CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1744 |
-0.0006 |
0.0% |
1.1837 |
| High |
1.1768 |
1.1775 |
0.0007 |
0.1% |
1.1867 |
| Low |
1.1734 |
1.1703 |
-0.0031 |
-0.3% |
1.1743 |
| Close |
1.1745 |
1.1712 |
-0.0034 |
-0.3% |
1.1749 |
| Range |
0.0035 |
0.0072 |
0.0038 |
108.7% |
0.0124 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.6% |
0.0000 |
| Volume |
128,134 |
180,579 |
52,445 |
40.9% |
738,011 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1901 |
1.1751 |
|
| R3 |
1.1874 |
1.1829 |
1.1731 |
|
| R2 |
1.1802 |
1.1802 |
1.1725 |
|
| R1 |
1.1757 |
1.1757 |
1.1718 |
1.1743 |
| PP |
1.1730 |
1.1730 |
1.1730 |
1.1723 |
| S1 |
1.1685 |
1.1685 |
1.1705 |
1.1671 |
| S2 |
1.1658 |
1.1658 |
1.1698 |
|
| S3 |
1.1586 |
1.1613 |
1.1692 |
|
| S4 |
1.1514 |
1.1541 |
1.1672 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2078 |
1.1817 |
|
| R3 |
1.2034 |
1.1954 |
1.1783 |
|
| R2 |
1.1910 |
1.1910 |
1.1772 |
|
| R1 |
1.1830 |
1.1830 |
1.1760 |
1.1808 |
| PP |
1.1786 |
1.1786 |
1.1786 |
1.1776 |
| S1 |
1.1706 |
1.1706 |
1.1738 |
1.1684 |
| S2 |
1.1662 |
1.1662 |
1.1726 |
|
| S3 |
1.1538 |
1.1582 |
1.1715 |
|
| S4 |
1.1414 |
1.1458 |
1.1681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1841 |
1.1703 |
0.0138 |
1.2% |
0.0056 |
0.5% |
6% |
False |
True |
156,851 |
| 10 |
1.1873 |
1.1703 |
0.0170 |
1.4% |
0.0049 |
0.4% |
5% |
False |
True |
165,661 |
| 20 |
1.1932 |
1.1703 |
0.0229 |
2.0% |
0.0048 |
0.4% |
4% |
False |
True |
115,329 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
9% |
False |
False |
58,214 |
| 60 |
1.1969 |
1.1690 |
0.0279 |
2.4% |
0.0052 |
0.4% |
8% |
False |
False |
38,935 |
| 80 |
1.2299 |
1.1690 |
0.0609 |
5.2% |
0.0055 |
0.5% |
4% |
False |
False |
29,365 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
3% |
False |
False |
23,539 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
3% |
False |
False |
19,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1963 |
|
1.618 |
1.1891 |
|
1.000 |
1.1847 |
|
0.618 |
1.1819 |
|
HIGH |
1.1775 |
|
0.618 |
1.1747 |
|
0.500 |
1.1739 |
|
0.382 |
1.1731 |
|
LOW |
1.1703 |
|
0.618 |
1.1659 |
|
1.000 |
1.1631 |
|
1.618 |
1.1587 |
|
2.618 |
1.1515 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1739 |
1.1739 |
| PP |
1.1730 |
1.1730 |
| S1 |
1.1721 |
1.1721 |
|