CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1759 |
-0.0017 |
-0.1% |
1.1701 |
| High |
1.1783 |
1.1806 |
0.0024 |
0.2% |
1.1806 |
| Low |
1.1750 |
1.1738 |
-0.0012 |
-0.1% |
1.1698 |
| Close |
1.1755 |
1.1798 |
0.0043 |
0.4% |
1.1798 |
| Range |
0.0033 |
0.0069 |
0.0036 |
107.6% |
0.0109 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.5% |
0.0000 |
| Volume |
113,221 |
182,266 |
69,045 |
61.0% |
661,868 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1961 |
1.1836 |
|
| R3 |
1.1918 |
1.1892 |
1.1817 |
|
| R2 |
1.1849 |
1.1849 |
1.1811 |
|
| R1 |
1.1824 |
1.1824 |
1.1804 |
1.1836 |
| PP |
1.1781 |
1.1781 |
1.1781 |
1.1787 |
| S1 |
1.1755 |
1.1755 |
1.1792 |
1.1768 |
| S2 |
1.1712 |
1.1712 |
1.1785 |
|
| S3 |
1.1644 |
1.1687 |
1.1779 |
|
| S4 |
1.1575 |
1.1618 |
1.1760 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2054 |
1.1858 |
|
| R3 |
1.1984 |
1.1945 |
1.1828 |
|
| R2 |
1.1876 |
1.1876 |
1.1818 |
|
| R1 |
1.1837 |
1.1837 |
1.1808 |
1.1856 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1777 |
| S1 |
1.1728 |
1.1728 |
1.1788 |
1.1748 |
| S2 |
1.1659 |
1.1659 |
1.1778 |
|
| S3 |
1.1550 |
1.1620 |
1.1768 |
|
| S4 |
1.1442 |
1.1511 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1806 |
1.1698 |
0.0109 |
0.9% |
0.0049 |
0.4% |
93% |
True |
False |
132,373 |
| 10 |
1.1808 |
1.1669 |
0.0139 |
1.2% |
0.0050 |
0.4% |
93% |
False |
False |
128,716 |
| 20 |
1.1909 |
1.1669 |
0.0240 |
2.0% |
0.0049 |
0.4% |
54% |
False |
False |
128,608 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0055 |
0.5% |
52% |
False |
False |
148,164 |
| 60 |
1.2242 |
1.1669 |
0.0573 |
4.9% |
0.0058 |
0.5% |
23% |
False |
False |
156,415 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
21% |
False |
False |
118,287 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
21% |
False |
False |
94,738 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
21% |
False |
False |
79,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2097 |
|
2.618 |
1.1985 |
|
1.618 |
1.1917 |
|
1.000 |
1.1875 |
|
0.618 |
1.1848 |
|
HIGH |
1.1806 |
|
0.618 |
1.1780 |
|
0.500 |
1.1772 |
|
0.382 |
1.1764 |
|
LOW |
1.1738 |
|
0.618 |
1.1695 |
|
1.000 |
1.1669 |
|
1.618 |
1.1627 |
|
2.618 |
1.1558 |
|
4.250 |
1.1446 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1788 |
| PP |
1.1781 |
1.1778 |
| S1 |
1.1772 |
1.1768 |
|