CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1747 |
1.1728 |
-0.0020 |
-0.2% |
1.1876 |
| High |
1.1751 |
1.1762 |
0.0012 |
0.1% |
1.1909 |
| Low |
1.1717 |
1.1713 |
-0.0004 |
0.0% |
1.1762 |
| Close |
1.1730 |
1.1746 |
0.0016 |
0.1% |
1.1766 |
| Range |
0.0034 |
0.0049 |
0.0016 |
46.3% |
0.0147 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
115,416 |
140,171 |
24,755 |
21.4% |
642,862 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1865 |
1.1772 |
|
| R3 |
1.1838 |
1.1816 |
1.1759 |
|
| R2 |
1.1789 |
1.1789 |
1.1754 |
|
| R1 |
1.1767 |
1.1767 |
1.1750 |
1.1778 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1746 |
| S1 |
1.1718 |
1.1718 |
1.1741 |
1.1729 |
| S2 |
1.1691 |
1.1691 |
1.1737 |
|
| S3 |
1.1642 |
1.1669 |
1.1732 |
|
| S4 |
1.1593 |
1.1620 |
1.1719 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2156 |
1.1846 |
|
| R3 |
1.2106 |
1.2009 |
1.1806 |
|
| R2 |
1.1959 |
1.1959 |
1.1792 |
|
| R1 |
1.1862 |
1.1862 |
1.1779 |
1.1837 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1800 |
| S1 |
1.1715 |
1.1715 |
1.1752 |
1.1690 |
| S2 |
1.1665 |
1.1665 |
1.1739 |
|
| S3 |
1.1518 |
1.1568 |
1.1725 |
|
| S4 |
1.1371 |
1.1421 |
1.1685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1866 |
1.1713 |
0.0153 |
1.3% |
0.0046 |
0.4% |
21% |
False |
True |
135,229 |
| 10 |
1.1919 |
1.1713 |
0.0206 |
1.8% |
0.0048 |
0.4% |
16% |
False |
True |
134,485 |
| 20 |
1.1919 |
1.1713 |
0.0206 |
1.8% |
0.0052 |
0.4% |
16% |
False |
True |
147,567 |
| 40 |
1.2156 |
1.1713 |
0.0443 |
3.8% |
0.0061 |
0.5% |
7% |
False |
True |
162,649 |
| 60 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0062 |
0.5% |
6% |
False |
True |
131,886 |
| 80 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0063 |
0.5% |
6% |
False |
True |
99,126 |
| 100 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0063 |
0.5% |
6% |
False |
True |
79,374 |
| 120 |
1.2295 |
1.1713 |
0.0582 |
5.0% |
0.0064 |
0.5% |
6% |
False |
True |
66,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1970 |
|
2.618 |
1.1890 |
|
1.618 |
1.1841 |
|
1.000 |
1.1811 |
|
0.618 |
1.1792 |
|
HIGH |
1.1762 |
|
0.618 |
1.1743 |
|
0.500 |
1.1738 |
|
0.382 |
1.1732 |
|
LOW |
1.1713 |
|
0.618 |
1.1683 |
|
1.000 |
1.1664 |
|
1.618 |
1.1634 |
|
2.618 |
1.1585 |
|
4.250 |
1.1505 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1743 |
1.1745 |
| PP |
1.1740 |
1.1745 |
| S1 |
1.1738 |
1.1745 |
|