CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1749 |
1.1737 |
-0.0012 |
-0.1% |
1.1767 |
| High |
1.1755 |
1.1812 |
0.0057 |
0.5% |
1.1812 |
| Low |
1.1730 |
1.1736 |
0.0006 |
0.1% |
1.1713 |
| Close |
1.1737 |
1.1802 |
0.0065 |
0.6% |
1.1802 |
| Range |
0.0025 |
0.0076 |
0.0051 |
202.0% |
0.0099 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.1% |
0.0000 |
| Volume |
112,289 |
141,969 |
29,680 |
26.4% |
642,130 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2010 |
1.1981 |
1.1843 |
|
| R3 |
1.1934 |
1.1906 |
1.1822 |
|
| R2 |
1.1859 |
1.1859 |
1.1815 |
|
| R1 |
1.1830 |
1.1830 |
1.1808 |
1.1844 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1790 |
| S1 |
1.1755 |
1.1755 |
1.1795 |
1.1769 |
| S2 |
1.1708 |
1.1708 |
1.1788 |
|
| S3 |
1.1632 |
1.1679 |
1.1781 |
|
| S4 |
1.1557 |
1.1604 |
1.1760 |
|
|
| 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 |
1.1713 |
0.0099 |
0.8% |
0.0044 |
0.4% |
90% |
True |
False |
128,426 |
| 10 |
1.1909 |
1.1713 |
0.0196 |
1.7% |
0.0048 |
0.4% |
45% |
False |
False |
128,499 |
| 20 |
1.1919 |
1.1713 |
0.0206 |
1.7% |
0.0053 |
0.4% |
43% |
False |
False |
147,769 |
| 40 |
1.1995 |
1.1713 |
0.0282 |
2.4% |
0.0057 |
0.5% |
31% |
False |
False |
156,195 |
| 60 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0061 |
0.5% |
15% |
False |
False |
136,066 |
| 80 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0063 |
0.5% |
15% |
False |
False |
102,291 |
| 100 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0062 |
0.5% |
15% |
False |
False |
81,909 |
| 120 |
1.2295 |
1.1713 |
0.0582 |
4.9% |
0.0064 |
0.5% |
15% |
False |
False |
68,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2132 |
|
2.618 |
1.2009 |
|
1.618 |
1.1934 |
|
1.000 |
1.1887 |
|
0.618 |
1.1858 |
|
HIGH |
1.1812 |
|
0.618 |
1.1783 |
|
0.500 |
1.1774 |
|
0.382 |
1.1765 |
|
LOW |
1.1736 |
|
0.618 |
1.1689 |
|
1.000 |
1.1661 |
|
1.618 |
1.1614 |
|
2.618 |
1.1538 |
|
4.250 |
1.1415 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1788 |
| PP |
1.1783 |
1.1775 |
| S1 |
1.1774 |
1.1762 |
|