CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1750 |
-0.0017 |
-0.1% |
1.1898 |
| High |
1.1771 |
1.1783 |
0.0012 |
0.1% |
1.1930 |
| Low |
1.1739 |
1.1735 |
-0.0004 |
0.0% |
1.1783 |
| Close |
1.1751 |
1.1767 |
0.0016 |
0.1% |
1.1787 |
| Range |
0.0033 |
0.0048 |
0.0016 |
47.7% |
0.0147 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
704 |
750 |
46 |
6.5% |
2,328 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1884 |
1.1793 |
|
| R3 |
1.1858 |
1.1836 |
1.1780 |
|
| R2 |
1.1810 |
1.1810 |
1.1775 |
|
| R1 |
1.1788 |
1.1788 |
1.1771 |
1.1799 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1767 |
| S1 |
1.1740 |
1.1740 |
1.1762 |
1.1751 |
| S2 |
1.1714 |
1.1714 |
1.1758 |
|
| S3 |
1.1666 |
1.1692 |
1.1753 |
|
| S4 |
1.1618 |
1.1644 |
1.1740 |
|
|
| 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 |
1.1886 |
1.1735 |
0.0151 |
1.3% |
0.0045 |
0.4% |
21% |
False |
True |
608 |
| 10 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0047 |
0.4% |
15% |
False |
True |
550 |
| 20 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0051 |
0.4% |
15% |
False |
True |
422 |
| 40 |
1.2177 |
1.1735 |
0.0442 |
3.8% |
0.0060 |
0.5% |
7% |
False |
True |
548 |
| 60 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0060 |
0.5% |
5% |
False |
True |
493 |
| 80 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0060 |
0.5% |
5% |
False |
True |
409 |
| 100 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0058 |
0.5% |
5% |
False |
True |
336 |
| 120 |
1.2317 |
1.1735 |
0.0582 |
4.9% |
0.0060 |
0.5% |
5% |
False |
True |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1987 |
|
2.618 |
1.1909 |
|
1.618 |
1.1861 |
|
1.000 |
1.1831 |
|
0.618 |
1.1813 |
|
HIGH |
1.1783 |
|
0.618 |
1.1765 |
|
0.500 |
1.1759 |
|
0.382 |
1.1753 |
|
LOW |
1.1735 |
|
0.618 |
1.1705 |
|
1.000 |
1.1687 |
|
1.618 |
1.1657 |
|
2.618 |
1.1609 |
|
4.250 |
1.1531 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1766 |
| PP |
1.1762 |
1.1766 |
| S1 |
1.1759 |
1.1766 |
|