CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1651 |
1.1686 |
0.0036 |
0.3% |
1.1611 |
| High |
1.1707 |
1.1698 |
-0.0009 |
-0.1% |
1.1662 |
| Low |
1.1651 |
1.1662 |
0.0011 |
0.1% |
1.1564 |
| Close |
1.1679 |
1.1695 |
0.0016 |
0.1% |
1.1646 |
| Range |
0.0056 |
0.0037 |
-0.0020 |
-34.8% |
0.0098 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
796 |
587 |
-209 |
-26.3% |
2,274 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1794 |
1.1781 |
1.1715 |
|
| R3 |
1.1758 |
1.1745 |
1.1705 |
|
| R2 |
1.1721 |
1.1721 |
1.1702 |
|
| R1 |
1.1708 |
1.1708 |
1.1698 |
1.1715 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1688 |
| S1 |
1.1672 |
1.1672 |
1.1692 |
1.1678 |
| S2 |
1.1648 |
1.1648 |
1.1688 |
|
| S3 |
1.1612 |
1.1635 |
1.1685 |
|
| S4 |
1.1575 |
1.1599 |
1.1675 |
|
|
| 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 |
1.1613 |
0.0094 |
0.8% |
0.0041 |
0.4% |
88% |
False |
False |
631 |
| 10 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0041 |
0.3% |
92% |
False |
False |
509 |
| 20 |
1.1795 |
1.1564 |
0.0231 |
2.0% |
0.0047 |
0.4% |
57% |
False |
False |
539 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
33% |
False |
False |
435 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0045 |
0.4% |
33% |
False |
False |
299 |
| 80 |
1.1995 |
1.1564 |
0.0431 |
3.7% |
0.0048 |
0.4% |
30% |
False |
False |
232 |
| 100 |
1.2318 |
1.1564 |
0.0754 |
6.4% |
0.0050 |
0.4% |
17% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1853 |
|
2.618 |
1.1794 |
|
1.618 |
1.1757 |
|
1.000 |
1.1735 |
|
0.618 |
1.1721 |
|
HIGH |
1.1698 |
|
0.618 |
1.1684 |
|
0.500 |
1.1680 |
|
0.382 |
1.1675 |
|
LOW |
1.1662 |
|
0.618 |
1.1639 |
|
1.000 |
1.1625 |
|
1.618 |
1.1602 |
|
2.618 |
1.1566 |
|
4.250 |
1.1506 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1690 |
1.1683 |
| PP |
1.1685 |
1.1671 |
| S1 |
1.1680 |
1.1660 |
|