CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1305 |
-0.0100 |
-0.9% |
1.1477 |
| High |
1.1405 |
1.1322 |
-0.0083 |
-0.7% |
1.1496 |
| Low |
1.1284 |
1.1266 |
-0.0018 |
-0.2% |
1.1284 |
| Close |
1.1323 |
1.1267 |
-0.0056 |
-0.5% |
1.1323 |
| Range |
0.0122 |
0.0057 |
-0.0065 |
-53.5% |
0.0213 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,769 |
2,461 |
692 |
39.1% |
10,321 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1417 |
1.1298 |
|
| R3 |
1.1398 |
1.1360 |
1.1282 |
|
| R2 |
1.1341 |
1.1341 |
1.1277 |
|
| R1 |
1.1304 |
1.1304 |
1.1272 |
1.1294 |
| PP |
1.1285 |
1.1285 |
1.1285 |
1.1280 |
| S1 |
1.1247 |
1.1247 |
1.1261 |
1.1238 |
| S2 |
1.1228 |
1.1228 |
1.1256 |
|
| S3 |
1.1172 |
1.1191 |
1.1251 |
|
| S4 |
1.1115 |
1.1134 |
1.1235 |
|
|
| 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 |
1.1418 |
1.1266 |
0.0152 |
1.3% |
0.0076 |
0.7% |
1% |
False |
True |
2,090 |
| 10 |
1.1645 |
1.1266 |
0.0379 |
3.4% |
0.0070 |
0.6% |
0% |
False |
True |
1,773 |
| 20 |
1.1732 |
1.1266 |
0.0466 |
4.1% |
0.0069 |
0.6% |
0% |
False |
True |
1,332 |
| 40 |
1.1746 |
1.1266 |
0.0481 |
4.3% |
0.0057 |
0.5% |
0% |
False |
True |
948 |
| 60 |
1.1956 |
1.1266 |
0.0691 |
6.1% |
0.0054 |
0.5% |
0% |
False |
True |
762 |
| 80 |
1.1956 |
1.1266 |
0.0691 |
6.1% |
0.0051 |
0.5% |
0% |
False |
True |
578 |
| 100 |
1.1965 |
1.1266 |
0.0699 |
6.2% |
0.0052 |
0.5% |
0% |
False |
True |
469 |
| 120 |
1.2286 |
1.1266 |
0.1021 |
9.1% |
0.0053 |
0.5% |
0% |
False |
True |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1562 |
|
2.618 |
1.1470 |
|
1.618 |
1.1413 |
|
1.000 |
1.1379 |
|
0.618 |
1.1357 |
|
HIGH |
1.1322 |
|
0.618 |
1.1300 |
|
0.500 |
1.1294 |
|
0.382 |
1.1287 |
|
LOW |
1.1266 |
|
0.618 |
1.1231 |
|
1.000 |
1.1209 |
|
1.618 |
1.1174 |
|
2.618 |
1.1118 |
|
4.250 |
1.1025 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1337 |
| PP |
1.1285 |
1.1313 |
| S1 |
1.1276 |
1.1290 |
|