CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1619 |
1.1652 |
0.0033 |
0.3% |
1.1681 |
| High |
1.1652 |
1.1652 |
0.0000 |
0.0% |
1.1732 |
| Low |
1.1600 |
1.1564 |
-0.0036 |
-0.3% |
1.1574 |
| Close |
1.1648 |
1.1589 |
-0.0059 |
-0.5% |
1.1596 |
| Range |
0.0052 |
0.0088 |
0.0036 |
69.2% |
0.0158 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.1% |
0.0000 |
| Volume |
1,256 |
1,281 |
25 |
2.0% |
4,609 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1865 |
1.1815 |
1.1637 |
|
| R3 |
1.1777 |
1.1727 |
1.1613 |
|
| R2 |
1.1689 |
1.1689 |
1.1605 |
|
| R1 |
1.1639 |
1.1639 |
1.1597 |
1.1620 |
| PP |
1.1601 |
1.1601 |
1.1601 |
1.1592 |
| S1 |
1.1551 |
1.1551 |
1.1580 |
1.1532 |
| S2 |
1.1513 |
1.1513 |
1.1572 |
|
| S3 |
1.1425 |
1.1463 |
1.1564 |
|
| S4 |
1.1337 |
1.1375 |
1.1540 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2106 |
1.2008 |
1.1682 |
|
| R3 |
1.1949 |
1.1851 |
1.1639 |
|
| R2 |
1.1791 |
1.1791 |
1.1624 |
|
| R1 |
1.1693 |
1.1693 |
1.1610 |
1.1664 |
| PP |
1.1634 |
1.1634 |
1.1634 |
1.1619 |
| S1 |
1.1536 |
1.1536 |
1.1581 |
1.1506 |
| S2 |
1.1476 |
1.1476 |
1.1567 |
|
| S3 |
1.1319 |
1.1378 |
1.1552 |
|
| S4 |
1.1161 |
1.1221 |
1.1509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1722 |
1.1564 |
0.0158 |
1.4% |
0.0077 |
0.7% |
16% |
False |
True |
1,006 |
| 10 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0068 |
0.6% |
15% |
False |
True |
854 |
| 20 |
1.1732 |
1.1564 |
0.0168 |
1.4% |
0.0055 |
0.5% |
15% |
False |
True |
683 |
| 40 |
1.1897 |
1.1564 |
0.0334 |
2.9% |
0.0052 |
0.4% |
7% |
False |
True |
566 |
| 60 |
1.1956 |
1.1564 |
0.0393 |
3.4% |
0.0049 |
0.4% |
6% |
False |
True |
445 |
| 80 |
1.1965 |
1.1564 |
0.0401 |
3.5% |
0.0048 |
0.4% |
6% |
False |
True |
342 |
| 100 |
1.2197 |
1.1564 |
0.0634 |
5.5% |
0.0052 |
0.4% |
4% |
False |
True |
277 |
| 120 |
1.2334 |
1.1564 |
0.0771 |
6.6% |
0.0051 |
0.4% |
3% |
False |
True |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2026 |
|
2.618 |
1.1882 |
|
1.618 |
1.1794 |
|
1.000 |
1.1740 |
|
0.618 |
1.1706 |
|
HIGH |
1.1652 |
|
0.618 |
1.1618 |
|
0.500 |
1.1608 |
|
0.382 |
1.1597 |
|
LOW |
1.1564 |
|
0.618 |
1.1509 |
|
1.000 |
1.1476 |
|
1.618 |
1.1421 |
|
2.618 |
1.1333 |
|
4.250 |
1.1190 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1608 |
1.1608 |
| PP |
1.1601 |
1.1601 |
| S1 |
1.1595 |
1.1595 |
|