CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1806 |
-0.0016 |
-0.1% |
1.1785 |
| High |
1.1828 |
1.1812 |
-0.0017 |
-0.1% |
1.1832 |
| Low |
1.1796 |
1.1735 |
-0.0061 |
-0.5% |
1.1735 |
| Close |
1.1803 |
1.1738 |
-0.0065 |
-0.6% |
1.1823 |
| Range |
0.0033 |
0.0077 |
0.0044 |
135.4% |
0.0097 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.4% |
0.0000 |
| Volume |
503 |
1,526 |
1,023 |
203.4% |
3,633 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1941 |
1.1780 |
|
| R3 |
1.1914 |
1.1864 |
1.1759 |
|
| R2 |
1.1838 |
1.1838 |
1.1752 |
|
| R1 |
1.1788 |
1.1788 |
1.1745 |
1.1775 |
| PP |
1.1761 |
1.1761 |
1.1761 |
1.1755 |
| S1 |
1.1711 |
1.1711 |
1.1730 |
1.1698 |
| S2 |
1.1685 |
1.1685 |
1.1723 |
|
| S3 |
1.1608 |
1.1635 |
1.1716 |
|
| S4 |
1.1532 |
1.1558 |
1.1695 |
|
|
| 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% |
0.0050 |
0.4% |
3% |
False |
True |
847 |
| 10 |
1.1930 |
1.1735 |
0.0195 |
1.7% |
0.0049 |
0.4% |
1% |
False |
True |
723 |
| 20 |
1.1940 |
1.1735 |
0.0205 |
1.7% |
0.0052 |
0.4% |
1% |
False |
True |
555 |
| 40 |
1.2016 |
1.1735 |
0.0281 |
2.4% |
0.0055 |
0.5% |
1% |
False |
True |
542 |
| 60 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
0% |
False |
True |
540 |
| 80 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0060 |
0.5% |
0% |
False |
True |
447 |
| 100 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0058 |
0.5% |
0% |
False |
True |
369 |
| 120 |
1.2314 |
1.1735 |
0.0579 |
4.9% |
0.0059 |
0.5% |
0% |
False |
True |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2012 |
|
1.618 |
1.1935 |
|
1.000 |
1.1888 |
|
0.618 |
1.1859 |
|
HIGH |
1.1812 |
|
0.618 |
1.1782 |
|
0.500 |
1.1773 |
|
0.382 |
1.1764 |
|
LOW |
1.1735 |
|
0.618 |
1.1688 |
|
1.000 |
1.1659 |
|
1.618 |
1.1611 |
|
2.618 |
1.1535 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1773 |
1.1784 |
| PP |
1.1761 |
1.1768 |
| S1 |
1.1749 |
1.1753 |
|