CME Euro FX (E) Future December 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 |
1.1841 |
1.1844 |
0.0003 |
0.0% |
1.1899 |
| High |
1.1864 |
1.1873 |
0.0009 |
0.1% |
1.1909 |
| Low |
1.1827 |
1.1831 |
0.0004 |
0.0% |
1.1825 |
| Close |
1.1852 |
1.1836 |
-0.0016 |
-0.1% |
1.1836 |
| Range |
0.0037 |
0.0042 |
0.0005 |
13.5% |
0.0085 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
264,285 |
202,627 |
-61,658 |
-23.3% |
1,052,148 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1972 |
1.1946 |
1.1859 |
|
| R3 |
1.1930 |
1.1904 |
1.1848 |
|
| R2 |
1.1888 |
1.1888 |
1.1844 |
|
| R1 |
1.1862 |
1.1862 |
1.1840 |
1.1854 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1842 |
| S1 |
1.1820 |
1.1820 |
1.1832 |
1.1812 |
| S2 |
1.1804 |
1.1804 |
1.1828 |
|
| S3 |
1.1762 |
1.1778 |
1.1824 |
|
| S4 |
1.1720 |
1.1736 |
1.1813 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2110 |
1.2058 |
1.1882 |
|
| R3 |
1.2026 |
1.1973 |
1.1859 |
|
| R2 |
1.1941 |
1.1941 |
1.1851 |
|
| R1 |
1.1889 |
1.1889 |
1.1844 |
1.1873 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1849 |
| S1 |
1.1804 |
1.1804 |
1.1828 |
1.1788 |
| S2 |
1.1772 |
1.1772 |
1.1821 |
|
| S3 |
1.1688 |
1.1720 |
1.1813 |
|
| S4 |
1.1603 |
1.1635 |
1.1790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1932 |
1.1825 |
0.0108 |
0.9% |
0.0044 |
0.4% |
11% |
False |
False |
215,769 |
| 10 |
1.1932 |
1.1760 |
0.0173 |
1.5% |
0.0047 |
0.4% |
44% |
False |
False |
111,344 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.0% |
0.0048 |
0.4% |
60% |
False |
False |
56,623 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
59% |
False |
False |
28,534 |
| 60 |
1.2048 |
1.1690 |
0.0358 |
3.0% |
0.0054 |
0.5% |
41% |
False |
False |
19,244 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
23% |
False |
False |
14,532 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
23% |
False |
False |
11,657 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
23% |
False |
False |
9,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2051 |
|
2.618 |
1.1982 |
|
1.618 |
1.1940 |
|
1.000 |
1.1915 |
|
0.618 |
1.1898 |
|
HIGH |
1.1873 |
|
0.618 |
1.1856 |
|
0.500 |
1.1852 |
|
0.382 |
1.1847 |
|
LOW |
1.1831 |
|
0.618 |
1.1805 |
|
1.000 |
1.1789 |
|
1.618 |
1.1763 |
|
2.618 |
1.1721 |
|
4.250 |
1.1652 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1849 |
| PP |
1.1846 |
1.1845 |
| S1 |
1.1841 |
1.1840 |
|