CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1701 |
1.1751 |
0.0051 |
0.4% |
1.1803 |
| High |
1.1755 |
1.1770 |
0.0015 |
0.1% |
1.1808 |
| Low |
1.1698 |
1.1732 |
0.0035 |
0.3% |
1.1669 |
| Close |
1.1753 |
1.1760 |
0.0007 |
0.1% |
1.1702 |
| Range |
0.0058 |
0.0038 |
-0.0020 |
-34.8% |
0.0139 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
129,024 |
116,765 |
-12,259 |
-9.5% |
625,300 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1850 |
1.1780 |
|
| R3 |
1.1829 |
1.1813 |
1.1770 |
|
| R2 |
1.1791 |
1.1791 |
1.1766 |
|
| R1 |
1.1775 |
1.1775 |
1.1763 |
1.1783 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1758 |
| S1 |
1.1738 |
1.1738 |
1.1756 |
1.1746 |
| S2 |
1.1716 |
1.1716 |
1.1753 |
|
| S3 |
1.1679 |
1.1700 |
1.1749 |
|
| S4 |
1.1641 |
1.1663 |
1.1739 |
|
|
| 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 |
1.1770 |
1.1669 |
0.0101 |
0.9% |
0.0047 |
0.4% |
90% |
True |
False |
125,695 |
| 10 |
1.1812 |
1.1669 |
0.0143 |
1.2% |
0.0050 |
0.4% |
64% |
False |
False |
126,551 |
| 20 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0050 |
0.4% |
36% |
False |
False |
133,116 |
| 40 |
1.1948 |
1.1669 |
0.0279 |
2.4% |
0.0056 |
0.5% |
32% |
False |
False |
149,429 |
| 60 |
1.2279 |
1.1669 |
0.0610 |
5.2% |
0.0060 |
0.5% |
15% |
False |
False |
150,200 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
15% |
False |
False |
113,115 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
15% |
False |
False |
90,585 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
15% |
False |
False |
75,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1929 |
|
2.618 |
1.1868 |
|
1.618 |
1.1830 |
|
1.000 |
1.1807 |
|
0.618 |
1.1793 |
|
HIGH |
1.1770 |
|
0.618 |
1.1755 |
|
0.500 |
1.1751 |
|
0.382 |
1.1746 |
|
LOW |
1.1732 |
|
0.618 |
1.1709 |
|
1.000 |
1.1695 |
|
1.618 |
1.1671 |
|
2.618 |
1.1634 |
|
4.250 |
1.1573 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1757 |
1.1746 |
| PP |
1.1754 |
1.1733 |
| S1 |
1.1751 |
1.1719 |
|