CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1767 |
1.1747 |
-0.0020 |
-0.2% |
1.1876 |
| High |
1.1777 |
1.1751 |
-0.0027 |
-0.2% |
1.1909 |
| Low |
1.1742 |
1.1717 |
-0.0025 |
-0.2% |
1.1762 |
| Close |
1.1749 |
1.1730 |
-0.0019 |
-0.2% |
1.1766 |
| Range |
0.0035 |
0.0034 |
-0.0002 |
-4.3% |
0.0147 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
132,285 |
115,416 |
-16,869 |
-12.8% |
642,862 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1815 |
1.1748 |
|
| R3 |
1.1799 |
1.1781 |
1.1739 |
|
| R2 |
1.1766 |
1.1766 |
1.1736 |
|
| R1 |
1.1748 |
1.1748 |
1.1733 |
1.1740 |
| PP |
1.1732 |
1.1732 |
1.1732 |
1.1729 |
| S1 |
1.1714 |
1.1714 |
1.1726 |
1.1707 |
| S2 |
1.1699 |
1.1699 |
1.1723 |
|
| S3 |
1.1665 |
1.1681 |
1.1720 |
|
| S4 |
1.1632 |
1.1647 |
1.1711 |
|
|
| 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 |
1.1717 |
0.0192 |
1.6% |
0.0049 |
0.4% |
7% |
False |
True |
137,866 |
| 10 |
1.1919 |
1.1717 |
0.0202 |
1.7% |
0.0051 |
0.4% |
6% |
False |
True |
139,680 |
| 20 |
1.1919 |
1.1717 |
0.0202 |
1.7% |
0.0053 |
0.5% |
6% |
False |
True |
148,971 |
| 40 |
1.2169 |
1.1717 |
0.0452 |
3.9% |
0.0061 |
0.5% |
3% |
False |
True |
162,303 |
| 60 |
1.2293 |
1.1717 |
0.0576 |
4.9% |
0.0062 |
0.5% |
2% |
False |
True |
129,557 |
| 80 |
1.2293 |
1.1717 |
0.0576 |
4.9% |
0.0064 |
0.5% |
2% |
False |
True |
97,378 |
| 100 |
1.2293 |
1.1717 |
0.0576 |
4.9% |
0.0063 |
0.5% |
2% |
False |
True |
77,974 |
| 120 |
1.2295 |
1.1717 |
0.0578 |
4.9% |
0.0064 |
0.5% |
2% |
False |
True |
65,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1893 |
|
2.618 |
1.1838 |
|
1.618 |
1.1805 |
|
1.000 |
1.1784 |
|
0.618 |
1.1771 |
|
HIGH |
1.1751 |
|
0.618 |
1.1738 |
|
0.500 |
1.1734 |
|
0.382 |
1.1730 |
|
LOW |
1.1717 |
|
0.618 |
1.1696 |
|
1.000 |
1.1684 |
|
1.618 |
1.1663 |
|
2.618 |
1.1629 |
|
4.250 |
1.1575 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1734 |
1.1781 |
| PP |
1.1732 |
1.1764 |
| S1 |
1.1731 |
1.1747 |
|