CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1764 |
1.1733 |
-0.0031 |
-0.3% |
1.1852 |
| High |
1.1800 |
1.1795 |
-0.0006 |
0.0% |
1.1892 |
| Low |
1.1730 |
1.1728 |
-0.0002 |
0.0% |
1.1771 |
| Close |
1.1738 |
1.1792 |
0.0054 |
0.5% |
1.1775 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.0% |
0.0122 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.9% |
0.0000 |
| Volume |
279 |
589 |
310 |
111.1% |
1,792 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1972 |
1.1949 |
1.1828 |
|
| R3 |
1.1905 |
1.1882 |
1.1810 |
|
| R2 |
1.1838 |
1.1838 |
1.1804 |
|
| R1 |
1.1815 |
1.1815 |
1.1798 |
1.1827 |
| PP |
1.1771 |
1.1771 |
1.1771 |
1.1777 |
| S1 |
1.1748 |
1.1748 |
1.1785 |
1.1760 |
| S2 |
1.1704 |
1.1704 |
1.1779 |
|
| S3 |
1.1637 |
1.1681 |
1.1773 |
|
| S4 |
1.1570 |
1.1614 |
1.1755 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2098 |
1.1842 |
|
| R3 |
1.2056 |
1.1976 |
1.1808 |
|
| R2 |
1.1934 |
1.1934 |
1.1797 |
|
| R1 |
1.1855 |
1.1855 |
1.1786 |
1.1834 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1802 |
| S1 |
1.1733 |
1.1733 |
1.1764 |
1.1712 |
| S2 |
1.1691 |
1.1691 |
1.1753 |
|
| S3 |
1.1570 |
1.1612 |
1.1742 |
|
| S4 |
1.1448 |
1.1490 |
1.1708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1835 |
1.1728 |
0.0107 |
0.9% |
0.0054 |
0.5% |
60% |
False |
True |
332 |
| 10 |
1.1897 |
1.1728 |
0.0170 |
1.4% |
0.0050 |
0.4% |
38% |
False |
True |
342 |
| 20 |
1.1956 |
1.1728 |
0.0229 |
1.9% |
0.0047 |
0.4% |
28% |
False |
True |
360 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0044 |
0.4% |
30% |
False |
False |
194 |
| 60 |
1.1973 |
1.1717 |
0.0256 |
2.2% |
0.0049 |
0.4% |
29% |
False |
False |
140 |
| 80 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0051 |
0.4% |
13% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2079 |
|
2.618 |
1.1970 |
|
1.618 |
1.1903 |
|
1.000 |
1.1862 |
|
0.618 |
1.1836 |
|
HIGH |
1.1795 |
|
0.618 |
1.1769 |
|
0.500 |
1.1761 |
|
0.382 |
1.1753 |
|
LOW |
1.1728 |
|
0.618 |
1.1686 |
|
1.000 |
1.1661 |
|
1.618 |
1.1619 |
|
2.618 |
1.1552 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1781 |
1.1782 |
| PP |
1.1771 |
1.1773 |
| S1 |
1.1761 |
1.1764 |
|