CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1757 |
1.1735 |
-0.0022 |
-0.2% |
1.1746 |
| High |
1.1766 |
1.1743 |
-0.0023 |
-0.2% |
1.1775 |
| Low |
1.1719 |
1.1701 |
-0.0018 |
-0.2% |
1.1701 |
| Close |
1.1734 |
1.1717 |
-0.0017 |
-0.1% |
1.1734 |
| Range |
0.0047 |
0.0043 |
-0.0005 |
-9.6% |
0.0074 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
132,845 |
131,415 |
-1,430 |
-1.1% |
739,586 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1825 |
1.1740 |
|
| R3 |
1.1805 |
1.1782 |
1.1729 |
|
| R2 |
1.1763 |
1.1763 |
1.1725 |
|
| R1 |
1.1740 |
1.1740 |
1.1721 |
1.1730 |
| PP |
1.1720 |
1.1720 |
1.1720 |
1.1715 |
| S1 |
1.1697 |
1.1697 |
1.1713 |
1.1688 |
| S2 |
1.1678 |
1.1678 |
1.1709 |
|
| S3 |
1.1635 |
1.1655 |
1.1705 |
|
| S4 |
1.1593 |
1.1612 |
1.1694 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1920 |
1.1774 |
|
| R3 |
1.1885 |
1.1846 |
1.1754 |
|
| R2 |
1.1811 |
1.1811 |
1.1747 |
|
| R1 |
1.1772 |
1.1772 |
1.1740 |
1.1754 |
| PP |
1.1737 |
1.1737 |
1.1737 |
1.1728 |
| S1 |
1.1698 |
1.1698 |
1.1727 |
1.1680 |
| S2 |
1.1663 |
1.1663 |
1.1720 |
|
| S3 |
1.1589 |
1.1624 |
1.1713 |
|
| S4 |
1.1515 |
1.1550 |
1.1693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1775 |
1.1701 |
0.0075 |
0.6% |
0.0053 |
0.4% |
22% |
False |
True |
145,604 |
| 10 |
1.1867 |
1.1701 |
0.0167 |
1.4% |
0.0052 |
0.4% |
10% |
False |
True |
145,139 |
| 20 |
1.1932 |
1.1701 |
0.0232 |
2.0% |
0.0048 |
0.4% |
7% |
False |
True |
135,951 |
| 40 |
1.1932 |
1.1690 |
0.0242 |
2.1% |
0.0048 |
0.4% |
11% |
False |
False |
68,664 |
| 60 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0052 |
0.4% |
11% |
False |
False |
45,899 |
| 80 |
1.2262 |
1.1690 |
0.0572 |
4.9% |
0.0055 |
0.5% |
5% |
False |
False |
34,603 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
4% |
False |
False |
27,731 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
4% |
False |
False |
23,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1924 |
|
2.618 |
1.1854 |
|
1.618 |
1.1812 |
|
1.000 |
1.1786 |
|
0.618 |
1.1769 |
|
HIGH |
1.1743 |
|
0.618 |
1.1727 |
|
0.500 |
1.1722 |
|
0.382 |
1.1717 |
|
LOW |
1.1701 |
|
0.618 |
1.1674 |
|
1.000 |
1.1658 |
|
1.618 |
1.1632 |
|
2.618 |
1.1589 |
|
4.250 |
1.1520 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1722 |
1.1735 |
| PP |
1.1720 |
1.1729 |
| S1 |
1.1719 |
1.1723 |
|