CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1759 |
1.1801 |
0.0042 |
0.4% |
1.1701 |
| High |
1.1806 |
1.1814 |
0.0008 |
0.1% |
1.1806 |
| Low |
1.1738 |
1.1786 |
0.0049 |
0.4% |
1.1698 |
| Close |
1.1798 |
1.1807 |
0.0009 |
0.1% |
1.1798 |
| Range |
0.0069 |
0.0028 |
-0.0041 |
-59.9% |
0.0109 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
182,266 |
96,863 |
-85,403 |
-46.9% |
661,868 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1873 |
1.1822 |
|
| R3 |
1.1857 |
1.1846 |
1.1815 |
|
| R2 |
1.1830 |
1.1830 |
1.1812 |
|
| R1 |
1.1818 |
1.1818 |
1.1810 |
1.1824 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1805 |
| S1 |
1.1791 |
1.1791 |
1.1804 |
1.1797 |
| S2 |
1.1775 |
1.1775 |
1.1802 |
|
| S3 |
1.1747 |
1.1763 |
1.1799 |
|
| S4 |
1.1720 |
1.1736 |
1.1792 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2054 |
1.1858 |
|
| R3 |
1.1984 |
1.1945 |
1.1828 |
|
| R2 |
1.1876 |
1.1876 |
1.1818 |
|
| R1 |
1.1837 |
1.1837 |
1.1808 |
1.1856 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1777 |
| S1 |
1.1728 |
1.1728 |
1.1788 |
1.1748 |
| S2 |
1.1659 |
1.1659 |
1.1778 |
|
| S3 |
1.1550 |
1.1620 |
1.1768 |
|
| S4 |
1.1442 |
1.1511 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1814 |
1.1731 |
0.0083 |
0.7% |
0.0043 |
0.4% |
92% |
True |
False |
125,941 |
| 10 |
1.1814 |
1.1669 |
0.0145 |
1.2% |
0.0049 |
0.4% |
96% |
True |
False |
128,401 |
| 20 |
1.1909 |
1.1669 |
0.0240 |
2.0% |
0.0048 |
0.4% |
58% |
False |
False |
128,048 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0054 |
0.5% |
55% |
False |
False |
145,845 |
| 60 |
1.2242 |
1.1669 |
0.0573 |
4.8% |
0.0058 |
0.5% |
24% |
False |
False |
157,834 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
22% |
False |
False |
119,489 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
22% |
False |
False |
95,704 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
22% |
False |
False |
79,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1930 |
|
2.618 |
1.1885 |
|
1.618 |
1.1858 |
|
1.000 |
1.1841 |
|
0.618 |
1.1830 |
|
HIGH |
1.1814 |
|
0.618 |
1.1803 |
|
0.500 |
1.1800 |
|
0.382 |
1.1797 |
|
LOW |
1.1786 |
|
0.618 |
1.1769 |
|
1.000 |
1.1759 |
|
1.618 |
1.1742 |
|
2.618 |
1.1714 |
|
4.250 |
1.1669 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1805 |
1.1797 |
| PP |
1.1802 |
1.1786 |
| S1 |
1.1800 |
1.1776 |
|