CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1718 |
-0.0067 |
-0.6% |
1.1767 |
| High |
1.1791 |
1.1749 |
-0.0042 |
-0.4% |
1.1812 |
| Low |
1.1714 |
1.1699 |
-0.0015 |
-0.1% |
1.1713 |
| Close |
1.1717 |
1.1718 |
0.0002 |
0.0% |
1.1802 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-35.1% |
0.0099 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
142,598 |
135,019 |
-7,579 |
-5.3% |
642,130 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1845 |
1.1746 |
|
| R3 |
1.1822 |
1.1795 |
1.1732 |
|
| R2 |
1.1772 |
1.1772 |
1.1727 |
|
| R1 |
1.1745 |
1.1745 |
1.1723 |
1.1759 |
| PP |
1.1722 |
1.1722 |
1.1722 |
1.1729 |
| S1 |
1.1695 |
1.1695 |
1.1713 |
1.1709 |
| S2 |
1.1672 |
1.1672 |
1.1709 |
|
| S3 |
1.1622 |
1.1645 |
1.1704 |
|
| S4 |
1.1572 |
1.1595 |
1.1691 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.2035 |
1.1856 |
|
| R3 |
1.1972 |
1.1936 |
1.1829 |
|
| R2 |
1.1874 |
1.1874 |
1.1820 |
|
| R1 |
1.1838 |
1.1838 |
1.1811 |
1.1856 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1784 |
| S1 |
1.1739 |
1.1739 |
1.1792 |
1.1757 |
| S2 |
1.1677 |
1.1677 |
1.1783 |
|
| S3 |
1.1578 |
1.1641 |
1.1774 |
|
| S4 |
1.1480 |
1.1542 |
1.1747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1812 |
1.1699 |
0.0113 |
1.0% |
0.0052 |
0.4% |
17% |
False |
True |
126,377 |
| 10 |
1.1866 |
1.1699 |
0.0167 |
1.4% |
0.0049 |
0.4% |
11% |
False |
True |
130,803 |
| 20 |
1.1919 |
1.1699 |
0.0220 |
1.9% |
0.0053 |
0.5% |
9% |
False |
True |
140,007 |
| 40 |
1.1995 |
1.1699 |
0.0296 |
2.5% |
0.0056 |
0.5% |
6% |
False |
True |
150,791 |
| 60 |
1.2293 |
1.1699 |
0.0594 |
5.1% |
0.0061 |
0.5% |
3% |
False |
True |
142,280 |
| 80 |
1.2293 |
1.1699 |
0.0594 |
5.1% |
0.0062 |
0.5% |
3% |
False |
True |
106,988 |
| 100 |
1.2293 |
1.1699 |
0.0594 |
5.1% |
0.0062 |
0.5% |
3% |
False |
True |
85,669 |
| 120 |
1.2293 |
1.1699 |
0.0594 |
5.1% |
0.0063 |
0.5% |
3% |
False |
True |
71,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1962 |
|
2.618 |
1.1880 |
|
1.618 |
1.1830 |
|
1.000 |
1.1799 |
|
0.618 |
1.1780 |
|
HIGH |
1.1749 |
|
0.618 |
1.1730 |
|
0.500 |
1.1724 |
|
0.382 |
1.1718 |
|
LOW |
1.1699 |
|
0.618 |
1.1668 |
|
1.000 |
1.1649 |
|
1.618 |
1.1618 |
|
2.618 |
1.1568 |
|
4.250 |
1.1487 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1724 |
1.1753 |
| PP |
1.1722 |
1.1742 |
| S1 |
1.1720 |
1.1730 |
|