CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1761 |
1.1763 |
0.0002 |
0.0% |
1.1673 |
| High |
1.1761 |
1.1777 |
0.0016 |
0.1% |
1.1725 |
| Low |
1.1761 |
1.1763 |
0.0002 |
0.0% |
1.1644 |
| Close |
1.1761 |
1.1777 |
0.0016 |
0.1% |
1.1725 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0081 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.6% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
216 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1810 |
1.1785 |
|
| R3 |
1.1800 |
1.1796 |
1.1781 |
|
| R2 |
1.1786 |
1.1786 |
1.1780 |
|
| R1 |
1.1782 |
1.1782 |
1.1778 |
1.1784 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1774 |
| S1 |
1.1768 |
1.1768 |
1.1776 |
1.1770 |
| S2 |
1.1758 |
1.1758 |
1.1774 |
|
| S3 |
1.1744 |
1.1754 |
1.1773 |
|
| S4 |
1.1730 |
1.1740 |
1.1769 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1941 |
1.1914 |
1.1770 |
|
| R3 |
1.1860 |
1.1833 |
1.1747 |
|
| R2 |
1.1779 |
1.1779 |
1.1740 |
|
| R1 |
1.1752 |
1.1752 |
1.1732 |
1.1766 |
| PP |
1.1698 |
1.1698 |
1.1698 |
1.1705 |
| S1 |
1.1671 |
1.1671 |
1.1718 |
1.1685 |
| S2 |
1.1617 |
1.1617 |
1.1710 |
|
| S3 |
1.1536 |
1.1590 |
1.1703 |
|
| S4 |
1.1455 |
1.1509 |
1.1680 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1837 |
|
2.618 |
1.1814 |
|
1.618 |
1.1800 |
|
1.000 |
1.1791 |
|
0.618 |
1.1786 |
|
HIGH |
1.1777 |
|
0.618 |
1.1772 |
|
0.500 |
1.1770 |
|
0.382 |
1.1768 |
|
LOW |
1.1763 |
|
0.618 |
1.1754 |
|
1.000 |
1.1749 |
|
1.618 |
1.1740 |
|
2.618 |
1.1726 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1775 |
1.1765 |
| PP |
1.1772 |
1.1753 |
| S1 |
1.1770 |
1.1741 |
|