CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1926 |
0.0041 |
0.3% |
1.1847 |
| High |
1.1924 |
1.1956 |
0.0033 |
0.3% |
1.1956 |
| Low |
1.1884 |
1.1916 |
0.0032 |
0.3% |
1.1834 |
| Close |
1.1924 |
1.1939 |
0.0016 |
0.1% |
1.1939 |
| Range |
0.0040 |
0.0041 |
0.0001 |
2.5% |
0.0122 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
655 |
202 |
-453 |
-69.2% |
1,149 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2058 |
1.2039 |
1.1961 |
|
| R3 |
1.2018 |
1.1999 |
1.1950 |
|
| R2 |
1.1977 |
1.1977 |
1.1946 |
|
| R1 |
1.1958 |
1.1958 |
1.1943 |
1.1968 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1942 |
| S1 |
1.1918 |
1.1918 |
1.1935 |
1.1927 |
| S2 |
1.1896 |
1.1896 |
1.1932 |
|
| S3 |
1.1856 |
1.1877 |
1.1928 |
|
| S4 |
1.1815 |
1.1837 |
1.1917 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2276 |
1.2229 |
1.2006 |
|
| R3 |
1.2154 |
1.2107 |
1.1973 |
|
| R2 |
1.2032 |
1.2032 |
1.1961 |
|
| R1 |
1.1985 |
1.1985 |
1.1950 |
1.2009 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1921 |
| S1 |
1.1863 |
1.1863 |
1.1928 |
1.1887 |
| S2 |
1.1788 |
1.1788 |
1.1917 |
|
| S3 |
1.1666 |
1.1741 |
1.1905 |
|
| S4 |
1.1544 |
1.1619 |
1.1872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1956 |
1.1834 |
0.0122 |
1.0% |
0.0043 |
0.4% |
86% |
True |
False |
229 |
| 10 |
1.1956 |
1.1747 |
0.0210 |
1.8% |
0.0044 |
0.4% |
92% |
True |
False |
123 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0042 |
0.3% |
93% |
True |
False |
76 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0047 |
0.4% |
90% |
False |
False |
55 |
| 60 |
1.2259 |
1.1717 |
0.0542 |
4.5% |
0.0052 |
0.4% |
41% |
False |
False |
42 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
36% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2128 |
|
2.618 |
1.2062 |
|
1.618 |
1.2022 |
|
1.000 |
1.1997 |
|
0.618 |
1.1981 |
|
HIGH |
1.1956 |
|
0.618 |
1.1941 |
|
0.500 |
1.1936 |
|
0.382 |
1.1931 |
|
LOW |
1.1916 |
|
0.618 |
1.1890 |
|
1.000 |
1.1875 |
|
1.618 |
1.1850 |
|
2.618 |
1.1809 |
|
4.250 |
1.1743 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1926 |
| PP |
1.1937 |
1.1913 |
| S1 |
1.1936 |
1.1900 |
|