CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1703 |
1.1725 |
0.0022 |
0.2% |
1.1822 |
| High |
1.1730 |
1.1776 |
0.0046 |
0.4% |
1.1828 |
| Low |
1.1690 |
1.1719 |
0.0029 |
0.2% |
1.1690 |
| Close |
1.1723 |
1.1774 |
0.0052 |
0.4% |
1.1723 |
| Range |
0.0040 |
0.0057 |
0.0017 |
42.5% |
0.0138 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
5,417 |
962 |
-4,455 |
-82.2% |
11,372 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1908 |
1.1805 |
|
| R3 |
1.1870 |
1.1851 |
1.1790 |
|
| R2 |
1.1813 |
1.1813 |
1.1784 |
|
| R1 |
1.1794 |
1.1794 |
1.1779 |
1.1804 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1761 |
| S1 |
1.1737 |
1.1737 |
1.1769 |
1.1747 |
| S2 |
1.1699 |
1.1699 |
1.1764 |
|
| S3 |
1.1642 |
1.1680 |
1.1758 |
|
| S4 |
1.1585 |
1.1623 |
1.1743 |
|
|
| 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 |
1.1812 |
1.1690 |
0.0122 |
1.0% |
0.0054 |
0.5% |
69% |
False |
False |
2,366 |
| 10 |
1.1832 |
1.1690 |
0.0142 |
1.2% |
0.0048 |
0.4% |
59% |
False |
False |
1,524 |
| 20 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0051 |
0.4% |
34% |
False |
False |
1,000 |
| 40 |
1.1986 |
1.1690 |
0.0296 |
2.5% |
0.0054 |
0.5% |
28% |
False |
False |
690 |
| 60 |
1.2299 |
1.1690 |
0.0609 |
5.2% |
0.0058 |
0.5% |
14% |
False |
False |
673 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0060 |
0.5% |
13% |
False |
False |
564 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
13% |
False |
False |
470 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
13% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1925 |
|
1.618 |
1.1868 |
|
1.000 |
1.1833 |
|
0.618 |
1.1811 |
|
HIGH |
1.1776 |
|
0.618 |
1.1754 |
|
0.500 |
1.1748 |
|
0.382 |
1.1741 |
|
LOW |
1.1719 |
|
0.618 |
1.1684 |
|
1.000 |
1.1662 |
|
1.618 |
1.1627 |
|
2.618 |
1.1570 |
|
4.250 |
1.1477 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1760 |
| PP |
1.1756 |
1.1747 |
| S1 |
1.1748 |
1.1733 |
|