0.0048 |
0.4% |
49% |
False |
False |
524 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
29% |
False |
False |
422 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0046 |
0.4% |
29% |
False |
False |
290 |
| 80 |
1.2010 |
1.1564 |
0.0446 |
3.8% |
0.0048 |
0.4% |
26% |
False |
False |
225 |
| 100 |
1.2318 |
1.1564 |
0.0754 |
6.5% |
0.0050 |
0.4% |
15% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1945 |
|
2.618 |
1.1853 |
|
1.618 |
1.1797 |
|
1.000 |
1.1763 |
|
0.618 |
1.1741 |
|
HIGH |
1.1707 |
|
0.618 |
1.1685 |
|
0.500 |
1.1679 |
|
0.382 |
1.1672 |
|
LOW |
1.1651 |
|
0.618 |
1.1616 |
|
1.000 |
1.1595 |
|
1.618 |
1.1560 |
|
2.618 |
1.1504 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1679 |
1.1673 |
| PP |
1.1679 |
1.1666 |
| S1 |
1.1679 |
1.1660 |
|