CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1821 |
1.1834 |
0.0013 |
0.1% |
1.1725 |
| High |
1.1869 |
1.1881 |
0.0012 |
0.1% |
1.1827 |
| Low |
1.1820 |
1.1818 |
-0.0002 |
0.0% |
1.1719 |
| Close |
1.1837 |
1.1870 |
0.0034 |
0.3% |
1.1819 |
| Range |
0.0050 |
0.0063 |
0.0014 |
27.3% |
0.0108 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
| Volume |
7,760 |
6,827 |
-933 |
-12.0% |
10,210 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.2021 |
1.1905 |
|
| R3 |
1.1982 |
1.1958 |
1.1887 |
|
| R2 |
1.1919 |
1.1919 |
1.1882 |
|
| R1 |
1.1895 |
1.1895 |
1.1876 |
1.1907 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1862 |
| S1 |
1.1832 |
1.1832 |
1.1864 |
1.1844 |
| S2 |
1.1793 |
1.1793 |
1.1858 |
|
| S3 |
1.1730 |
1.1769 |
1.1853 |
|
| S4 |
1.1667 |
1.1706 |
1.1835 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2111 |
1.2072 |
1.1878 |
|
| R3 |
1.2003 |
1.1965 |
1.1849 |
|
| R2 |
1.1896 |
1.1896 |
1.1839 |
|
| R1 |
1.1857 |
1.1857 |
1.1829 |
1.1877 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1798 |
| S1 |
1.1750 |
1.1750 |
1.1809 |
1.1769 |
| S2 |
1.1681 |
1.1681 |
1.1799 |
|
| S3 |
1.1573 |
1.1642 |
1.1789 |
|
| S4 |
1.1466 |
1.1535 |
1.1760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1881 |
1.1760 |
0.0121 |
1.0% |
0.0048 |
0.4% |
91% |
True |
False |
4,542 |
| 10 |
1.1881 |
1.1690 |
0.0191 |
1.6% |
0.0047 |
0.4% |
94% |
True |
False |
3,493 |
| 20 |
1.1886 |
1.1690 |
0.0196 |
1.7% |
0.0047 |
0.4% |
92% |
False |
False |
2,188 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0052 |
0.4% |
72% |
False |
False |
1,284 |
| 60 |
1.2262 |
1.1690 |
0.0572 |
4.8% |
0.0056 |
0.5% |
31% |
False |
False |
1,108 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
29% |
False |
False |
893 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
29% |
False |
False |
736 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
29% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2148 |
|
2.618 |
1.2045 |
|
1.618 |
1.1982 |
|
1.000 |
1.1944 |
|
0.618 |
1.1919 |
|
HIGH |
1.1881 |
|
0.618 |
1.1856 |
|
0.500 |
1.1849 |
|
0.382 |
1.1842 |
|
LOW |
1.1818 |
|
0.618 |
1.1779 |
|
1.000 |
1.1755 |
|
1.618 |
1.1716 |
|
2.618 |
1.1653 |
|
4.250 |
1.1550 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1863 |
1.1861 |
| PP |
1.1856 |
1.1853 |
| S1 |
1.1849 |
1.1844 |
|