CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1682 |
1.1701 |
0.0019 |
0.2% |
1.1803 |
| High |
1.1710 |
1.1755 |
0.0046 |
0.4% |
1.1808 |
| Low |
1.1669 |
1.1698 |
0.0029 |
0.2% |
1.1669 |
| Close |
1.1702 |
1.1753 |
0.0052 |
0.4% |
1.1702 |
| Range |
0.0041 |
0.0058 |
0.0017 |
42.0% |
0.0139 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.6% |
0.0000 |
| Volume |
112,699 |
129,024 |
16,325 |
14.5% |
625,300 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1888 |
1.1785 |
|
| R3 |
1.1850 |
1.1830 |
1.1769 |
|
| R2 |
1.1793 |
1.1793 |
1.1764 |
|
| R1 |
1.1773 |
1.1773 |
1.1758 |
1.1783 |
| PP |
1.1735 |
1.1735 |
1.1735 |
1.1740 |
| S1 |
1.1715 |
1.1715 |
1.1748 |
1.1725 |
| S2 |
1.1678 |
1.1678 |
1.1742 |
|
| S3 |
1.1620 |
1.1658 |
1.1737 |
|
| S4 |
1.1563 |
1.1600 |
1.1721 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2060 |
1.1778 |
|
| R3 |
1.2003 |
1.1922 |
1.1740 |
|
| R2 |
1.1865 |
1.1865 |
1.1727 |
|
| R1 |
1.1783 |
1.1783 |
1.1714 |
1.1755 |
| PP |
1.1726 |
1.1726 |
1.1726 |
1.1712 |
| S1 |
1.1645 |
1.1645 |
1.1689 |
1.1616 |
| S2 |
1.1588 |
1.1588 |
1.1676 |
|
| S3 |
1.1449 |
1.1506 |
1.1663 |
|
| S4 |
1.1311 |
1.1368 |
1.1625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1791 |
1.1669 |
0.0122 |
1.0% |
0.0055 |
0.5% |
69% |
False |
False |
130,862 |
| 10 |
1.1812 |
1.1669 |
0.0143 |
1.2% |
0.0049 |
0.4% |
59% |
False |
False |
126,416 |
| 20 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0052 |
0.4% |
34% |
False |
False |
135,527 |
| 40 |
1.1964 |
1.1669 |
0.0295 |
2.5% |
0.0056 |
0.5% |
29% |
False |
False |
150,113 |
| 60 |
1.2279 |
1.1669 |
0.0610 |
5.2% |
0.0060 |
0.5% |
14% |
False |
False |
148,311 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
13% |
False |
False |
111,676 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
13% |
False |
False |
89,423 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0063 |
0.5% |
13% |
False |
False |
74,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1999 |
|
2.618 |
1.1906 |
|
1.618 |
1.1848 |
|
1.000 |
1.1813 |
|
0.618 |
1.1791 |
|
HIGH |
1.1755 |
|
0.618 |
1.1733 |
|
0.500 |
1.1726 |
|
0.382 |
1.1719 |
|
LOW |
1.1698 |
|
0.618 |
1.1662 |
|
1.000 |
1.1640 |
|
1.618 |
1.1604 |
|
2.618 |
1.1547 |
|
4.250 |
1.1453 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1744 |
1.1739 |
| PP |
1.1735 |
1.1726 |
| S1 |
1.1726 |
1.1712 |
|