CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1864 |
1.1785 |
-0.0079 |
-0.7% |
1.1898 |
| High |
1.1864 |
1.1798 |
-0.0067 |
-0.6% |
1.1930 |
| Low |
1.1783 |
1.1764 |
-0.0019 |
-0.2% |
1.1783 |
| Close |
1.1787 |
1.1770 |
-0.0017 |
-0.1% |
1.1787 |
| Range |
0.0081 |
0.0034 |
-0.0048 |
-58.6% |
0.0147 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
423 |
723 |
300 |
70.9% |
2,328 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1857 |
1.1788 |
|
| R3 |
1.1844 |
1.1824 |
1.1779 |
|
| R2 |
1.1811 |
1.1811 |
1.1776 |
|
| R1 |
1.1790 |
1.1790 |
1.1773 |
1.1784 |
| PP |
1.1777 |
1.1777 |
1.1777 |
1.1774 |
| S1 |
1.1757 |
1.1757 |
1.1766 |
1.1750 |
| S2 |
1.1744 |
1.1744 |
1.1763 |
|
| S3 |
1.1710 |
1.1723 |
1.1760 |
|
| S4 |
1.1677 |
1.1690 |
1.1751 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2273 |
1.2176 |
1.1867 |
|
| R3 |
1.2126 |
1.2030 |
1.1827 |
|
| R2 |
1.1980 |
1.1980 |
1.1813 |
|
| R1 |
1.1883 |
1.1883 |
1.1800 |
1.1858 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1821 |
| S1 |
1.1737 |
1.1737 |
1.1773 |
1.1712 |
| S2 |
1.1687 |
1.1687 |
1.1760 |
|
| S3 |
1.1540 |
1.1590 |
1.1746 |
|
| S4 |
1.1394 |
1.1444 |
1.1706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1930 |
1.1764 |
0.0166 |
1.4% |
0.0050 |
0.4% |
3% |
False |
True |
492 |
| 10 |
1.1940 |
1.1764 |
0.0176 |
1.5% |
0.0054 |
0.5% |
3% |
False |
True |
475 |
| 20 |
1.1940 |
1.1764 |
0.0176 |
1.5% |
0.0055 |
0.5% |
3% |
False |
True |
388 |
| 40 |
1.2190 |
1.1764 |
0.0426 |
3.6% |
0.0060 |
0.5% |
1% |
False |
True |
527 |
| 60 |
1.2314 |
1.1764 |
0.0550 |
4.7% |
0.0061 |
0.5% |
1% |
False |
True |
472 |
| 80 |
1.2314 |
1.1764 |
0.0550 |
4.7% |
0.0060 |
0.5% |
1% |
False |
True |
392 |
| 100 |
1.2314 |
1.1764 |
0.0550 |
4.7% |
0.0059 |
0.5% |
1% |
False |
True |
322 |
| 120 |
1.2317 |
1.1764 |
0.0553 |
4.7% |
0.0059 |
0.5% |
1% |
False |
True |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1940 |
|
2.618 |
1.1885 |
|
1.618 |
1.1852 |
|
1.000 |
1.1831 |
|
0.618 |
1.1818 |
|
HIGH |
1.1798 |
|
0.618 |
1.1785 |
|
0.500 |
1.1781 |
|
0.382 |
1.1777 |
|
LOW |
1.1764 |
|
0.618 |
1.1743 |
|
1.000 |
1.1731 |
|
1.618 |
1.1710 |
|
2.618 |
1.1676 |
|
4.250 |
1.1622 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1781 |
1.1825 |
| PP |
1.1777 |
1.1807 |
| S1 |
1.1773 |
1.1788 |
|