CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1667 |
-0.0027 |
-0.2% |
1.1630 |
| High |
1.1705 |
1.1694 |
-0.0011 |
-0.1% |
1.1707 |
| Low |
1.1660 |
1.1663 |
0.0003 |
0.0% |
1.1613 |
| Close |
1.1662 |
1.1675 |
0.0014 |
0.1% |
1.1675 |
| Range |
0.0045 |
0.0031 |
-0.0014 |
-30.3% |
0.0094 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
495 |
503 |
8 |
1.6% |
3,016 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1770 |
1.1754 |
1.1692 |
|
| R3 |
1.1739 |
1.1723 |
1.1684 |
|
| R2 |
1.1708 |
1.1708 |
1.1681 |
|
| R1 |
1.1692 |
1.1692 |
1.1678 |
1.1700 |
| PP |
1.1677 |
1.1677 |
1.1677 |
1.1681 |
| S1 |
1.1661 |
1.1661 |
1.1672 |
1.1669 |
| S2 |
1.1646 |
1.1646 |
1.1669 |
|
| S3 |
1.1615 |
1.1630 |
1.1666 |
|
| S4 |
1.1584 |
1.1599 |
1.1658 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1905 |
1.1727 |
|
| R3 |
1.1853 |
1.1811 |
1.1701 |
|
| R2 |
1.1759 |
1.1759 |
1.1692 |
|
| R1 |
1.1717 |
1.1717 |
1.1684 |
1.1738 |
| PP |
1.1665 |
1.1665 |
1.1665 |
1.1675 |
| S1 |
1.1623 |
1.1623 |
1.1666 |
1.1644 |
| S2 |
1.1571 |
1.1571 |
1.1658 |
|
| S3 |
1.1477 |
1.1529 |
1.1649 |
|
| S4 |
1.1383 |
1.1435 |
1.1623 |
|
|
| 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% |
0.0043 |
0.4% |
66% |
False |
False |
603 |
| 10 |
1.1707 |
1.1564 |
0.0143 |
1.2% |
0.0042 |
0.4% |
78% |
False |
False |
529 |
| 20 |
1.1768 |
1.1564 |
0.0204 |
1.7% |
0.0045 |
0.4% |
54% |
False |
False |
541 |
| 40 |
1.1956 |
1.1564 |
0.0392 |
3.4% |
0.0046 |
0.4% |
28% |
False |
False |
459 |
| 60 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0045 |
0.4% |
28% |
False |
False |
315 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.4% |
0.0048 |
0.4% |
28% |
False |
False |
245 |
| 100 |
1.2286 |
1.1564 |
0.0722 |
6.2% |
0.0050 |
0.4% |
15% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1825 |
|
2.618 |
1.1775 |
|
1.618 |
1.1744 |
|
1.000 |
1.1725 |
|
0.618 |
1.1713 |
|
HIGH |
1.1694 |
|
0.618 |
1.1682 |
|
0.500 |
1.1678 |
|
0.382 |
1.1674 |
|
LOW |
1.1663 |
|
0.618 |
1.1643 |
|
1.000 |
1.1632 |
|
1.618 |
1.1612 |
|
2.618 |
1.1581 |
|
4.250 |
1.1531 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1682 |
| PP |
1.1677 |
1.1680 |
| S1 |
1.1676 |
1.1677 |
|