CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1780 |
1.1823 |
0.0043 |
0.4% |
1.1725 |
| High |
1.1827 |
1.1834 |
0.0008 |
0.1% |
1.1827 |
| Low |
1.1760 |
1.1808 |
0.0048 |
0.4% |
1.1719 |
| Close |
1.1819 |
1.1828 |
0.0009 |
0.1% |
1.1819 |
| Range |
0.0067 |
0.0027 |
-0.0041 |
-60.4% |
0.0108 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
3,437 |
3,102 |
-335 |
-9.7% |
10,210 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1903 |
1.1892 |
1.1843 |
|
| R3 |
1.1876 |
1.1865 |
1.1835 |
|
| R2 |
1.1850 |
1.1850 |
1.1833 |
|
| R1 |
1.1839 |
1.1839 |
1.1830 |
1.1844 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1826 |
| S1 |
1.1812 |
1.1812 |
1.1826 |
1.1818 |
| S2 |
1.1797 |
1.1797 |
1.1823 |
|
| S3 |
1.1770 |
1.1786 |
1.1821 |
|
| S4 |
1.1744 |
1.1759 |
1.1813 |
|
|
| 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 |
1.1834 |
1.1752 |
0.0083 |
0.7% |
0.0042 |
0.4% |
93% |
True |
False |
2,470 |
| 10 |
1.1834 |
1.1690 |
0.0144 |
1.2% |
0.0048 |
0.4% |
96% |
True |
False |
2,418 |
| 20 |
1.1930 |
1.1690 |
0.0240 |
2.0% |
0.0047 |
0.4% |
58% |
False |
False |
1,502 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0053 |
0.4% |
55% |
False |
False |
943 |
| 60 |
1.2262 |
1.1690 |
0.0572 |
4.8% |
0.0056 |
0.5% |
24% |
False |
False |
868 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0059 |
0.5% |
22% |
False |
False |
712 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
22% |
False |
False |
592 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
22% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1947 |
|
2.618 |
1.1903 |
|
1.618 |
1.1877 |
|
1.000 |
1.1861 |
|
0.618 |
1.1850 |
|
HIGH |
1.1834 |
|
0.618 |
1.1824 |
|
0.500 |
1.1821 |
|
0.382 |
1.1818 |
|
LOW |
1.1808 |
|
0.618 |
1.1791 |
|
1.000 |
1.1781 |
|
1.618 |
1.1765 |
|
2.618 |
1.1738 |
|
4.250 |
1.1695 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1818 |
| PP |
1.1823 |
1.1807 |
| S1 |
1.1821 |
1.1797 |
|