CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1819 |
1.1826 |
0.0007 |
0.1% |
1.1882 |
| High |
1.1843 |
1.1851 |
0.0008 |
0.1% |
1.1888 |
| Low |
1.1806 |
1.1810 |
0.0004 |
0.0% |
1.1803 |
| Close |
1.1831 |
1.1815 |
-0.0016 |
-0.1% |
1.1815 |
| Range |
0.0038 |
0.0042 |
0.0004 |
10.7% |
0.0085 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
318,034 |
318,034 |
0 |
0.0% |
1,478,772 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1950 |
1.1924 |
1.1838 |
|
| R3 |
1.1908 |
1.1882 |
1.1826 |
|
| R2 |
1.1867 |
1.1867 |
1.1823 |
|
| R1 |
1.1841 |
1.1841 |
1.1819 |
1.1833 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1821 |
| S1 |
1.1799 |
1.1799 |
1.1811 |
1.1792 |
| S2 |
1.1784 |
1.1784 |
1.1807 |
|
| S3 |
1.1742 |
1.1758 |
1.1804 |
|
| S4 |
1.1701 |
1.1716 |
1.1792 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.2038 |
1.1862 |
|
| R3 |
1.2005 |
1.1953 |
1.1838 |
|
| R2 |
1.1920 |
1.1920 |
1.1831 |
|
| R1 |
1.1868 |
1.1868 |
1.1823 |
1.1852 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1827 |
| S1 |
1.1783 |
1.1783 |
1.1807 |
1.1767 |
| S2 |
1.1750 |
1.1750 |
1.1799 |
|
| S3 |
1.1665 |
1.1698 |
1.1792 |
|
| S4 |
1.1580 |
1.1613 |
1.1768 |
|
|
| 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% |
11% |
False |
False |
331,457 |
| 10 |
1.1912 |
1.1738 |
0.0174 |
1.5% |
0.0047 |
0.4% |
45% |
False |
False |
240,576 |
| 20 |
1.1912 |
1.1669 |
0.0243 |
2.1% |
0.0049 |
0.4% |
60% |
False |
False |
182,632 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0050 |
0.4% |
58% |
False |
False |
164,718 |
| 60 |
1.2027 |
1.1669 |
0.0358 |
3.0% |
0.0055 |
0.5% |
41% |
False |
False |
167,750 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0058 |
0.5% |
23% |
False |
False |
145,961 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
23% |
False |
False |
116,945 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
23% |
False |
False |
97,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2027 |
|
2.618 |
1.1960 |
|
1.618 |
1.1918 |
|
1.000 |
1.1893 |
|
0.618 |
1.1877 |
|
HIGH |
1.1851 |
|
0.618 |
1.1835 |
|
0.500 |
1.1830 |
|
0.382 |
1.1825 |
|
LOW |
1.1810 |
|
0.618 |
1.1784 |
|
1.000 |
1.1768 |
|
1.618 |
1.1742 |
|
2.618 |
1.1701 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1830 |
1.1828 |
| PP |
1.1825 |
1.1823 |
| S1 |
1.1820 |
1.1819 |
|