CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1721 |
1.1748 |
0.0027 |
0.2% |
1.1706 |
| High |
1.1721 |
1.1748 |
0.0027 |
0.2% |
1.1777 |
| Low |
1.1721 |
1.1711 |
-0.0010 |
-0.1% |
1.1706 |
| Close |
1.1721 |
1.1734 |
0.0013 |
0.1% |
1.1759 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0072 |
| ATR |
0.0029 |
0.0030 |
0.0001 |
1.8% |
0.0000 |
| Volume |
128 |
30 |
-98 |
-76.6% |
78 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1825 |
1.1754 |
|
| R3 |
1.1805 |
1.1788 |
1.1744 |
|
| R2 |
1.1768 |
1.1768 |
1.1740 |
|
| R1 |
1.1751 |
1.1751 |
1.1737 |
1.1741 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1726 |
| S1 |
1.1714 |
1.1714 |
1.1730 |
1.1704 |
| S2 |
1.1694 |
1.1694 |
1.1727 |
|
| S3 |
1.1657 |
1.1677 |
1.1723 |
|
| S4 |
1.1620 |
1.1640 |
1.1713 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1932 |
1.1798 |
|
| R3 |
1.1890 |
1.1860 |
1.1779 |
|
| R2 |
1.1819 |
1.1819 |
1.1772 |
|
| R1 |
1.1789 |
1.1789 |
1.1766 |
1.1804 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1755 |
| S1 |
1.1717 |
1.1717 |
1.1752 |
1.1732 |
| S2 |
1.1676 |
1.1676 |
1.1746 |
|
| S3 |
1.1604 |
1.1646 |
1.1739 |
|
| S4 |
1.1533 |
1.1574 |
1.1720 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1905 |
|
2.618 |
1.1845 |
|
1.618 |
1.1808 |
|
1.000 |
1.1785 |
|
0.618 |
1.1771 |
|
HIGH |
1.1748 |
|
0.618 |
1.1734 |
|
0.500 |
1.1730 |
|
0.382 |
1.1725 |
|
LOW |
1.1711 |
|
0.618 |
1.1688 |
|
1.000 |
1.1674 |
|
1.618 |
1.1651 |
|
2.618 |
1.1614 |
|
4.250 |
1.1554 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1732 |
1.1732 |
| PP |
1.1731 |
1.1731 |
| S1 |
1.1730 |
1.1730 |
|