CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1819 |
-0.0028 |
-0.2% |
1.1801 |
| High |
1.1852 |
1.1843 |
-0.0009 |
-0.1% |
1.1912 |
| Low |
1.1803 |
1.1806 |
0.0003 |
0.0% |
1.1786 |
| Close |
1.1826 |
1.1831 |
0.0005 |
0.0% |
1.1893 |
| Range |
0.0049 |
0.0038 |
-0.0012 |
-23.5% |
0.0126 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
504,047 |
318,034 |
-186,013 |
-36.9% |
744,731 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1939 |
1.1922 |
1.1851 |
|
| R3 |
1.1901 |
1.1885 |
1.1841 |
|
| R2 |
1.1864 |
1.1864 |
1.1837 |
|
| R1 |
1.1847 |
1.1847 |
1.1834 |
1.1856 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1831 |
| S1 |
1.1810 |
1.1810 |
1.1827 |
1.1818 |
| S2 |
1.1789 |
1.1789 |
1.1824 |
|
| S3 |
1.1751 |
1.1772 |
1.1820 |
|
| S4 |
1.1714 |
1.1735 |
1.1810 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2240 |
1.2192 |
1.1962 |
|
| R3 |
1.2114 |
1.2066 |
1.1927 |
|
| R2 |
1.1989 |
1.1989 |
1.1916 |
|
| R1 |
1.1941 |
1.1941 |
1.1904 |
1.1965 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1875 |
| S1 |
1.1815 |
1.1815 |
1.1881 |
1.1839 |
| S2 |
1.1738 |
1.1738 |
1.1869 |
|
| S3 |
1.1612 |
1.1690 |
1.1858 |
|
| S4 |
1.1487 |
1.1564 |
1.1823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1912 |
1.1803 |
0.0109 |
0.9% |
0.0044 |
0.4% |
25% |
False |
False |
293,376 |
| 10 |
1.1912 |
1.1738 |
0.0174 |
1.5% |
0.0047 |
0.4% |
53% |
False |
False |
220,095 |
| 20 |
1.1912 |
1.1669 |
0.0243 |
2.0% |
0.0048 |
0.4% |
67% |
False |
False |
172,344 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0050 |
0.4% |
65% |
False |
False |
159,955 |
| 60 |
1.2156 |
1.1669 |
0.0487 |
4.1% |
0.0057 |
0.5% |
33% |
False |
False |
165,881 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0059 |
0.5% |
26% |
False |
False |
142,000 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
26% |
False |
False |
113,770 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
26% |
False |
False |
94,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2002 |
|
2.618 |
1.1941 |
|
1.618 |
1.1904 |
|
1.000 |
1.1881 |
|
0.618 |
1.1866 |
|
HIGH |
1.1843 |
|
0.618 |
1.1829 |
|
0.500 |
1.1824 |
|
0.382 |
1.1820 |
|
LOW |
1.1806 |
|
0.618 |
1.1782 |
|
1.000 |
1.1768 |
|
1.618 |
1.1745 |
|
2.618 |
1.1707 |
|
4.250 |
1.1646 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1846 |
| PP |
1.1826 |
1.1841 |
| S1 |
1.1824 |
1.1836 |
|