CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1782 |
0.0007 |
0.1% |
1.1822 |
| High |
1.1791 |
1.1800 |
0.0009 |
0.1% |
1.1828 |
| Low |
1.1753 |
1.1752 |
-0.0002 |
0.0% |
1.1690 |
| Close |
1.1781 |
1.1797 |
0.0016 |
0.1% |
1.1723 |
| Range |
0.0038 |
0.0048 |
0.0011 |
28.0% |
0.0138 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
2,368 |
1,856 |
-512 |
-21.6% |
11,372 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1910 |
1.1823 |
|
| R3 |
1.1879 |
1.1862 |
1.1810 |
|
| R2 |
1.1831 |
1.1831 |
1.1805 |
|
| R1 |
1.1814 |
1.1814 |
1.1801 |
1.1822 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1787 |
| S1 |
1.1766 |
1.1766 |
1.1792 |
1.1774 |
| S2 |
1.1735 |
1.1735 |
1.1788 |
|
| S3 |
1.1687 |
1.1718 |
1.1783 |
|
| S4 |
1.1639 |
1.1670 |
1.1770 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2161 |
1.2080 |
1.1798 |
|
| R3 |
1.2023 |
1.1942 |
1.1760 |
|
| R2 |
1.1885 |
1.1885 |
1.1748 |
|
| R1 |
1.1804 |
1.1804 |
1.1735 |
1.1775 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1733 |
| S1 |
1.1666 |
1.1666 |
1.1710 |
1.1637 |
| S2 |
1.1609 |
1.1609 |
1.1697 |
|
| S3 |
1.1471 |
1.1528 |
1.1685 |
|
| S4 |
1.1333 |
1.1390 |
1.1647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1800 |
1.1690 |
0.0110 |
0.9% |
0.0046 |
0.4% |
97% |
True |
False |
2,443 |
| 10 |
1.1832 |
1.1690 |
0.0142 |
1.2% |
0.0048 |
0.4% |
75% |
False |
False |
1,801 |
| 20 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0048 |
0.4% |
43% |
False |
False |
1,176 |
| 40 |
1.1949 |
1.1690 |
0.0259 |
2.2% |
0.0054 |
0.5% |
41% |
False |
False |
781 |
| 60 |
1.2271 |
1.1690 |
0.0581 |
4.9% |
0.0057 |
0.5% |
18% |
False |
False |
740 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
17% |
False |
False |
614 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
17% |
False |
False |
512 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
17% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2004 |
|
2.618 |
1.1925 |
|
1.618 |
1.1877 |
|
1.000 |
1.1848 |
|
0.618 |
1.1829 |
|
HIGH |
1.1800 |
|
0.618 |
1.1781 |
|
0.500 |
1.1776 |
|
0.382 |
1.1770 |
|
LOW |
1.1752 |
|
0.618 |
1.1722 |
|
1.000 |
1.1704 |
|
1.618 |
1.1674 |
|
2.618 |
1.1626 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1790 |
1.1784 |
| PP |
1.1783 |
1.1772 |
| S1 |
1.1776 |
1.1759 |
|