CME Euro FX (E) Future March 2022
Trading Metrics calculated at close of trading on 25-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1.1803 |
1.1810 |
0.0007 |
0.1% |
1.1844 |
High |
1.1815 |
1.1825 |
0.0010 |
0.1% |
1.1853 |
Low |
1.1781 |
1.1780 |
-0.0001 |
0.0% |
1.1717 |
Close |
1.1808 |
1.1823 |
0.0016 |
0.1% |
1.1749 |
Range |
0.0035 |
0.0045 |
0.0011 |
30.4% |
0.0136 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.6% |
0.0000 |
Volume |
40 |
23 |
-17 |
-42.5% |
165 |
|
Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1944 |
1.1929 |
1.1848 |
|
R3 |
1.1899 |
1.1884 |
1.1835 |
|
R2 |
1.1854 |
1.1854 |
1.1831 |
|
R1 |
1.1839 |
1.1839 |
1.1827 |
1.1847 |
PP |
1.1809 |
1.1809 |
1.1809 |
1.1813 |
S1 |
1.1794 |
1.1794 |
1.1819 |
1.1802 |
S2 |
1.1764 |
1.1764 |
1.1815 |
|
S3 |
1.1719 |
1.1749 |
1.1811 |
|
S4 |
1.1674 |
1.1704 |
1.1798 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2179 |
1.2100 |
1.1824 |
|
R3 |
1.2044 |
1.1964 |
1.1786 |
|
R2 |
1.1908 |
1.1908 |
1.1774 |
|
R1 |
1.1829 |
1.1829 |
1.1761 |
1.1801 |
PP |
1.1773 |
1.1773 |
1.1773 |
1.1759 |
S1 |
1.1693 |
1.1693 |
1.1737 |
1.1665 |
S2 |
1.1637 |
1.1637 |
1.1724 |
|
S3 |
1.1502 |
1.1558 |
1.1712 |
|
S4 |
1.1366 |
1.1422 |
1.1674 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1825 |
1.1717 |
0.0108 |
0.9% |
0.0044 |
0.4% |
98% |
True |
False |
21 |
10 |
1.1857 |
1.1717 |
0.0140 |
1.2% |
0.0042 |
0.4% |
76% |
False |
False |
27 |
20 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0042 |
0.4% |
43% |
False |
False |
28 |
40 |
1.1973 |
1.1717 |
0.0256 |
2.2% |
0.0050 |
0.4% |
41% |
False |
False |
30 |
60 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0053 |
0.4% |
19% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2016 |
2.618 |
1.1943 |
1.618 |
1.1898 |
1.000 |
1.1870 |
0.618 |
1.1853 |
HIGH |
1.1825 |
0.618 |
1.1808 |
0.500 |
1.1803 |
0.382 |
1.1797 |
LOW |
1.1780 |
0.618 |
1.1752 |
1.000 |
1.1735 |
1.618 |
1.1707 |
2.618 |
1.1662 |
4.250 |
1.1589 |
|
|
Fisher Pivots for day following 25-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1.1816 |
1.1811 |
PP |
1.1809 |
1.1798 |
S1 |
1.1803 |
1.1786 |
|