CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1882 |
0.0006 |
0.0% |
1.1801 |
| High |
1.1912 |
1.1888 |
-0.0024 |
-0.2% |
1.1912 |
| Low |
1.1868 |
1.1839 |
-0.0029 |
-0.2% |
1.1786 |
| Close |
1.1893 |
1.1847 |
-0.0046 |
-0.4% |
1.1893 |
| Range |
0.0044 |
0.0049 |
0.0006 |
12.6% |
0.0126 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
| Volume |
178,516 |
338,657 |
160,141 |
89.7% |
744,731 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1975 |
1.1874 |
|
| R3 |
1.1956 |
1.1926 |
1.1860 |
|
| R2 |
1.1907 |
1.1907 |
1.1856 |
|
| R1 |
1.1877 |
1.1877 |
1.1851 |
1.1868 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1853 |
| S1 |
1.1828 |
1.1828 |
1.1843 |
1.1819 |
| S2 |
1.1809 |
1.1809 |
1.1838 |
|
| S3 |
1.1760 |
1.1779 |
1.1834 |
|
| S4 |
1.1711 |
1.1730 |
1.1820 |
|
|
| 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 |
1.1796 |
0.0116 |
1.0% |
0.0050 |
0.4% |
44% |
False |
False |
197,305 |
| 10 |
1.1912 |
1.1731 |
0.0181 |
1.5% |
0.0046 |
0.4% |
64% |
False |
False |
161,623 |
| 20 |
1.1912 |
1.1669 |
0.0243 |
2.0% |
0.0048 |
0.4% |
73% |
False |
False |
144,020 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0052 |
0.4% |
71% |
False |
False |
149,118 |
| 60 |
1.2169 |
1.1669 |
0.0500 |
4.2% |
0.0057 |
0.5% |
36% |
False |
False |
156,315 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0059 |
0.5% |
29% |
False |
False |
131,755 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
29% |
False |
False |
105,555 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0061 |
0.5% |
29% |
False |
False |
88,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.2016 |
|
1.618 |
1.1967 |
|
1.000 |
1.1937 |
|
0.618 |
1.1918 |
|
HIGH |
1.1888 |
|
0.618 |
1.1869 |
|
0.500 |
1.1864 |
|
0.382 |
1.1858 |
|
LOW |
1.1839 |
|
0.618 |
1.1809 |
|
1.000 |
1.1790 |
|
1.618 |
1.1760 |
|
2.618 |
1.1711 |
|
4.250 |
1.1631 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1864 |
1.1874 |
| PP |
1.1858 |
1.1865 |
| S1 |
1.1853 |
1.1856 |
|