CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1801 |
1.1813 |
0.0013 |
0.1% |
1.1701 |
| High |
1.1849 |
1.1861 |
0.0012 |
0.1% |
1.1806 |
| Low |
1.1799 |
1.1796 |
-0.0003 |
0.0% |
1.1698 |
| Close |
1.1816 |
1.1849 |
0.0034 |
0.3% |
1.1798 |
| Range |
0.0051 |
0.0065 |
0.0014 |
27.7% |
0.0109 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0000 |
| Volume |
187,033 |
154,692 |
-32,341 |
-17.3% |
661,868 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.2003 |
1.1884 |
|
| R3 |
1.1964 |
1.1939 |
1.1867 |
|
| R2 |
1.1900 |
1.1900 |
1.1861 |
|
| R1 |
1.1874 |
1.1874 |
1.1855 |
1.1887 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1842 |
| S1 |
1.1810 |
1.1810 |
1.1843 |
1.1823 |
| S2 |
1.1771 |
1.1771 |
1.1837 |
|
| S3 |
1.1706 |
1.1745 |
1.1831 |
|
| S4 |
1.1642 |
1.1681 |
1.1814 |
|
|
| 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 |
1.1861 |
1.1738 |
0.0123 |
1.0% |
0.0049 |
0.4% |
91% |
True |
False |
146,815 |
| 10 |
1.1861 |
1.1669 |
0.0192 |
1.6% |
0.0048 |
0.4% |
94% |
True |
False |
134,812 |
| 20 |
1.1866 |
1.1669 |
0.0197 |
1.7% |
0.0048 |
0.4% |
92% |
False |
False |
132,808 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0053 |
0.5% |
72% |
False |
False |
143,754 |
| 60 |
1.2242 |
1.1669 |
0.0573 |
4.8% |
0.0058 |
0.5% |
31% |
False |
False |
161,124 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
29% |
False |
False |
123,742 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
29% |
False |
False |
99,119 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
29% |
False |
False |
82,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2135 |
|
2.618 |
1.2029 |
|
1.618 |
1.1965 |
|
1.000 |
1.1925 |
|
0.618 |
1.1900 |
|
HIGH |
1.1861 |
|
0.618 |
1.1836 |
|
0.500 |
1.1828 |
|
0.382 |
1.1821 |
|
LOW |
1.1796 |
|
0.618 |
1.1756 |
|
1.000 |
1.1732 |
|
1.618 |
1.1692 |
|
2.618 |
1.1627 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1840 |
| PP |
1.1835 |
1.1832 |
| S1 |
1.1828 |
1.1823 |
|