CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1843 |
1.1876 |
0.0033 |
0.3% |
1.1801 |
| High |
1.1878 |
1.1912 |
0.0034 |
0.3% |
1.1912 |
| Low |
1.1836 |
1.1868 |
0.0032 |
0.3% |
1.1786 |
| Close |
1.1877 |
1.1893 |
0.0016 |
0.1% |
1.1893 |
| Range |
0.0042 |
0.0044 |
0.0002 |
3.6% |
0.0126 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
127,627 |
178,516 |
50,889 |
39.9% |
744,731 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2021 |
1.2000 |
1.1916 |
|
| R3 |
1.1978 |
1.1957 |
1.1904 |
|
| R2 |
1.1934 |
1.1934 |
1.1900 |
|
| R1 |
1.1913 |
1.1913 |
1.1896 |
1.1924 |
| PP |
1.1891 |
1.1891 |
1.1891 |
1.1896 |
| S1 |
1.1870 |
1.1870 |
1.1889 |
1.1880 |
| S2 |
1.1847 |
1.1847 |
1.1885 |
|
| S3 |
1.1804 |
1.1826 |
1.1881 |
|
| S4 |
1.1760 |
1.1783 |
1.1869 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2240 |
1.2192 |
1.1962 |
|
| R3 |
1.2114 |
1.2066 |
1.1927 |
|
| R2 |
1.1989 |
1.1989 |
1.1916 |
|
| R1 |
1.1941 |
1.1941 |
1.1904 |
1.1965 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1875 |
| S1 |
1.1815 |
1.1815 |
1.1881 |
1.1839 |
| S2 |
1.1738 |
1.1738 |
1.1869 |
|
| S3 |
1.1612 |
1.1690 |
1.1858 |
|
| S4 |
1.1487 |
1.1564 |
1.1823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1912 |
1.1786 |
0.0126 |
1.1% |
0.0046 |
0.4% |
85% |
True |
False |
148,946 |
| 10 |
1.1912 |
1.1698 |
0.0214 |
1.8% |
0.0047 |
0.4% |
91% |
True |
False |
140,659 |
| 20 |
1.1912 |
1.1669 |
0.0243 |
2.0% |
0.0047 |
0.4% |
92% |
True |
False |
133,701 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0052 |
0.4% |
89% |
False |
False |
143,600 |
| 60 |
1.2215 |
1.1669 |
0.0546 |
4.6% |
0.0058 |
0.5% |
41% |
False |
False |
154,799 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0059 |
0.5% |
36% |
False |
False |
127,535 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0061 |
0.5% |
36% |
False |
False |
102,172 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.2% |
0.0061 |
0.5% |
36% |
False |
False |
85,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.2025 |
|
1.618 |
1.1982 |
|
1.000 |
1.1955 |
|
0.618 |
1.1938 |
|
HIGH |
1.1912 |
|
0.618 |
1.1895 |
|
0.500 |
1.1890 |
|
0.382 |
1.1885 |
|
LOW |
1.1868 |
|
0.618 |
1.1841 |
|
1.000 |
1.1825 |
|
1.618 |
1.1798 |
|
2.618 |
1.1754 |
|
4.250 |
1.1683 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1892 |
1.1880 |
| PP |
1.1891 |
1.1867 |
| S1 |
1.1890 |
1.1854 |
|