CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1801 |
1.1801 |
-0.0001 |
0.0% |
1.1701 |
| High |
1.1814 |
1.1849 |
0.0036 |
0.3% |
1.1806 |
| Low |
1.1786 |
1.1799 |
0.0013 |
0.1% |
1.1698 |
| Close |
1.1807 |
1.1816 |
0.0009 |
0.1% |
1.1798 |
| Range |
0.0028 |
0.0051 |
0.0023 |
83.6% |
0.0109 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
| Volume |
96,863 |
187,033 |
90,170 |
93.1% |
661,868 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1945 |
1.1843 |
|
| R3 |
1.1922 |
1.1894 |
1.1829 |
|
| R2 |
1.1872 |
1.1872 |
1.1825 |
|
| R1 |
1.1844 |
1.1844 |
1.1820 |
1.1858 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1828 |
| S1 |
1.1793 |
1.1793 |
1.1811 |
1.1807 |
| S2 |
1.1771 |
1.1771 |
1.1806 |
|
| S3 |
1.1720 |
1.1743 |
1.1802 |
|
| S4 |
1.1670 |
1.1692 |
1.1788 |
|
|
| 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 |
1.1849 |
1.1731 |
0.0119 |
1.0% |
0.0046 |
0.4% |
72% |
True |
False |
139,995 |
| 10 |
1.1849 |
1.1669 |
0.0180 |
1.5% |
0.0046 |
0.4% |
81% |
True |
False |
132,845 |
| 20 |
1.1909 |
1.1669 |
0.0240 |
2.0% |
0.0049 |
0.4% |
61% |
False |
False |
132,741 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0053 |
0.5% |
59% |
False |
False |
143,846 |
| 60 |
1.2242 |
1.1669 |
0.0573 |
4.8% |
0.0057 |
0.5% |
26% |
False |
False |
160,215 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
23% |
False |
False |
121,815 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
23% |
False |
False |
97,573 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
23% |
False |
False |
81,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2064 |
|
2.618 |
1.1981 |
|
1.618 |
1.1931 |
|
1.000 |
1.1900 |
|
0.618 |
1.1880 |
|
HIGH |
1.1849 |
|
0.618 |
1.1830 |
|
0.500 |
1.1824 |
|
0.382 |
1.1818 |
|
LOW |
1.1799 |
|
0.618 |
1.1767 |
|
1.000 |
1.1748 |
|
1.618 |
1.1717 |
|
2.618 |
1.1666 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1824 |
1.1808 |
| PP |
1.1821 |
1.1801 |
| S1 |
1.1818 |
1.1793 |
|