CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1477 |
1.1406 |
-0.0071 |
-0.6% |
1.1596 |
| High |
1.1496 |
1.1418 |
-0.0079 |
-0.7% |
1.1645 |
| Low |
1.1391 |
1.1343 |
-0.0048 |
-0.4% |
1.1470 |
| Close |
1.1419 |
1.1350 |
-0.0069 |
-0.6% |
1.1478 |
| Range |
0.0105 |
0.0075 |
-0.0031 |
-29.0% |
0.0175 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2,328 |
1,036 |
-1,292 |
-55.5% |
5,896 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1594 |
1.1546 |
1.1391 |
|
| R3 |
1.1519 |
1.1472 |
1.1370 |
|
| R2 |
1.1445 |
1.1445 |
1.1364 |
|
| R1 |
1.1397 |
1.1397 |
1.1357 |
1.1384 |
| PP |
1.1370 |
1.1370 |
1.1370 |
1.1363 |
| S1 |
1.1323 |
1.1323 |
1.1343 |
1.1309 |
| S2 |
1.1296 |
1.1296 |
1.1336 |
|
| S3 |
1.1221 |
1.1248 |
1.1330 |
|
| S4 |
1.1147 |
1.1174 |
1.1309 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1941 |
1.1574 |
|
| R3 |
1.1880 |
1.1766 |
1.1526 |
|
| R2 |
1.1705 |
1.1705 |
1.1510 |
|
| R1 |
1.1592 |
1.1592 |
1.1494 |
1.1561 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1516 |
| S1 |
1.1417 |
1.1417 |
1.1462 |
1.1387 |
| S2 |
1.1356 |
1.1356 |
1.1446 |
|
| S3 |
1.1182 |
1.1243 |
1.1430 |
|
| S4 |
1.1007 |
1.1068 |
1.1382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1628 |
1.1343 |
0.0285 |
2.5% |
0.0072 |
0.6% |
2% |
False |
True |
1,527 |
| 10 |
1.1652 |
1.1343 |
0.0309 |
2.7% |
0.0064 |
0.6% |
2% |
False |
True |
1,241 |
| 20 |
1.1732 |
1.1343 |
0.0389 |
3.4% |
0.0063 |
0.6% |
2% |
False |
True |
975 |
| 40 |
1.1800 |
1.1343 |
0.0457 |
4.0% |
0.0055 |
0.5% |
2% |
False |
True |
749 |
| 60 |
1.1956 |
1.1343 |
0.0613 |
5.4% |
0.0052 |
0.5% |
1% |
False |
True |
606 |
| 80 |
1.1965 |
1.1343 |
0.0622 |
5.5% |
0.0050 |
0.4% |
1% |
False |
True |
461 |
| 100 |
1.2010 |
1.1343 |
0.0667 |
5.9% |
0.0051 |
0.4% |
1% |
False |
True |
375 |
| 120 |
1.2318 |
1.1343 |
0.0975 |
8.6% |
0.0052 |
0.5% |
1% |
False |
True |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1734 |
|
2.618 |
1.1613 |
|
1.618 |
1.1538 |
|
1.000 |
1.1492 |
|
0.618 |
1.1464 |
|
HIGH |
1.1418 |
|
0.618 |
1.1389 |
|
0.500 |
1.1380 |
|
0.382 |
1.1371 |
|
LOW |
1.1343 |
|
0.618 |
1.1297 |
|
1.000 |
1.1269 |
|
1.618 |
1.1222 |
|
2.618 |
1.1148 |
|
4.250 |
1.1026 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1380 |
1.1420 |
| PP |
1.1370 |
1.1397 |
| S1 |
1.1360 |
1.1373 |
|