CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1766 |
0.0016 |
0.1% |
1.1898 |
| High |
1.1783 |
1.1776 |
-0.0008 |
-0.1% |
1.1930 |
| Low |
1.1735 |
1.1752 |
0.0017 |
0.1% |
1.1783 |
| Close |
1.1767 |
1.1758 |
-0.0009 |
-0.1% |
1.1787 |
| Range |
0.0048 |
0.0024 |
-0.0024 |
-50.0% |
0.0147 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
750 |
578 |
-172 |
-22.9% |
2,328 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1820 |
1.1771 |
|
| R3 |
1.1810 |
1.1796 |
1.1764 |
|
| R2 |
1.1786 |
1.1786 |
1.1762 |
|
| R1 |
1.1772 |
1.1772 |
1.1760 |
1.1767 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1759 |
| S1 |
1.1748 |
1.1748 |
1.1755 |
1.1743 |
| S2 |
1.1738 |
1.1738 |
1.1753 |
|
| S3 |
1.1714 |
1.1724 |
1.1751 |
|
| S4 |
1.1690 |
1.1700 |
1.1744 |
|
|
| 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 |
1.1864 |
1.1735 |
0.0129 |
1.1% |
0.0044 |
0.4% |
17% |
False |
False |
635 |
| 10 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0045 |
0.4% |
11% |
False |
False |
562 |
| 20 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0049 |
0.4% |
11% |
False |
False |
445 |
| 40 |
1.2048 |
1.1735 |
0.0313 |
2.7% |
0.0057 |
0.5% |
7% |
False |
False |
554 |
| 60 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0060 |
0.5% |
4% |
False |
False |
501 |
| 80 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
4% |
False |
False |
415 |
| 100 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0058 |
0.5% |
4% |
False |
False |
341 |
| 120 |
1.2317 |
1.1735 |
0.0582 |
5.0% |
0.0059 |
0.5% |
4% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1878 |
|
2.618 |
1.1838 |
|
1.618 |
1.1814 |
|
1.000 |
1.1800 |
|
0.618 |
1.1790 |
|
HIGH |
1.1776 |
|
0.618 |
1.1766 |
|
0.500 |
1.1764 |
|
0.382 |
1.1761 |
|
LOW |
1.1752 |
|
0.618 |
1.1737 |
|
1.000 |
1.1728 |
|
1.618 |
1.1713 |
|
2.618 |
1.1689 |
|
4.250 |
1.1650 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1764 |
1.1759 |
| PP |
1.1762 |
1.1759 |
| S1 |
1.1760 |
1.1758 |
|