CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1737 |
1.1803 |
0.0067 |
0.6% |
1.1767 |
| High |
1.1812 |
1.1808 |
-0.0004 |
0.0% |
1.1812 |
| Low |
1.1736 |
1.1774 |
0.0038 |
0.3% |
1.1713 |
| Close |
1.1802 |
1.1782 |
-0.0020 |
-0.2% |
1.1802 |
| Range |
0.0076 |
0.0034 |
-0.0042 |
-55.6% |
0.0099 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
141,969 |
100,012 |
-41,957 |
-29.6% |
642,130 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1868 |
1.1800 |
|
| R3 |
1.1855 |
1.1835 |
1.1791 |
|
| R2 |
1.1821 |
1.1821 |
1.1788 |
|
| R1 |
1.1801 |
1.1801 |
1.1785 |
1.1795 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1784 |
| S1 |
1.1768 |
1.1768 |
1.1778 |
1.1761 |
| S2 |
1.1754 |
1.1754 |
1.1775 |
|
| S3 |
1.1721 |
1.1734 |
1.1772 |
|
| S4 |
1.1687 |
1.1701 |
1.1763 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.2035 |
1.1856 |
|
| R3 |
1.1972 |
1.1936 |
1.1829 |
|
| R2 |
1.1874 |
1.1874 |
1.1820 |
|
| R1 |
1.1838 |
1.1838 |
1.1811 |
1.1856 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1784 |
| S1 |
1.1739 |
1.1739 |
1.1792 |
1.1757 |
| S2 |
1.1677 |
1.1677 |
1.1783 |
|
| S3 |
1.1578 |
1.1641 |
1.1774 |
|
| S4 |
1.1480 |
1.1542 |
1.1747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1812 |
1.1713 |
0.0099 |
0.8% |
0.0043 |
0.4% |
70% |
False |
False |
121,971 |
| 10 |
1.1909 |
1.1713 |
0.0196 |
1.7% |
0.0047 |
0.4% |
35% |
False |
False |
127,694 |
| 20 |
1.1919 |
1.1713 |
0.0206 |
1.7% |
0.0051 |
0.4% |
33% |
False |
False |
141,567 |
| 40 |
1.1995 |
1.1713 |
0.0282 |
2.4% |
0.0056 |
0.5% |
24% |
False |
False |
153,039 |
| 60 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0061 |
0.5% |
12% |
False |
False |
137,705 |
| 80 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0063 |
0.5% |
12% |
False |
False |
103,533 |
| 100 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0062 |
0.5% |
12% |
False |
False |
82,905 |
| 120 |
1.2295 |
1.1713 |
0.0582 |
4.9% |
0.0064 |
0.5% |
12% |
False |
False |
69,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1950 |
|
2.618 |
1.1895 |
|
1.618 |
1.1862 |
|
1.000 |
1.1841 |
|
0.618 |
1.1828 |
|
HIGH |
1.1808 |
|
0.618 |
1.1795 |
|
0.500 |
1.1791 |
|
0.382 |
1.1787 |
|
LOW |
1.1774 |
|
0.618 |
1.1753 |
|
1.000 |
1.1741 |
|
1.618 |
1.1720 |
|
2.618 |
1.1686 |
|
4.250 |
1.1632 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1791 |
1.1778 |
| PP |
1.1788 |
1.1774 |
| S1 |
1.1785 |
1.1771 |
|