CME Euro FX (E) Future June 2022
Trading Metrics calculated at close of trading on 23-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1.1344 |
1.1304 |
-0.0040 |
-0.3% |
1.1508 |
High |
1.1344 |
1.1327 |
-0.0017 |
-0.1% |
1.1508 |
Low |
1.1291 |
1.1301 |
0.0010 |
0.1% |
1.1306 |
Close |
1.1291 |
1.1310 |
0.0019 |
0.2% |
1.1346 |
Range |
0.0053 |
0.0026 |
-0.0027 |
-50.5% |
0.0202 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
82 |
103 |
21 |
25.6% |
849 |
|
Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1391 |
1.1376 |
1.1324 |
|
R3 |
1.1365 |
1.1350 |
1.1317 |
|
R2 |
1.1339 |
1.1339 |
1.1314 |
|
R1 |
1.1324 |
1.1324 |
1.1312 |
1.1331 |
PP |
1.1313 |
1.1313 |
1.1313 |
1.1316 |
S1 |
1.1298 |
1.1298 |
1.1307 |
1.1305 |
S2 |
1.1287 |
1.1287 |
1.1305 |
|
S3 |
1.1261 |
1.1272 |
1.1302 |
|
S4 |
1.1235 |
1.1246 |
1.1295 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1991 |
1.1870 |
1.1457 |
|
R3 |
1.1790 |
1.1669 |
1.1401 |
|
R2 |
1.1588 |
1.1588 |
1.1383 |
|
R1 |
1.1467 |
1.1467 |
1.1364 |
1.1427 |
PP |
1.1387 |
1.1387 |
1.1387 |
1.1366 |
S1 |
1.1266 |
1.1266 |
1.1328 |
1.1225 |
S2 |
1.1185 |
1.1185 |
1.1309 |
|
S3 |
1.0984 |
1.1064 |
1.1291 |
|
S4 |
1.0782 |
1.0863 |
1.1235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1428 |
1.1291 |
0.0137 |
1.2% |
0.0055 |
0.5% |
14% |
False |
False |
126 |
10 |
1.1635 |
1.1291 |
0.0344 |
3.0% |
0.0059 |
0.5% |
5% |
False |
False |
141 |
20 |
1.1750 |
1.1291 |
0.0459 |
4.1% |
0.0052 |
0.5% |
4% |
False |
False |
112 |
40 |
1.1750 |
1.1291 |
0.0459 |
4.1% |
0.0038 |
0.3% |
4% |
False |
False |
81 |
60 |
1.1975 |
1.1291 |
0.0684 |
6.0% |
0.0037 |
0.3% |
3% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1438 |
2.618 |
1.1395 |
1.618 |
1.1369 |
1.000 |
1.1353 |
0.618 |
1.1343 |
HIGH |
1.1327 |
0.618 |
1.1317 |
0.500 |
1.1314 |
0.382 |
1.1311 |
LOW |
1.1301 |
0.618 |
1.1285 |
1.000 |
1.1275 |
1.618 |
1.1259 |
2.618 |
1.1233 |
4.250 |
1.1191 |
|
|
Fisher Pivots for day following 23-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1314 |
1.1352 |
PP |
1.1313 |
1.1338 |
S1 |
1.1311 |
1.1324 |
|