CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1848 |
1.1846 |
-0.0002 |
0.0% |
1.1754 |
| High |
1.1895 |
1.1906 |
0.0011 |
0.1% |
1.1854 |
| Low |
1.1848 |
1.1845 |
-0.0003 |
0.0% |
1.1747 |
| Close |
1.1863 |
1.1896 |
0.0034 |
0.3% |
1.1846 |
| Range |
0.0048 |
0.0061 |
0.0014 |
28.4% |
0.0108 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
| Volume |
192 |
89 |
-103 |
-53.6% |
87 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2042 |
1.1930 |
|
| R3 |
1.2004 |
1.1981 |
1.1913 |
|
| R2 |
1.1943 |
1.1943 |
1.1907 |
|
| R1 |
1.1920 |
1.1920 |
1.1902 |
1.1931 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1888 |
| S1 |
1.1859 |
1.1859 |
1.1890 |
1.1870 |
| S2 |
1.1821 |
1.1821 |
1.1885 |
|
| S3 |
1.1760 |
1.1798 |
1.1879 |
|
| S4 |
1.1699 |
1.1737 |
1.1862 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2099 |
1.1905 |
|
| R3 |
1.2030 |
1.1992 |
1.1875 |
|
| R2 |
1.1923 |
1.1923 |
1.1865 |
|
| R1 |
1.1884 |
1.1884 |
1.1855 |
1.1904 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1825 |
| S1 |
1.1777 |
1.1777 |
1.1836 |
1.1796 |
| S2 |
1.1708 |
1.1708 |
1.1826 |
|
| S3 |
1.1600 |
1.1669 |
1.1816 |
|
| S4 |
1.1493 |
1.1562 |
1.1786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1906 |
1.1787 |
0.0119 |
1.0% |
0.0046 |
0.4% |
92% |
True |
False |
61 |
| 10 |
1.1906 |
1.1717 |
0.0189 |
1.6% |
0.0045 |
0.4% |
95% |
True |
False |
41 |
| 20 |
1.1910 |
1.1717 |
0.0193 |
1.6% |
0.0043 |
0.4% |
93% |
False |
False |
36 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0048 |
0.4% |
72% |
False |
False |
34 |
| 60 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0052 |
0.4% |
31% |
False |
False |
32 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
29% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2165 |
|
2.618 |
1.2065 |
|
1.618 |
1.2004 |
|
1.000 |
1.1967 |
|
0.618 |
1.1943 |
|
HIGH |
1.1906 |
|
0.618 |
1.1882 |
|
0.500 |
1.1875 |
|
0.382 |
1.1868 |
|
LOW |
1.1845 |
|
0.618 |
1.1807 |
|
1.000 |
1.1784 |
|
1.618 |
1.1746 |
|
2.618 |
1.1685 |
|
4.250 |
1.1585 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1889 |
1.1887 |
| PP |
1.1882 |
1.1879 |
| S1 |
1.1875 |
1.1870 |
|