CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1766 |
1.1763 |
-0.0003 |
0.0% |
1.1785 |
| High |
1.1776 |
1.1832 |
0.0057 |
0.5% |
1.1832 |
| Low |
1.1752 |
1.1761 |
0.0010 |
0.1% |
1.1735 |
| Close |
1.1758 |
1.1823 |
0.0065 |
0.6% |
1.1823 |
| Range |
0.0024 |
0.0071 |
0.0047 |
195.8% |
0.0097 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.2% |
0.0000 |
| Volume |
578 |
878 |
300 |
51.9% |
3,633 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1991 |
1.1862 |
|
| R3 |
1.1947 |
1.1920 |
1.1842 |
|
| R2 |
1.1876 |
1.1876 |
1.1836 |
|
| R1 |
1.1849 |
1.1849 |
1.1829 |
1.1863 |
| PP |
1.1805 |
1.1805 |
1.1805 |
1.1812 |
| S1 |
1.1778 |
1.1778 |
1.1816 |
1.1792 |
| S2 |
1.1734 |
1.1734 |
1.1809 |
|
| S3 |
1.1663 |
1.1707 |
1.1803 |
|
| S4 |
1.1592 |
1.1636 |
1.1783 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2088 |
1.2052 |
1.1876 |
|
| R3 |
1.1991 |
1.1955 |
1.1849 |
|
| R2 |
1.1894 |
1.1894 |
1.1840 |
|
| R1 |
1.1858 |
1.1858 |
1.1831 |
1.1876 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1805 |
| S1 |
1.1761 |
1.1761 |
1.1814 |
1.1779 |
| S2 |
1.1700 |
1.1700 |
1.1805 |
|
| S3 |
1.1603 |
1.1664 |
1.1796 |
|
| S4 |
1.1506 |
1.1567 |
1.1769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1832 |
1.1735 |
0.0097 |
0.8% |
0.0042 |
0.4% |
90% |
True |
False |
726 |
| 10 |
1.1930 |
1.1735 |
0.0195 |
1.6% |
0.0046 |
0.4% |
45% |
False |
False |
596 |
| 20 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0051 |
0.4% |
43% |
False |
False |
484 |
| 40 |
1.2016 |
1.1735 |
0.0281 |
2.4% |
0.0056 |
0.5% |
31% |
False |
False |
508 |
| 60 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
15% |
False |
False |
512 |
| 80 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0060 |
0.5% |
15% |
False |
False |
426 |
| 100 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0058 |
0.5% |
15% |
False |
False |
349 |
| 120 |
1.2317 |
1.1735 |
0.0582 |
4.9% |
0.0059 |
0.5% |
15% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2018 |
|
1.618 |
1.1947 |
|
1.000 |
1.1903 |
|
0.618 |
1.1876 |
|
HIGH |
1.1832 |
|
0.618 |
1.1805 |
|
0.500 |
1.1797 |
|
0.382 |
1.1788 |
|
LOW |
1.1761 |
|
0.618 |
1.1717 |
|
1.000 |
1.1690 |
|
1.618 |
1.1646 |
|
2.618 |
1.1575 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1810 |
| PP |
1.1805 |
1.1797 |
| S1 |
1.1797 |
1.1784 |
|