CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1803 |
1.1785 |
-0.0019 |
-0.2% |
1.1767 |
| High |
1.1808 |
1.1791 |
-0.0017 |
-0.1% |
1.1812 |
| Low |
1.1774 |
1.1714 |
-0.0061 |
-0.5% |
1.1713 |
| Close |
1.1782 |
1.1717 |
-0.0065 |
-0.6% |
1.1802 |
| Range |
0.0034 |
0.0077 |
0.0044 |
129.9% |
0.0099 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
100,012 |
142,598 |
42,586 |
42.6% |
642,130 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1971 |
1.1921 |
1.1759 |
|
| R3 |
1.1894 |
1.1844 |
1.1738 |
|
| R2 |
1.1817 |
1.1817 |
1.1731 |
|
| R1 |
1.1767 |
1.1767 |
1.1724 |
1.1754 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1734 |
| S1 |
1.1690 |
1.1690 |
1.1709 |
1.1677 |
| S2 |
1.1663 |
1.1663 |
1.1702 |
|
| S3 |
1.1586 |
1.1613 |
1.1695 |
|
| S4 |
1.1509 |
1.1536 |
1.1674 |
|
|
| 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% |
0.0052 |
0.4% |
4% |
False |
False |
127,407 |
| 10 |
1.1909 |
1.1713 |
0.0196 |
1.7% |
0.0051 |
0.4% |
2% |
False |
False |
132,637 |
| 20 |
1.1919 |
1.1713 |
0.0206 |
1.8% |
0.0053 |
0.5% |
2% |
False |
False |
140,107 |
| 40 |
1.1995 |
1.1713 |
0.0282 |
2.4% |
0.0056 |
0.5% |
1% |
False |
False |
151,456 |
| 60 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0061 |
0.5% |
1% |
False |
False |
140,066 |
| 80 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0063 |
0.5% |
1% |
False |
False |
105,310 |
| 100 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0062 |
0.5% |
1% |
False |
False |
84,323 |
| 120 |
1.2293 |
1.1713 |
0.0580 |
4.9% |
0.0064 |
0.5% |
1% |
False |
False |
70,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.1992 |
|
1.618 |
1.1915 |
|
1.000 |
1.1868 |
|
0.618 |
1.1838 |
|
HIGH |
1.1791 |
|
0.618 |
1.1761 |
|
0.500 |
1.1752 |
|
0.382 |
1.1743 |
|
LOW |
1.1714 |
|
0.618 |
1.1666 |
|
1.000 |
1.1637 |
|
1.618 |
1.1589 |
|
2.618 |
1.1512 |
|
4.250 |
1.1386 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1752 |
1.1763 |
| PP |
1.1740 |
1.1747 |
| S1 |
1.1728 |
1.1732 |
|