CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1843 |
1.1767 |
-0.0076 |
-0.6% |
1.1876 |
| High |
1.1844 |
1.1777 |
-0.0067 |
-0.6% |
1.1909 |
| Low |
1.1762 |
1.1742 |
-0.0020 |
-0.2% |
1.1762 |
| Close |
1.1766 |
1.1749 |
-0.0017 |
-0.1% |
1.1766 |
| Range |
0.0082 |
0.0035 |
-0.0047 |
-57.3% |
0.0147 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
167,231 |
132,285 |
-34,946 |
-20.9% |
642,862 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1840 |
1.1768 |
|
| R3 |
1.1826 |
1.1805 |
1.1758 |
|
| R2 |
1.1791 |
1.1791 |
1.1755 |
|
| R1 |
1.1770 |
1.1770 |
1.1752 |
1.1763 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1752 |
| S1 |
1.1735 |
1.1735 |
1.1745 |
1.1728 |
| S2 |
1.1721 |
1.1721 |
1.1742 |
|
| S3 |
1.1686 |
1.1700 |
1.1739 |
|
| S4 |
1.1651 |
1.1665 |
1.1729 |
|
|
| 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 |
1.1742 |
0.0167 |
1.4% |
0.0051 |
0.4% |
4% |
False |
True |
133,417 |
| 10 |
1.1919 |
1.1742 |
0.0177 |
1.5% |
0.0055 |
0.5% |
4% |
False |
True |
144,638 |
| 20 |
1.1919 |
1.1742 |
0.0177 |
1.5% |
0.0057 |
0.5% |
4% |
False |
True |
154,216 |
| 40 |
1.2169 |
1.1742 |
0.0427 |
3.6% |
0.0061 |
0.5% |
2% |
False |
True |
162,463 |
| 60 |
1.2293 |
1.1742 |
0.0551 |
4.7% |
0.0063 |
0.5% |
1% |
False |
True |
127,667 |
| 80 |
1.2293 |
1.1742 |
0.0551 |
4.7% |
0.0064 |
0.5% |
1% |
False |
True |
95,939 |
| 100 |
1.2293 |
1.1742 |
0.0551 |
4.7% |
0.0063 |
0.5% |
1% |
False |
True |
76,821 |
| 120 |
1.2295 |
1.1742 |
0.0553 |
4.7% |
0.0064 |
0.5% |
1% |
False |
True |
64,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1926 |
|
2.618 |
1.1869 |
|
1.618 |
1.1834 |
|
1.000 |
1.1812 |
|
0.618 |
1.1799 |
|
HIGH |
1.1777 |
|
0.618 |
1.1764 |
|
0.500 |
1.1760 |
|
0.382 |
1.1755 |
|
LOW |
1.1742 |
|
0.618 |
1.1720 |
|
1.000 |
1.1707 |
|
1.618 |
1.1685 |
|
2.618 |
1.1650 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1760 |
1.1804 |
| PP |
1.1756 |
1.1785 |
| S1 |
1.1752 |
1.1767 |
|