CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1836 |
0.0011 |
0.1% |
1.1899 |
| High |
1.1853 |
1.1841 |
-0.0012 |
-0.1% |
1.1909 |
| Low |
1.1819 |
1.1770 |
-0.0049 |
-0.4% |
1.1825 |
| Close |
1.1828 |
1.1774 |
-0.0055 |
-0.5% |
1.1836 |
| Range |
0.0034 |
0.0071 |
0.0037 |
108.8% |
0.0085 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.7% |
0.0000 |
| Volume |
120,419 |
166,383 |
45,964 |
38.2% |
1,052,148 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.1962 |
1.1813 |
|
| R3 |
1.1937 |
1.1891 |
1.1793 |
|
| R2 |
1.1866 |
1.1866 |
1.1787 |
|
| R1 |
1.1820 |
1.1820 |
1.1780 |
1.1807 |
| PP |
1.1795 |
1.1795 |
1.1795 |
1.1789 |
| S1 |
1.1749 |
1.1749 |
1.1767 |
1.1736 |
| S2 |
1.1724 |
1.1724 |
1.1760 |
|
| S3 |
1.1653 |
1.1678 |
1.1754 |
|
| S4 |
1.1582 |
1.1607 |
1.1734 |
|
|
| 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 |
1.1873 |
1.1770 |
0.0103 |
0.9% |
0.0048 |
0.4% |
3% |
False |
True |
154,891 |
| 10 |
1.1932 |
1.1770 |
0.0162 |
1.4% |
0.0046 |
0.4% |
2% |
False |
True |
166,415 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.1% |
0.0047 |
0.4% |
35% |
False |
False |
84,954 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
33% |
False |
False |
42,803 |
| 60 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0052 |
0.4% |
26% |
False |
False |
28,711 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
13% |
False |
False |
21,671 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
13% |
False |
False |
17,371 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
13% |
False |
False |
14,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.2027 |
|
1.618 |
1.1956 |
|
1.000 |
1.1912 |
|
0.618 |
1.1885 |
|
HIGH |
1.1841 |
|
0.618 |
1.1814 |
|
0.500 |
1.1806 |
|
0.382 |
1.1797 |
|
LOW |
1.1770 |
|
0.618 |
1.1726 |
|
1.000 |
1.1699 |
|
1.618 |
1.1655 |
|
2.618 |
1.1584 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1806 |
1.1819 |
| PP |
1.1795 |
1.1804 |
| S1 |
1.1784 |
1.1789 |
|