CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1764 |
1.1740 |
-0.0025 |
-0.2% |
1.1770 |
| High |
1.1768 |
1.1746 |
-0.0022 |
-0.2% |
1.1800 |
| Low |
1.1728 |
1.1713 |
-0.0015 |
-0.1% |
1.1728 |
| Close |
1.1743 |
1.1721 |
-0.0023 |
-0.2% |
1.1760 |
| Range |
0.0041 |
0.0033 |
-0.0008 |
-18.5% |
0.0073 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
238 |
814 |
576 |
242.0% |
1,617 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1826 |
1.1806 |
1.1739 |
|
| R3 |
1.1793 |
1.1773 |
1.1730 |
|
| R2 |
1.1760 |
1.1760 |
1.1727 |
|
| R1 |
1.1740 |
1.1740 |
1.1724 |
1.1733 |
| PP |
1.1727 |
1.1727 |
1.1727 |
1.1723 |
| S1 |
1.1707 |
1.1707 |
1.1717 |
1.1700 |
| S2 |
1.1694 |
1.1694 |
1.1714 |
|
| S3 |
1.1661 |
1.1674 |
1.1711 |
|
| S4 |
1.1628 |
1.1641 |
1.1702 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1942 |
1.1799 |
|
| R3 |
1.1907 |
1.1870 |
1.1779 |
|
| R2 |
1.1835 |
1.1835 |
1.1773 |
|
| R1 |
1.1797 |
1.1797 |
1.1766 |
1.1780 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1754 |
| S1 |
1.1725 |
1.1725 |
1.1753 |
1.1707 |
| S2 |
1.1690 |
1.1690 |
1.1746 |
|
| S3 |
1.1617 |
1.1652 |
1.1740 |
|
| S4 |
1.1545 |
1.1580 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1800 |
1.1713 |
0.0087 |
0.7% |
0.0052 |
0.4% |
9% |
False |
True |
458 |
| 10 |
1.1878 |
1.1713 |
0.0165 |
1.4% |
0.0049 |
0.4% |
5% |
False |
True |
379 |
| 20 |
1.1956 |
1.1713 |
0.0243 |
2.1% |
0.0047 |
0.4% |
3% |
False |
True |
430 |
| 40 |
1.1956 |
1.1713 |
0.0243 |
2.1% |
0.0044 |
0.4% |
3% |
False |
True |
228 |
| 60 |
1.1965 |
1.1713 |
0.0252 |
2.1% |
0.0048 |
0.4% |
3% |
False |
True |
163 |
| 80 |
1.2286 |
1.1713 |
0.0573 |
4.9% |
0.0050 |
0.4% |
1% |
False |
True |
128 |
| 100 |
1.2334 |
1.1713 |
0.0621 |
5.3% |
0.0049 |
0.4% |
1% |
False |
True |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1886 |
|
2.618 |
1.1832 |
|
1.618 |
1.1799 |
|
1.000 |
1.1779 |
|
0.618 |
1.1766 |
|
HIGH |
1.1746 |
|
0.618 |
1.1733 |
|
0.500 |
1.1730 |
|
0.382 |
1.1726 |
|
LOW |
1.1713 |
|
0.618 |
1.1693 |
|
1.000 |
1.1680 |
|
1.618 |
1.1660 |
|
2.618 |
1.1627 |
|
4.250 |
1.1573 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1730 |
1.1752 |
| PP |
1.1727 |
1.1742 |
| S1 |
1.1724 |
1.1731 |
|