CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1351 |
1.1405 |
0.0054 |
0.5% |
1.1477 |
| High |
1.1408 |
1.1405 |
-0.0003 |
0.0% |
1.1496 |
| Low |
1.1350 |
1.1284 |
-0.0066 |
-0.6% |
1.1284 |
| Close |
1.1404 |
1.1323 |
-0.0082 |
-0.7% |
1.1323 |
| Range |
0.0058 |
0.0122 |
0.0064 |
109.5% |
0.0213 |
| ATR |
0.0061 |
0.0066 |
0.0004 |
7.0% |
0.0000 |
| Volume |
2,331 |
1,769 |
-562 |
-24.1% |
10,321 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1702 |
1.1634 |
1.1389 |
|
| R3 |
1.1580 |
1.1512 |
1.1356 |
|
| R2 |
1.1459 |
1.1459 |
1.1345 |
|
| R1 |
1.1391 |
1.1391 |
1.1334 |
1.1364 |
| PP |
1.1337 |
1.1337 |
1.1337 |
1.1324 |
| S1 |
1.1269 |
1.1269 |
1.1311 |
1.1242 |
| S2 |
1.1216 |
1.1216 |
1.1300 |
|
| S3 |
1.1094 |
1.1148 |
1.1289 |
|
| S4 |
1.0973 |
1.1026 |
1.1256 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1876 |
1.1439 |
|
| R3 |
1.1792 |
1.1664 |
1.1381 |
|
| R2 |
1.1580 |
1.1580 |
1.1361 |
|
| R1 |
1.1451 |
1.1451 |
1.1342 |
1.1409 |
| PP |
1.1367 |
1.1367 |
1.1367 |
1.1346 |
| S1 |
1.1239 |
1.1239 |
1.1303 |
1.1197 |
| S2 |
1.1155 |
1.1155 |
1.1284 |
|
| S3 |
1.0942 |
1.1026 |
1.1264 |
|
| S4 |
1.0730 |
1.0814 |
1.1206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1496 |
1.1284 |
0.0213 |
1.9% |
0.0086 |
0.8% |
18% |
False |
True |
2,064 |
| 10 |
1.1645 |
1.1284 |
0.0361 |
3.2% |
0.0069 |
0.6% |
11% |
False |
True |
1,621 |
| 20 |
1.1732 |
1.1284 |
0.0448 |
4.0% |
0.0069 |
0.6% |
9% |
False |
True |
1,243 |
| 40 |
1.1768 |
1.1284 |
0.0485 |
4.3% |
0.0057 |
0.5% |
8% |
False |
True |
892 |
| 60 |
1.1956 |
1.1284 |
0.0673 |
5.9% |
0.0054 |
0.5% |
6% |
False |
True |
721 |
| 80 |
1.1965 |
1.1284 |
0.0681 |
6.0% |
0.0051 |
0.4% |
6% |
False |
True |
547 |
| 100 |
1.1965 |
1.1284 |
0.0681 |
6.0% |
0.0052 |
0.5% |
6% |
False |
True |
444 |
| 120 |
1.2286 |
1.1284 |
0.1003 |
8.9% |
0.0053 |
0.5% |
4% |
False |
True |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1921 |
|
2.618 |
1.1723 |
|
1.618 |
1.1602 |
|
1.000 |
1.1527 |
|
0.618 |
1.1480 |
|
HIGH |
1.1405 |
|
0.618 |
1.1359 |
|
0.500 |
1.1344 |
|
0.382 |
1.1330 |
|
LOW |
1.1284 |
|
0.618 |
1.1208 |
|
1.000 |
1.1162 |
|
1.618 |
1.1087 |
|
2.618 |
1.0965 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1344 |
1.1346 |
| PP |
1.1337 |
1.1338 |
| S1 |
1.1330 |
1.1330 |
|