CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1797 |
1.1780 |
-0.0018 |
-0.1% |
1.1725 |
| High |
1.1803 |
1.1827 |
0.0024 |
0.2% |
1.1827 |
| Low |
1.1771 |
1.1760 |
-0.0012 |
-0.1% |
1.1719 |
| Close |
1.1776 |
1.1819 |
0.0043 |
0.4% |
1.1819 |
| Range |
0.0032 |
0.0067 |
0.0035 |
109.4% |
0.0108 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1,587 |
3,437 |
1,850 |
116.6% |
10,210 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2003 |
1.1978 |
1.1856 |
|
| R3 |
1.1936 |
1.1911 |
1.1837 |
|
| R2 |
1.1869 |
1.1869 |
1.1831 |
|
| R1 |
1.1844 |
1.1844 |
1.1825 |
1.1856 |
| PP |
1.1802 |
1.1802 |
1.1802 |
1.1808 |
| S1 |
1.1777 |
1.1777 |
1.1813 |
1.1789 |
| S2 |
1.1735 |
1.1735 |
1.1807 |
|
| S3 |
1.1668 |
1.1710 |
1.1801 |
|
| S4 |
1.1601 |
1.1643 |
1.1782 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2111 |
1.2072 |
1.1878 |
|
| R3 |
1.2003 |
1.1965 |
1.1849 |
|
| R2 |
1.1896 |
1.1896 |
1.1839 |
|
| R1 |
1.1857 |
1.1857 |
1.1829 |
1.1877 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1798 |
| S1 |
1.1750 |
1.1750 |
1.1809 |
1.1769 |
| S2 |
1.1681 |
1.1681 |
1.1799 |
|
| S3 |
1.1573 |
1.1642 |
1.1789 |
|
| S4 |
1.1466 |
1.1535 |
1.1760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1827 |
1.1719 |
0.0108 |
0.9% |
0.0048 |
0.4% |
93% |
True |
False |
2,042 |
| 10 |
1.1828 |
1.1690 |
0.0138 |
1.2% |
0.0049 |
0.4% |
93% |
False |
False |
2,158 |
| 20 |
1.1930 |
1.1690 |
0.0240 |
2.0% |
0.0047 |
0.4% |
54% |
False |
False |
1,377 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0054 |
0.5% |
52% |
False |
False |
874 |
| 60 |
1.2262 |
1.1690 |
0.0572 |
4.8% |
0.0057 |
0.5% |
23% |
False |
False |
821 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
21% |
False |
False |
676 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
21% |
False |
False |
563 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
21% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2111 |
|
2.618 |
1.2002 |
|
1.618 |
1.1935 |
|
1.000 |
1.1894 |
|
0.618 |
1.1868 |
|
HIGH |
1.1827 |
|
0.618 |
1.1801 |
|
0.500 |
1.1793 |
|
0.382 |
1.1785 |
|
LOW |
1.1760 |
|
0.618 |
1.1718 |
|
1.000 |
1.1693 |
|
1.618 |
1.1651 |
|
2.618 |
1.1584 |
|
4.250 |
1.1475 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1810 |
1.1809 |
| PP |
1.1802 |
1.1799 |
| S1 |
1.1793 |
1.1789 |
|