CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1845 |
1.1843 |
-0.0003 |
0.0% |
1.1876 |
| High |
1.1866 |
1.1844 |
-0.0022 |
-0.2% |
1.1909 |
| Low |
1.1837 |
1.1762 |
-0.0075 |
-0.6% |
1.1762 |
| Close |
1.1845 |
1.1766 |
-0.0079 |
-0.7% |
1.1766 |
| Range |
0.0029 |
0.0082 |
0.0053 |
182.8% |
0.0147 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.2% |
0.0000 |
| Volume |
121,046 |
167,231 |
46,185 |
38.2% |
642,862 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.1983 |
1.1811 |
|
| R3 |
1.1955 |
1.1901 |
1.1788 |
|
| R2 |
1.1873 |
1.1873 |
1.1781 |
|
| R1 |
1.1819 |
1.1819 |
1.1773 |
1.1805 |
| PP |
1.1791 |
1.1791 |
1.1791 |
1.1783 |
| S1 |
1.1737 |
1.1737 |
1.1758 |
1.1723 |
| S2 |
1.1709 |
1.1709 |
1.1750 |
|
| S3 |
1.1627 |
1.1655 |
1.1743 |
|
| S4 |
1.1545 |
1.1573 |
1.1720 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2253 |
1.2156 |
1.1846 |
|
| R3 |
1.2106 |
1.2009 |
1.1806 |
|
| R2 |
1.1959 |
1.1959 |
1.1792 |
|
| R1 |
1.1862 |
1.1862 |
1.1779 |
1.1837 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1800 |
| S1 |
1.1715 |
1.1715 |
1.1752 |
1.1690 |
| S2 |
1.1665 |
1.1665 |
1.1739 |
|
| S3 |
1.1518 |
1.1568 |
1.1725 |
|
| S4 |
1.1371 |
1.1421 |
1.1685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1909 |
1.1762 |
0.0147 |
1.2% |
0.0051 |
0.4% |
2% |
False |
True |
128,572 |
| 10 |
1.1919 |
1.1762 |
0.0157 |
1.3% |
0.0057 |
0.5% |
2% |
False |
True |
144,590 |
| 20 |
1.1919 |
1.1762 |
0.0157 |
1.3% |
0.0057 |
0.5% |
2% |
False |
True |
153,499 |
| 40 |
1.2215 |
1.1762 |
0.0453 |
3.9% |
0.0063 |
0.5% |
1% |
False |
True |
165,348 |
| 60 |
1.2293 |
1.1762 |
0.0531 |
4.5% |
0.0063 |
0.5% |
1% |
False |
True |
125,479 |
| 80 |
1.2293 |
1.1762 |
0.0531 |
4.5% |
0.0064 |
0.5% |
1% |
False |
True |
94,290 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
4% |
False |
False |
75,500 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.7% |
0.0064 |
0.5% |
4% |
False |
False |
62,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2059 |
|
1.618 |
1.1977 |
|
1.000 |
1.1926 |
|
0.618 |
1.1895 |
|
HIGH |
1.1844 |
|
0.618 |
1.1813 |
|
0.500 |
1.1803 |
|
0.382 |
1.1793 |
|
LOW |
1.1762 |
|
0.618 |
1.1711 |
|
1.000 |
1.1680 |
|
1.618 |
1.1629 |
|
2.618 |
1.1547 |
|
4.250 |
1.1414 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1836 |
| PP |
1.1791 |
1.1812 |
| S1 |
1.1778 |
1.1789 |
|