CME Euro FX (E) Future March 2022
Trading Metrics calculated at close of trading on 06-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1.1910 |
1.1885 |
-0.0025 |
-0.2% |
1.1938 |
High |
1.1910 |
1.1885 |
-0.0025 |
-0.2% |
1.1954 |
Low |
1.1884 |
1.1809 |
-0.0075 |
-0.6% |
1.1809 |
Close |
1.1891 |
1.1812 |
-0.0079 |
-0.7% |
1.1812 |
Range |
0.0027 |
0.0076 |
0.0050 |
186.8% |
0.0145 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.9% |
0.0000 |
Volume |
28 |
28 |
0 |
0.0% |
144 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2063 |
1.2013 |
1.1853 |
|
R3 |
1.1987 |
1.1937 |
1.1832 |
|
R2 |
1.1911 |
1.1911 |
1.1825 |
|
R1 |
1.1861 |
1.1861 |
1.1818 |
1.1848 |
PP |
1.1835 |
1.1835 |
1.1835 |
1.1829 |
S1 |
1.1785 |
1.1785 |
1.1805 |
1.1772 |
S2 |
1.1759 |
1.1759 |
1.1798 |
|
S3 |
1.1683 |
1.1709 |
1.1791 |
|
S4 |
1.1607 |
1.1633 |
1.1770 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2293 |
1.2197 |
1.1891 |
|
R3 |
1.2148 |
1.2052 |
1.1851 |
|
R2 |
1.2003 |
1.2003 |
1.1838 |
|
R1 |
1.1907 |
1.1907 |
1.1825 |
1.1883 |
PP |
1.1858 |
1.1858 |
1.1858 |
1.1846 |
S1 |
1.1762 |
1.1762 |
1.1798 |
1.1738 |
S2 |
1.1713 |
1.1713 |
1.1785 |
|
S3 |
1.1568 |
1.1617 |
1.1772 |
|
S4 |
1.1423 |
1.1472 |
1.1732 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1954 |
1.1809 |
0.0145 |
1.2% |
0.0046 |
0.4% |
2% |
False |
True |
28 |
10 |
1.1965 |
1.1809 |
0.0156 |
1.3% |
0.0050 |
0.4% |
2% |
False |
True |
23 |
20 |
1.1965 |
1.1809 |
0.0156 |
1.3% |
0.0052 |
0.4% |
2% |
False |
True |
33 |
40 |
1.2259 |
1.1809 |
0.0450 |
3.8% |
0.0057 |
0.5% |
1% |
False |
True |
24 |
60 |
1.2334 |
1.1809 |
0.0525 |
4.4% |
0.0053 |
0.5% |
0% |
False |
True |
172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2208 |
2.618 |
1.2084 |
1.618 |
1.2008 |
1.000 |
1.1961 |
0.618 |
1.1932 |
HIGH |
1.1885 |
0.618 |
1.1856 |
0.500 |
1.1847 |
0.382 |
1.1838 |
LOW |
1.1809 |
0.618 |
1.1762 |
1.000 |
1.1733 |
1.618 |
1.1686 |
2.618 |
1.1610 |
4.250 |
1.1486 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1847 |
1.1882 |
PP |
1.1835 |
1.1858 |
S1 |
1.1823 |
1.1835 |
|