CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1766 |
-0.0019 |
-0.2% |
1.1898 |
| High |
1.1798 |
1.1771 |
-0.0027 |
-0.2% |
1.1930 |
| Low |
1.1764 |
1.1739 |
-0.0026 |
-0.2% |
1.1783 |
| Close |
1.1770 |
1.1751 |
-0.0019 |
-0.2% |
1.1787 |
| Range |
0.0034 |
0.0033 |
-0.0001 |
-3.0% |
0.0147 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
723 |
704 |
-19 |
-2.6% |
2,328 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1851 |
1.1833 |
1.1768 |
|
| R3 |
1.1818 |
1.1801 |
1.1759 |
|
| R2 |
1.1786 |
1.1786 |
1.1756 |
|
| R1 |
1.1768 |
1.1768 |
1.1753 |
1.1761 |
| PP |
1.1753 |
1.1753 |
1.1753 |
1.1750 |
| S1 |
1.1736 |
1.1736 |
1.1748 |
1.1728 |
| S2 |
1.1721 |
1.1721 |
1.1745 |
|
| S3 |
1.1688 |
1.1703 |
1.1742 |
|
| S4 |
1.1656 |
1.1671 |
1.1733 |
|
|
| 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 |
1.1739 |
0.0191 |
1.6% |
0.0049 |
0.4% |
6% |
False |
True |
599 |
| 10 |
1.1940 |
1.1739 |
0.0201 |
1.7% |
0.0050 |
0.4% |
6% |
False |
True |
508 |
| 20 |
1.1940 |
1.1739 |
0.0201 |
1.7% |
0.0052 |
0.4% |
6% |
False |
True |
400 |
| 40 |
1.2190 |
1.1739 |
0.0451 |
3.8% |
0.0060 |
0.5% |
3% |
False |
True |
537 |
| 60 |
1.2314 |
1.1739 |
0.0576 |
4.9% |
0.0060 |
0.5% |
2% |
False |
True |
483 |
| 80 |
1.2314 |
1.1739 |
0.0576 |
4.9% |
0.0060 |
0.5% |
2% |
False |
True |
400 |
| 100 |
1.2314 |
1.1739 |
0.0576 |
4.9% |
0.0058 |
0.5% |
2% |
False |
True |
329 |
| 120 |
1.2317 |
1.1739 |
0.0579 |
4.9% |
0.0059 |
0.5% |
2% |
False |
True |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1909 |
|
2.618 |
1.1856 |
|
1.618 |
1.1824 |
|
1.000 |
1.1804 |
|
0.618 |
1.1791 |
|
HIGH |
1.1771 |
|
0.618 |
1.1759 |
|
0.500 |
1.1755 |
|
0.382 |
1.1751 |
|
LOW |
1.1739 |
|
0.618 |
1.1718 |
|
1.000 |
1.1706 |
|
1.618 |
1.1686 |
|
2.618 |
1.1653 |
|
4.250 |
1.1600 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1755 |
1.1801 |
| PP |
1.1753 |
1.1784 |
| S1 |
1.1752 |
1.1767 |
|