CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1736 |
1.1740 |
0.0004 |
0.0% |
1.1785 |
| High |
1.1769 |
1.1741 |
-0.0028 |
-0.2% |
1.1832 |
| Low |
1.1721 |
1.1692 |
-0.0029 |
-0.2% |
1.1735 |
| Close |
1.1739 |
1.1702 |
-0.0038 |
-0.3% |
1.1823 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0097 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
2,312 |
1,614 |
-698 |
-30.2% |
3,633 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1829 |
1.1728 |
|
| R3 |
1.1810 |
1.1780 |
1.1715 |
|
| R2 |
1.1761 |
1.1761 |
1.1710 |
|
| R1 |
1.1731 |
1.1731 |
1.1706 |
1.1721 |
| PP |
1.1712 |
1.1712 |
1.1712 |
1.1707 |
| S1 |
1.1682 |
1.1682 |
1.1697 |
1.1672 |
| S2 |
1.1663 |
1.1663 |
1.1693 |
|
| S3 |
1.1614 |
1.1633 |
1.1688 |
|
| S4 |
1.1565 |
1.1584 |
1.1675 |
|
|
| 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 |
1.1692 |
0.0140 |
1.2% |
0.0055 |
0.5% |
7% |
False |
True |
1,366 |
| 10 |
1.1864 |
1.1692 |
0.0172 |
1.5% |
0.0050 |
0.4% |
6% |
False |
True |
1,001 |
| 20 |
1.1940 |
1.1692 |
0.0248 |
2.1% |
0.0050 |
0.4% |
4% |
False |
True |
719 |
| 40 |
1.2016 |
1.1692 |
0.0324 |
2.8% |
0.0054 |
0.5% |
3% |
False |
True |
579 |
| 60 |
1.2310 |
1.1692 |
0.0618 |
5.3% |
0.0059 |
0.5% |
2% |
False |
True |
577 |
| 80 |
1.2314 |
1.1692 |
0.0622 |
5.3% |
0.0060 |
0.5% |
2% |
False |
True |
491 |
| 100 |
1.2314 |
1.1692 |
0.0622 |
5.3% |
0.0059 |
0.5% |
2% |
False |
True |
408 |
| 120 |
1.2314 |
1.1692 |
0.0622 |
5.3% |
0.0059 |
0.5% |
2% |
False |
True |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1949 |
|
2.618 |
1.1869 |
|
1.618 |
1.1820 |
|
1.000 |
1.1790 |
|
0.618 |
1.1771 |
|
HIGH |
1.1741 |
|
0.618 |
1.1722 |
|
0.500 |
1.1717 |
|
0.382 |
1.1711 |
|
LOW |
1.1692 |
|
0.618 |
1.1662 |
|
1.000 |
1.1643 |
|
1.618 |
1.1613 |
|
2.618 |
1.1564 |
|
4.250 |
1.1484 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1717 |
1.1752 |
| PP |
1.1712 |
1.1735 |
| S1 |
1.1707 |
1.1718 |
|