CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1751 |
1.1762 |
0.0011 |
0.1% |
1.1803 |
| High |
1.1770 |
1.1779 |
0.0010 |
0.1% |
1.1808 |
| Low |
1.1732 |
1.1731 |
-0.0002 |
0.0% |
1.1669 |
| Close |
1.1760 |
1.1776 |
0.0016 |
0.1% |
1.1702 |
| Range |
0.0038 |
0.0049 |
0.0011 |
29.3% |
0.0139 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
116,765 |
120,592 |
3,827 |
3.3% |
625,300 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1907 |
1.1890 |
1.1802 |
|
| R3 |
1.1859 |
1.1841 |
1.1789 |
|
| R2 |
1.1810 |
1.1810 |
1.1784 |
|
| R1 |
1.1793 |
1.1793 |
1.1780 |
1.1802 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1766 |
| S1 |
1.1744 |
1.1744 |
1.1771 |
1.1753 |
| S2 |
1.1713 |
1.1713 |
1.1767 |
|
| S3 |
1.1665 |
1.1696 |
1.1762 |
|
| S4 |
1.1616 |
1.1647 |
1.1749 |
|
|
| 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 |
1.1779 |
1.1669 |
0.0110 |
0.9% |
0.0047 |
0.4% |
97% |
True |
False |
122,810 |
| 10 |
1.1812 |
1.1669 |
0.0143 |
1.2% |
0.0050 |
0.4% |
75% |
False |
False |
124,593 |
| 20 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0049 |
0.4% |
43% |
False |
False |
129,539 |
| 40 |
1.1927 |
1.1669 |
0.0258 |
2.2% |
0.0056 |
0.5% |
41% |
False |
False |
148,858 |
| 60 |
1.2251 |
1.1669 |
0.0582 |
4.9% |
0.0059 |
0.5% |
18% |
False |
False |
152,119 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
17% |
False |
False |
114,618 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
17% |
False |
False |
91,789 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0062 |
0.5% |
17% |
False |
False |
76,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1985 |
|
2.618 |
1.1906 |
|
1.618 |
1.1857 |
|
1.000 |
1.1828 |
|
0.618 |
1.1809 |
|
HIGH |
1.1779 |
|
0.618 |
1.1760 |
|
0.500 |
1.1755 |
|
0.382 |
1.1749 |
|
LOW |
1.1731 |
|
0.618 |
1.1701 |
|
1.000 |
1.1682 |
|
1.618 |
1.1652 |
|
2.618 |
1.1604 |
|
4.250 |
1.1524 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1769 |
1.1763 |
| PP |
1.1762 |
1.1751 |
| S1 |
1.1755 |
1.1738 |
|