CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1714 |
1.1682 |
-0.0032 |
-0.3% |
1.1803 |
| High |
1.1721 |
1.1710 |
-0.0012 |
-0.1% |
1.1808 |
| Low |
1.1671 |
1.1669 |
-0.0002 |
0.0% |
1.1669 |
| Close |
1.1681 |
1.1702 |
0.0021 |
0.2% |
1.1702 |
| Range |
0.0051 |
0.0041 |
-0.0010 |
-19.8% |
0.0139 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
134,972 |
112,699 |
-22,273 |
-16.5% |
625,300 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1799 |
1.1724 |
|
| R3 |
1.1774 |
1.1758 |
1.1713 |
|
| R2 |
1.1734 |
1.1734 |
1.1709 |
|
| R1 |
1.1718 |
1.1718 |
1.1705 |
1.1726 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1697 |
| S1 |
1.1677 |
1.1677 |
1.1698 |
1.1685 |
| S2 |
1.1653 |
1.1653 |
1.1694 |
|
| S3 |
1.1612 |
1.1637 |
1.1690 |
|
| S4 |
1.1572 |
1.1596 |
1.1679 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2060 |
1.1778 |
|
| R3 |
1.2003 |
1.1922 |
1.1740 |
|
| R2 |
1.1865 |
1.1865 |
1.1727 |
|
| R1 |
1.1783 |
1.1783 |
1.1714 |
1.1755 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1712 |
| S1 |
1.1645 |
1.1645 |
1.1689 |
1.1616 |
| S2 |
1.1588 |
1.1588 |
1.1676 |
|
| S3 |
1.1449 |
1.1506 |
1.1663 |
|
| S4 |
1.1311 |
1.1368 |
1.1625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1808 |
1.1669 |
0.0139 |
1.2% |
0.0050 |
0.4% |
23% |
False |
True |
125,060 |
| 10 |
1.1812 |
1.1669 |
0.0143 |
1.2% |
0.0047 |
0.4% |
23% |
False |
True |
126,743 |
| 20 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0052 |
0.4% |
13% |
False |
True |
135,666 |
| 40 |
1.1995 |
1.1669 |
0.0326 |
2.8% |
0.0056 |
0.5% |
10% |
False |
True |
150,143 |
| 60 |
1.2279 |
1.1669 |
0.0610 |
5.2% |
0.0060 |
0.5% |
5% |
False |
True |
146,261 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
5% |
False |
True |
110,069 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
5% |
False |
True |
88,137 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0063 |
0.5% |
5% |
False |
True |
73,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1882 |
|
2.618 |
1.1816 |
|
1.618 |
1.1775 |
|
1.000 |
1.1750 |
|
0.618 |
1.1735 |
|
HIGH |
1.1710 |
|
0.618 |
1.1694 |
|
0.500 |
1.1689 |
|
0.382 |
1.1684 |
|
LOW |
1.1669 |
|
0.618 |
1.1644 |
|
1.000 |
1.1629 |
|
1.618 |
1.1603 |
|
2.618 |
1.1563 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1697 |
1.1709 |
| PP |
1.1693 |
1.1707 |
| S1 |
1.1689 |
1.1704 |
|