CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1876 |
-0.0014 |
-0.1% |
1.1847 |
| High |
1.1898 |
1.1887 |
-0.0011 |
-0.1% |
1.1956 |
| Low |
1.1851 |
1.1853 |
0.0002 |
0.0% |
1.1834 |
| Close |
1.1873 |
1.1877 |
0.0004 |
0.0% |
1.1939 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-27.7% |
0.0122 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
840 |
1,457 |
617 |
73.5% |
1,149 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1960 |
1.1896 |
|
| R3 |
1.1940 |
1.1926 |
1.1886 |
|
| R2 |
1.1906 |
1.1906 |
1.1883 |
|
| R1 |
1.1892 |
1.1892 |
1.1880 |
1.1899 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1876 |
| S1 |
1.1858 |
1.1858 |
1.1874 |
1.1865 |
| S2 |
1.1838 |
1.1838 |
1.1871 |
|
| S3 |
1.1804 |
1.1824 |
1.1868 |
|
| S4 |
1.1770 |
1.1790 |
1.1858 |
|
|
| 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 |
1.1851 |
0.0105 |
0.9% |
0.0041 |
0.3% |
25% |
False |
False |
695 |
| 10 |
1.1956 |
1.1787 |
0.0169 |
1.4% |
0.0044 |
0.4% |
53% |
False |
False |
378 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0043 |
0.4% |
67% |
False |
False |
203 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
65% |
False |
False |
118 |
| 60 |
1.2197 |
1.1717 |
0.0480 |
4.0% |
0.0052 |
0.4% |
33% |
False |
False |
85 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0051 |
0.4% |
26% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2032 |
|
2.618 |
1.1976 |
|
1.618 |
1.1942 |
|
1.000 |
1.1921 |
|
0.618 |
1.1908 |
|
HIGH |
1.1887 |
|
0.618 |
1.1874 |
|
0.500 |
1.1870 |
|
0.382 |
1.1866 |
|
LOW |
1.1853 |
|
0.618 |
1.1832 |
|
1.000 |
1.1819 |
|
1.618 |
1.1798 |
|
2.618 |
1.1764 |
|
4.250 |
1.1709 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1891 |
| PP |
1.1872 |
1.1886 |
| S1 |
1.1870 |
1.1882 |
|