CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1763 |
1.1822 |
0.0059 |
0.5% |
1.1785 |
| High |
1.1832 |
1.1828 |
-0.0004 |
0.0% |
1.1832 |
| Low |
1.1761 |
1.1796 |
0.0035 |
0.3% |
1.1735 |
| Close |
1.1823 |
1.1803 |
-0.0020 |
-0.2% |
1.1823 |
| Range |
0.0071 |
0.0033 |
-0.0039 |
-54.2% |
0.0097 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
878 |
503 |
-375 |
-42.7% |
3,633 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1887 |
1.1820 |
|
| R3 |
1.1874 |
1.1854 |
1.1811 |
|
| R2 |
1.1841 |
1.1841 |
1.1808 |
|
| R1 |
1.1822 |
1.1822 |
1.1805 |
1.1815 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1805 |
| S1 |
1.1789 |
1.1789 |
1.1800 |
1.1783 |
| S2 |
1.1776 |
1.1776 |
1.1797 |
|
| S3 |
1.1744 |
1.1757 |
1.1794 |
|
| S4 |
1.1711 |
1.1724 |
1.1785 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2088 |
1.2052 |
1.1876 |
|
| R3 |
1.1991 |
1.1955 |
1.1849 |
|
| R2 |
1.1894 |
1.1894 |
1.1840 |
|
| R1 |
1.1858 |
1.1858 |
1.1831 |
1.1876 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1805 |
| S1 |
1.1761 |
1.1761 |
1.1814 |
1.1779 |
| S2 |
1.1700 |
1.1700 |
1.1805 |
|
| S3 |
1.1603 |
1.1664 |
1.1796 |
|
| S4 |
1.1506 |
1.1567 |
1.1769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1832 |
1.1735 |
0.0097 |
0.8% |
0.0042 |
0.4% |
70% |
False |
False |
682 |
| 10 |
1.1930 |
1.1735 |
0.0195 |
1.6% |
0.0046 |
0.4% |
35% |
False |
False |
587 |
| 20 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0050 |
0.4% |
33% |
False |
False |
495 |
| 40 |
1.2016 |
1.1735 |
0.0281 |
2.4% |
0.0055 |
0.5% |
24% |
False |
False |
513 |
| 60 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
12% |
False |
False |
519 |
| 80 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
12% |
False |
False |
428 |
| 100 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0058 |
0.5% |
12% |
False |
False |
354 |
| 120 |
1.2317 |
1.1735 |
0.0582 |
4.9% |
0.0059 |
0.5% |
12% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1966 |
|
2.618 |
1.1913 |
|
1.618 |
1.1881 |
|
1.000 |
1.1861 |
|
0.618 |
1.1848 |
|
HIGH |
1.1828 |
|
0.618 |
1.1816 |
|
0.500 |
1.1812 |
|
0.382 |
1.1808 |
|
LOW |
1.1796 |
|
0.618 |
1.1775 |
|
1.000 |
1.1763 |
|
1.618 |
1.1743 |
|
2.618 |
1.1710 |
|
4.250 |
1.1657 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1812 |
1.1799 |
| PP |
1.1809 |
1.1795 |
| S1 |
1.1806 |
1.1792 |
|