CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1782 |
1.1797 |
0.0015 |
0.1% |
1.1822 |
| High |
1.1800 |
1.1803 |
0.0004 |
0.0% |
1.1828 |
| Low |
1.1752 |
1.1771 |
0.0020 |
0.2% |
1.1690 |
| Close |
1.1797 |
1.1776 |
-0.0021 |
-0.2% |
1.1723 |
| Range |
0.0048 |
0.0032 |
-0.0016 |
-33.3% |
0.0138 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
1,856 |
1,587 |
-269 |
-14.5% |
11,372 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1879 |
1.1860 |
1.1794 |
|
| R3 |
1.1847 |
1.1828 |
1.1785 |
|
| R2 |
1.1815 |
1.1815 |
1.1782 |
|
| R1 |
1.1796 |
1.1796 |
1.1779 |
1.1790 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1780 |
| S1 |
1.1764 |
1.1764 |
1.1773 |
1.1758 |
| S2 |
1.1751 |
1.1751 |
1.1770 |
|
| S3 |
1.1719 |
1.1732 |
1.1767 |
|
| S4 |
1.1687 |
1.1700 |
1.1758 |
|
|
| 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 |
1.1803 |
1.1690 |
0.0113 |
1.0% |
0.0043 |
0.4% |
76% |
True |
False |
2,438 |
| 10 |
1.1832 |
1.1690 |
0.0142 |
1.2% |
0.0049 |
0.4% |
61% |
False |
False |
1,902 |
| 20 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0047 |
0.4% |
34% |
False |
False |
1,232 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0053 |
0.5% |
34% |
False |
False |
814 |
| 60 |
1.2262 |
1.1690 |
0.0572 |
4.9% |
0.0057 |
0.5% |
15% |
False |
False |
765 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
14% |
False |
False |
633 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
14% |
False |
False |
528 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
14% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1939 |
|
2.618 |
1.1887 |
|
1.618 |
1.1855 |
|
1.000 |
1.1835 |
|
0.618 |
1.1823 |
|
HIGH |
1.1803 |
|
0.618 |
1.1791 |
|
0.500 |
1.1787 |
|
0.382 |
1.1783 |
|
LOW |
1.1771 |
|
0.618 |
1.1751 |
|
1.000 |
1.1739 |
|
1.618 |
1.1719 |
|
2.618 |
1.1687 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1787 |
1.1777 |
| PP |
1.1783 |
1.1777 |
| S1 |
1.1780 |
1.1776 |
|