CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1837 |
-0.0008 |
-0.1% |
1.1899 |
| High |
1.1873 |
1.1839 |
-0.0034 |
-0.3% |
1.1909 |
| Low |
1.1831 |
1.1791 |
-0.0040 |
-0.3% |
1.1825 |
| Close |
1.1836 |
1.1825 |
-0.0012 |
-0.1% |
1.1836 |
| Range |
0.0042 |
0.0048 |
0.0006 |
14.3% |
0.0085 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0000 |
| Volume |
202,627 |
157,618 |
-45,009 |
-22.2% |
1,052,148 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1962 |
1.1941 |
1.1851 |
|
| R3 |
1.1914 |
1.1893 |
1.1838 |
|
| R2 |
1.1866 |
1.1866 |
1.1833 |
|
| R1 |
1.1845 |
1.1845 |
1.1829 |
1.1832 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1811 |
| S1 |
1.1797 |
1.1797 |
1.1820 |
1.1784 |
| S2 |
1.1770 |
1.1770 |
1.1816 |
|
| S3 |
1.1722 |
1.1749 |
1.1811 |
|
| S4 |
1.1674 |
1.1701 |
1.1798 |
|
|
| 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 |
1.1909 |
1.1791 |
0.0119 |
1.0% |
0.0045 |
0.4% |
29% |
False |
True |
241,953 |
| 10 |
1.1932 |
1.1791 |
0.0142 |
1.2% |
0.0045 |
0.4% |
24% |
False |
True |
126,762 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.0% |
0.0047 |
0.4% |
56% |
False |
False |
64,460 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
54% |
False |
False |
32,472 |
| 60 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0053 |
0.4% |
41% |
False |
False |
21,825 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
22% |
False |
False |
16,499 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
22% |
False |
False |
13,233 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
22% |
False |
False |
11,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2043 |
|
2.618 |
1.1964 |
|
1.618 |
1.1916 |
|
1.000 |
1.1887 |
|
0.618 |
1.1868 |
|
HIGH |
1.1839 |
|
0.618 |
1.1820 |
|
0.500 |
1.1815 |
|
0.382 |
1.1809 |
|
LOW |
1.1791 |
|
0.618 |
1.1761 |
|
1.000 |
1.1743 |
|
1.618 |
1.1713 |
|
2.618 |
1.1665 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1821 |
1.1832 |
| PP |
1.1818 |
1.1829 |
| S1 |
1.1815 |
1.1827 |
|