CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1703 |
-0.0037 |
-0.3% |
1.1822 |
| High |
1.1741 |
1.1730 |
-0.0011 |
-0.1% |
1.1828 |
| Low |
1.1692 |
1.1690 |
-0.0002 |
0.0% |
1.1690 |
| Close |
1.1702 |
1.1723 |
0.0021 |
0.2% |
1.1723 |
| Range |
0.0049 |
0.0040 |
-0.0009 |
-18.4% |
0.0138 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,614 |
5,417 |
3,803 |
235.6% |
11,372 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1834 |
1.1818 |
1.1745 |
|
| R3 |
1.1794 |
1.1778 |
1.1734 |
|
| R2 |
1.1754 |
1.1754 |
1.1730 |
|
| R1 |
1.1738 |
1.1738 |
1.1726 |
1.1746 |
| PP |
1.1714 |
1.1714 |
1.1714 |
1.1718 |
| S1 |
1.1698 |
1.1698 |
1.1719 |
1.1706 |
| S2 |
1.1674 |
1.1674 |
1.1715 |
|
| S3 |
1.1634 |
1.1658 |
1.1712 |
|
| S4 |
1.1594 |
1.1618 |
1.1701 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2161 |
1.2080 |
1.1798 |
|
| R3 |
1.2023 |
1.1942 |
1.1760 |
|
| R2 |
1.1885 |
1.1885 |
1.1748 |
|
| R1 |
1.1804 |
1.1804 |
1.1735 |
1.1775 |
| PP |
1.1747 |
1.1747 |
1.1747 |
1.1733 |
| S1 |
1.1666 |
1.1666 |
1.1710 |
1.1637 |
| S2 |
1.1609 |
1.1609 |
1.1697 |
|
| S3 |
1.1471 |
1.1528 |
1.1685 |
|
| S4 |
1.1333 |
1.1390 |
1.1647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1828 |
1.1690 |
0.0138 |
1.2% |
0.0049 |
0.4% |
24% |
False |
True |
2,274 |
| 10 |
1.1832 |
1.1690 |
0.0142 |
1.2% |
0.0046 |
0.4% |
23% |
False |
True |
1,500 |
| 20 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0051 |
0.4% |
13% |
False |
True |
980 |
| 40 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0054 |
0.5% |
10% |
False |
True |
686 |
| 60 |
1.2299 |
1.1690 |
0.0609 |
5.2% |
0.0058 |
0.5% |
5% |
False |
True |
661 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
5% |
False |
True |
556 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
5% |
False |
True |
461 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
5% |
False |
True |
391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1900 |
|
2.618 |
1.1835 |
|
1.618 |
1.1795 |
|
1.000 |
1.1770 |
|
0.618 |
1.1755 |
|
HIGH |
1.1730 |
|
0.618 |
1.1715 |
|
0.500 |
1.1710 |
|
0.382 |
1.1705 |
|
LOW |
1.1690 |
|
0.618 |
1.1665 |
|
1.000 |
1.1650 |
|
1.618 |
1.1625 |
|
2.618 |
1.1585 |
|
4.250 |
1.1520 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1718 |
1.1730 |
| PP |
1.1714 |
1.1727 |
| S1 |
1.1710 |
1.1725 |
|