CME Euro FX (E) Future June 2022
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1508 |
0.0008 |
0.1% |
1.1625 |
| High |
1.1519 |
1.1508 |
-0.0011 |
-0.1% |
1.1661 |
| Low |
1.1493 |
1.1419 |
-0.0075 |
-0.6% |
1.1493 |
| Close |
1.1503 |
1.1444 |
-0.0059 |
-0.5% |
1.1503 |
| Range |
0.0026 |
0.0089 |
0.0064 |
249.0% |
0.0168 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.5% |
0.0000 |
| Volume |
76 |
80 |
4 |
5.3% |
429 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1724 |
1.1673 |
1.1492 |
|
| R3 |
1.1635 |
1.1584 |
1.1468 |
|
| R2 |
1.1546 |
1.1546 |
1.1460 |
|
| R1 |
1.1495 |
1.1495 |
1.1452 |
1.1476 |
| PP |
1.1457 |
1.1457 |
1.1457 |
1.1447 |
| S1 |
1.1406 |
1.1406 |
1.1435 |
1.1387 |
| S2 |
1.1368 |
1.1368 |
1.1427 |
|
| S3 |
1.1279 |
1.1317 |
1.1419 |
|
| S4 |
1.1190 |
1.1228 |
1.1395 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.1947 |
1.1595 |
|
| R3 |
1.1888 |
1.1779 |
1.1549 |
|
| R2 |
1.1720 |
1.1720 |
1.1533 |
|
| R1 |
1.1611 |
1.1611 |
1.1518 |
1.1582 |
| PP |
1.1552 |
1.1552 |
1.1552 |
1.1537 |
| S1 |
1.1443 |
1.1443 |
1.1487 |
1.1414 |
| S2 |
1.1384 |
1.1384 |
1.1472 |
|
| S3 |
1.1216 |
1.1275 |
1.1456 |
|
| S4 |
1.1048 |
1.1107 |
1.1410 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1741 |
|
1.618 |
1.1652 |
|
1.000 |
1.1597 |
|
0.618 |
1.1563 |
|
HIGH |
1.1508 |
|
0.618 |
1.1474 |
|
0.500 |
1.1463 |
|
0.382 |
1.1452 |
|
LOW |
1.1419 |
|
0.618 |
1.1363 |
|
1.000 |
1.1330 |
|
1.618 |
1.1274 |
|
2.618 |
1.1185 |
|
4.250 |
1.1040 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1463 |
1.1480 |
| PP |
1.1457 |
1.1468 |
| S1 |
1.1450 |
1.1456 |
|