CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1867 |
-0.0009 |
-0.1% |
1.1913 |
| High |
1.1887 |
1.1897 |
0.0010 |
0.1% |
1.1931 |
| Low |
1.1853 |
1.1860 |
0.0007 |
0.1% |
1.1851 |
| Close |
1.1877 |
1.1862 |
-0.0016 |
-0.1% |
1.1862 |
| Range |
0.0034 |
0.0038 |
0.0004 |
10.3% |
0.0080 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,457 |
386 |
-1,071 |
-73.5% |
3,005 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1985 |
1.1961 |
1.1882 |
|
| R3 |
1.1948 |
1.1923 |
1.1872 |
|
| R2 |
1.1910 |
1.1910 |
1.1868 |
|
| R1 |
1.1886 |
1.1886 |
1.1865 |
1.1879 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1869 |
| S1 |
1.1848 |
1.1848 |
1.1858 |
1.1842 |
| S2 |
1.1835 |
1.1835 |
1.1855 |
|
| S3 |
1.1798 |
1.1811 |
1.1851 |
|
| S4 |
1.1760 |
1.1773 |
1.1841 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2070 |
1.1905 |
|
| R3 |
1.2040 |
1.1991 |
1.1883 |
|
| R2 |
1.1961 |
1.1961 |
1.1876 |
|
| R1 |
1.1911 |
1.1911 |
1.1869 |
1.1896 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1874 |
| S1 |
1.1832 |
1.1832 |
1.1854 |
1.1817 |
| S2 |
1.1802 |
1.1802 |
1.1847 |
|
| S3 |
1.1722 |
1.1752 |
1.1840 |
|
| S4 |
1.1643 |
1.1673 |
1.1818 |
|
|
| 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% |
10% |
False |
False |
641 |
| 10 |
1.1956 |
1.1787 |
0.0169 |
1.4% |
0.0044 |
0.4% |
44% |
False |
False |
416 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0043 |
0.4% |
60% |
False |
False |
220 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0044 |
0.4% |
58% |
False |
False |
128 |
| 60 |
1.2071 |
1.1717 |
0.0354 |
3.0% |
0.0050 |
0.4% |
41% |
False |
False |
91 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0051 |
0.4% |
23% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2056 |
|
2.618 |
1.1995 |
|
1.618 |
1.1958 |
|
1.000 |
1.1935 |
|
0.618 |
1.1920 |
|
HIGH |
1.1897 |
|
0.618 |
1.1883 |
|
0.500 |
1.1878 |
|
0.382 |
1.1874 |
|
LOW |
1.1860 |
|
0.618 |
1.1836 |
|
1.000 |
1.1822 |
|
1.618 |
1.1799 |
|
2.618 |
1.1761 |
|
4.250 |
1.1700 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1875 |
| PP |
1.1873 |
1.1870 |
| S1 |
1.1867 |
1.1866 |
|