CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1813 |
1.1843 |
0.0030 |
0.3% |
1.1701 |
| High |
1.1861 |
1.1878 |
0.0018 |
0.1% |
1.1806 |
| Low |
1.1796 |
1.1836 |
0.0040 |
0.3% |
1.1698 |
| Close |
1.1849 |
1.1877 |
0.0028 |
0.2% |
1.1798 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-34.9% |
0.0109 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
154,692 |
127,627 |
-27,065 |
-17.5% |
661,868 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1990 |
1.1975 |
1.1900 |
|
| R3 |
1.1948 |
1.1933 |
1.1888 |
|
| R2 |
1.1906 |
1.1906 |
1.1884 |
|
| R1 |
1.1891 |
1.1891 |
1.1880 |
1.1898 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1867 |
| S1 |
1.1849 |
1.1849 |
1.1873 |
1.1856 |
| S2 |
1.1822 |
1.1822 |
1.1869 |
|
| S3 |
1.1780 |
1.1807 |
1.1865 |
|
| S4 |
1.1738 |
1.1765 |
1.1853 |
|
|
| 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 |
1.1878 |
1.1738 |
0.0141 |
1.2% |
0.0051 |
0.4% |
99% |
True |
False |
149,696 |
| 10 |
1.1878 |
1.1669 |
0.0209 |
1.8% |
0.0047 |
0.4% |
99% |
True |
False |
134,078 |
| 20 |
1.1878 |
1.1669 |
0.0209 |
1.8% |
0.0049 |
0.4% |
99% |
True |
False |
133,137 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0052 |
0.4% |
83% |
False |
False |
142,511 |
| 60 |
1.2218 |
1.1669 |
0.0549 |
4.6% |
0.0058 |
0.5% |
38% |
False |
False |
157,443 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0060 |
0.5% |
33% |
False |
False |
125,331 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0061 |
0.5% |
33% |
False |
False |
100,392 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0061 |
0.5% |
33% |
False |
False |
83,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2057 |
|
2.618 |
1.1988 |
|
1.618 |
1.1946 |
|
1.000 |
1.1920 |
|
0.618 |
1.1904 |
|
HIGH |
1.1878 |
|
0.618 |
1.1862 |
|
0.500 |
1.1857 |
|
0.382 |
1.1852 |
|
LOW |
1.1836 |
|
0.618 |
1.1810 |
|
1.000 |
1.1794 |
|
1.618 |
1.1768 |
|
2.618 |
1.1726 |
|
4.250 |
1.1658 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1870 |
1.1863 |
| PP |
1.1864 |
1.1850 |
| S1 |
1.1857 |
1.1837 |
|