CME Euro FX (E) Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1682 |
1.1700 |
0.0018 |
0.2% |
1.1737 |
| High |
1.1682 |
1.1731 |
0.0049 |
0.4% |
1.1809 |
| Low |
1.1682 |
1.1699 |
0.0018 |
0.1% |
1.1682 |
| Close |
1.1682 |
1.1731 |
0.0049 |
0.4% |
1.1682 |
| Range |
0.0000 |
0.0032 |
0.0032 |
|
0.0127 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.6% |
0.0000 |
| Volume |
0 |
45 |
45 |
|
462 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1804 |
1.1748 |
|
| R3 |
1.1783 |
1.1773 |
1.1739 |
|
| R2 |
1.1752 |
1.1752 |
1.1736 |
|
| R1 |
1.1741 |
1.1741 |
1.1733 |
1.1746 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1723 |
| S1 |
1.1710 |
1.1710 |
1.1728 |
1.1715 |
| S2 |
1.1689 |
1.1689 |
1.1725 |
|
| S3 |
1.1657 |
1.1678 |
1.1722 |
|
| S4 |
1.1626 |
1.1647 |
1.1713 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2020 |
1.1751 |
|
| R3 |
1.1978 |
1.1893 |
1.1716 |
|
| R2 |
1.1851 |
1.1851 |
1.1705 |
|
| R1 |
1.1766 |
1.1766 |
1.1693 |
1.1745 |
| PP |
1.1724 |
1.1724 |
1.1724 |
1.1713 |
| S1 |
1.1639 |
1.1639 |
1.1670 |
1.1618 |
| S2 |
1.1597 |
1.1597 |
1.1658 |
|
| S3 |
1.1470 |
1.1512 |
1.1647 |
|
| S4 |
1.1343 |
1.1385 |
1.1612 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1864 |
|
2.618 |
1.1813 |
|
1.618 |
1.1781 |
|
1.000 |
1.1762 |
|
0.618 |
1.1750 |
|
HIGH |
1.1731 |
|
0.618 |
1.1718 |
|
0.500 |
1.1715 |
|
0.382 |
1.1711 |
|
LOW |
1.1699 |
|
0.618 |
1.1680 |
|
1.000 |
1.1668 |
|
1.618 |
1.1648 |
|
2.618 |
1.1617 |
|
4.250 |
1.1565 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1725 |
1.1745 |
| PP |
1.1720 |
1.1740 |
| S1 |
1.1715 |
1.1735 |
|