CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1762 |
1.1776 |
0.0014 |
0.1% |
1.1803 |
| High |
1.1779 |
1.1783 |
0.0004 |
0.0% |
1.1808 |
| Low |
1.1731 |
1.1750 |
0.0019 |
0.2% |
1.1669 |
| Close |
1.1776 |
1.1755 |
-0.0021 |
-0.2% |
1.1702 |
| Range |
0.0049 |
0.0033 |
-0.0016 |
-32.0% |
0.0139 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
120,592 |
113,221 |
-7,371 |
-6.1% |
625,300 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1841 |
1.1773 |
|
| R3 |
1.1828 |
1.1808 |
1.1764 |
|
| R2 |
1.1795 |
1.1795 |
1.1761 |
|
| R1 |
1.1775 |
1.1775 |
1.1758 |
1.1769 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1759 |
| S1 |
1.1742 |
1.1742 |
1.1752 |
1.1736 |
| S2 |
1.1729 |
1.1729 |
1.1749 |
|
| S3 |
1.1696 |
1.1709 |
1.1746 |
|
| S4 |
1.1663 |
1.1676 |
1.1737 |
|
|
| 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 |
1.1783 |
1.1669 |
0.0114 |
1.0% |
0.0043 |
0.4% |
76% |
True |
False |
118,460 |
| 10 |
1.1812 |
1.1669 |
0.0143 |
1.2% |
0.0050 |
0.4% |
60% |
False |
False |
124,687 |
| 20 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0048 |
0.4% |
34% |
False |
False |
127,690 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0055 |
0.5% |
34% |
False |
False |
147,468 |
| 60 |
1.2242 |
1.1669 |
0.0573 |
4.9% |
0.0059 |
0.5% |
15% |
False |
False |
153,769 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
14% |
False |
False |
116,021 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
14% |
False |
False |
92,917 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
14% |
False |
False |
77,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1923 |
|
2.618 |
1.1869 |
|
1.618 |
1.1836 |
|
1.000 |
1.1816 |
|
0.618 |
1.1803 |
|
HIGH |
1.1783 |
|
0.618 |
1.1770 |
|
0.500 |
1.1766 |
|
0.382 |
1.1762 |
|
LOW |
1.1750 |
|
0.618 |
1.1729 |
|
1.000 |
1.1717 |
|
1.618 |
1.1696 |
|
2.618 |
1.1663 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1766 |
1.1757 |
| PP |
1.1762 |
1.1756 |
| S1 |
1.1759 |
1.1756 |
|