CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1736 |
-0.0070 |
-0.6% |
1.1785 |
| High |
1.1812 |
1.1769 |
-0.0043 |
-0.4% |
1.1832 |
| Low |
1.1735 |
1.1721 |
-0.0014 |
-0.1% |
1.1735 |
| Close |
1.1738 |
1.1739 |
0.0002 |
0.0% |
1.1823 |
| Range |
0.0077 |
0.0048 |
-0.0029 |
-37.3% |
0.0097 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,526 |
2,312 |
786 |
51.5% |
3,633 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1861 |
1.1765 |
|
| R3 |
1.1839 |
1.1813 |
1.1752 |
|
| R2 |
1.1791 |
1.1791 |
1.1748 |
|
| R1 |
1.1765 |
1.1765 |
1.1743 |
1.1778 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1750 |
| S1 |
1.1717 |
1.1717 |
1.1735 |
1.1730 |
| S2 |
1.1695 |
1.1695 |
1.1730 |
|
| S3 |
1.1647 |
1.1669 |
1.1726 |
|
| S4 |
1.1599 |
1.1621 |
1.1713 |
|
|
| 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 |
1.1721 |
0.0111 |
0.9% |
0.0050 |
0.4% |
16% |
False |
True |
1,159 |
| 10 |
1.1886 |
1.1721 |
0.0165 |
1.4% |
0.0048 |
0.4% |
11% |
False |
True |
884 |
| 20 |
1.1940 |
1.1721 |
0.0219 |
1.9% |
0.0051 |
0.4% |
8% |
False |
True |
652 |
| 40 |
1.2016 |
1.1721 |
0.0295 |
2.5% |
0.0054 |
0.5% |
6% |
False |
True |
590 |
| 60 |
1.2314 |
1.1721 |
0.0593 |
5.1% |
0.0059 |
0.5% |
3% |
False |
True |
577 |
| 80 |
1.2314 |
1.1721 |
0.0593 |
5.1% |
0.0060 |
0.5% |
3% |
False |
True |
475 |
| 100 |
1.2314 |
1.1721 |
0.0593 |
5.1% |
0.0059 |
0.5% |
3% |
False |
True |
392 |
| 120 |
1.2314 |
1.1721 |
0.0593 |
5.1% |
0.0059 |
0.5% |
3% |
False |
True |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1973 |
|
2.618 |
1.1895 |
|
1.618 |
1.1847 |
|
1.000 |
1.1817 |
|
0.618 |
1.1799 |
|
HIGH |
1.1769 |
|
0.618 |
1.1751 |
|
0.500 |
1.1745 |
|
0.382 |
1.1739 |
|
LOW |
1.1721 |
|
0.618 |
1.1691 |
|
1.000 |
1.1673 |
|
1.618 |
1.1643 |
|
2.618 |
1.1595 |
|
4.250 |
1.1517 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1775 |
| PP |
1.1743 |
1.1763 |
| S1 |
1.1741 |
1.1751 |
|