CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1718 |
1.1714 |
-0.0004 |
0.0% |
1.1767 |
| High |
1.1749 |
1.1721 |
-0.0028 |
-0.2% |
1.1812 |
| Low |
1.1699 |
1.1671 |
-0.0029 |
-0.2% |
1.1713 |
| Close |
1.1718 |
1.1681 |
-0.0038 |
-0.3% |
1.1802 |
| Range |
0.0050 |
0.0051 |
0.0001 |
1.0% |
0.0099 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
135,019 |
134,972 |
-47 |
0.0% |
642,130 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1842 |
1.1812 |
1.1708 |
|
| R3 |
1.1792 |
1.1761 |
1.1694 |
|
| R2 |
1.1741 |
1.1741 |
1.1690 |
|
| R1 |
1.1711 |
1.1711 |
1.1685 |
1.1701 |
| PP |
1.1691 |
1.1691 |
1.1691 |
1.1686 |
| S1 |
1.1660 |
1.1660 |
1.1676 |
1.1650 |
| S2 |
1.1640 |
1.1640 |
1.1671 |
|
| S3 |
1.1590 |
1.1610 |
1.1667 |
|
| S4 |
1.1539 |
1.1559 |
1.1653 |
|
|
| 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 |
1.1671 |
0.0141 |
1.2% |
0.0057 |
0.5% |
7% |
False |
True |
130,914 |
| 10 |
1.1844 |
1.1671 |
0.0174 |
1.5% |
0.0051 |
0.4% |
6% |
False |
True |
132,196 |
| 20 |
1.1919 |
1.1671 |
0.0249 |
2.1% |
0.0052 |
0.4% |
4% |
False |
True |
136,403 |
| 40 |
1.1995 |
1.1671 |
0.0324 |
2.8% |
0.0056 |
0.5% |
3% |
False |
True |
150,225 |
| 60 |
1.2289 |
1.1671 |
0.0618 |
5.3% |
0.0061 |
0.5% |
2% |
False |
True |
144,461 |
| 80 |
1.2293 |
1.1671 |
0.0622 |
5.3% |
0.0063 |
0.5% |
2% |
False |
True |
108,670 |
| 100 |
1.2293 |
1.1671 |
0.0622 |
5.3% |
0.0062 |
0.5% |
2% |
False |
True |
87,015 |
| 120 |
1.2293 |
1.1671 |
0.0622 |
5.3% |
0.0063 |
0.5% |
2% |
False |
True |
72,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1853 |
|
1.618 |
1.1803 |
|
1.000 |
1.1772 |
|
0.618 |
1.1752 |
|
HIGH |
1.1721 |
|
0.618 |
1.1702 |
|
0.500 |
1.1696 |
|
0.382 |
1.1690 |
|
LOW |
1.1671 |
|
0.618 |
1.1639 |
|
1.000 |
1.1620 |
|
1.618 |
1.1589 |
|
2.618 |
1.1538 |
|
4.250 |
1.1456 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1696 |
1.1731 |
| PP |
1.1691 |
1.1714 |
| S1 |
1.1686 |
1.1697 |
|