CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1849 |
1.1861 |
0.0013 |
0.1% |
1.1913 |
| High |
1.1878 |
1.1866 |
-0.0013 |
-0.1% |
1.1931 |
| Low |
1.1846 |
1.1797 |
-0.0049 |
-0.4% |
1.1851 |
| Close |
1.1854 |
1.1800 |
-0.0054 |
-0.5% |
1.1862 |
| Range |
0.0033 |
0.0069 |
0.0037 |
112.3% |
0.0080 |
| ATR |
0.0045 |
0.0046 |
0.0002 |
3.9% |
0.0000 |
| Volume |
241 |
467 |
226 |
93.8% |
3,005 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1983 |
1.1837 |
|
| R3 |
1.1959 |
1.1914 |
1.1818 |
|
| R2 |
1.1890 |
1.1890 |
1.1812 |
|
| R1 |
1.1845 |
1.1845 |
1.1806 |
1.1833 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1815 |
| S1 |
1.1776 |
1.1776 |
1.1793 |
1.1764 |
| S2 |
1.1752 |
1.1752 |
1.1787 |
|
| S3 |
1.1683 |
1.1707 |
1.1781 |
|
| S4 |
1.1614 |
1.1638 |
1.1762 |
|
|
| 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 |
1.1797 |
0.0101 |
0.9% |
0.0045 |
0.4% |
3% |
False |
True |
351 |
| 10 |
1.1956 |
1.1797 |
0.0160 |
1.4% |
0.0043 |
0.4% |
2% |
False |
True |
523 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0044 |
0.4% |
35% |
False |
False |
282 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
33% |
False |
False |
156 |
| 60 |
1.2040 |
1.1717 |
0.0323 |
2.7% |
0.0048 |
0.4% |
26% |
False |
False |
113 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0051 |
0.4% |
13% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.2046 |
|
1.618 |
1.1977 |
|
1.000 |
1.1935 |
|
0.618 |
1.1908 |
|
HIGH |
1.1866 |
|
0.618 |
1.1839 |
|
0.500 |
1.1831 |
|
0.382 |
1.1823 |
|
LOW |
1.1797 |
|
0.618 |
1.1754 |
|
1.000 |
1.1728 |
|
1.618 |
1.1685 |
|
2.618 |
1.1616 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1844 |
| PP |
1.1821 |
1.1829 |
| S1 |
1.1810 |
1.1814 |
|