CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1849 |
-0.0010 |
-0.1% |
1.1913 |
| High |
1.1892 |
1.1878 |
-0.0014 |
-0.1% |
1.1931 |
| Low |
1.1847 |
1.1846 |
-0.0002 |
0.0% |
1.1851 |
| Close |
1.1854 |
1.1854 |
-0.0001 |
0.0% |
1.1862 |
| Range |
0.0045 |
0.0033 |
-0.0013 |
-27.8% |
0.0080 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
481 |
241 |
-240 |
-49.9% |
3,005 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1957 |
1.1938 |
1.1871 |
|
| R3 |
1.1924 |
1.1905 |
1.1862 |
|
| R2 |
1.1892 |
1.1892 |
1.1859 |
|
| R1 |
1.1873 |
1.1873 |
1.1856 |
1.1882 |
| PP |
1.1859 |
1.1859 |
1.1859 |
1.1864 |
| S1 |
1.1840 |
1.1840 |
1.1851 |
1.1850 |
| S2 |
1.1827 |
1.1827 |
1.1848 |
|
| S3 |
1.1794 |
1.1808 |
1.1845 |
|
| S4 |
1.1762 |
1.1775 |
1.1836 |
|
|
| 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 |
1.1897 |
1.1818 |
0.0079 |
0.7% |
0.0038 |
0.3% |
45% |
False |
False |
549 |
| 10 |
1.1956 |
1.1818 |
0.0138 |
1.2% |
0.0042 |
0.4% |
26% |
False |
False |
485 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0043 |
0.4% |
57% |
False |
False |
259 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0044 |
0.4% |
55% |
False |
False |
146 |
| 60 |
1.2040 |
1.1717 |
0.0323 |
2.7% |
0.0048 |
0.4% |
42% |
False |
False |
105 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
22% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2016 |
|
2.618 |
1.1963 |
|
1.618 |
1.1931 |
|
1.000 |
1.1911 |
|
0.618 |
1.1898 |
|
HIGH |
1.1878 |
|
0.618 |
1.1866 |
|
0.500 |
1.1862 |
|
0.382 |
1.1858 |
|
LOW |
1.1846 |
|
0.618 |
1.1825 |
|
1.000 |
1.1813 |
|
1.618 |
1.1793 |
|
2.618 |
1.1760 |
|
4.250 |
1.1707 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1862 |
1.1855 |
| PP |
1.1859 |
1.1855 |
| S1 |
1.1856 |
1.1854 |
|