CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1864 |
0.0030 |
0.3% |
1.1725 |
| High |
1.1881 |
1.1899 |
0.0019 |
0.2% |
1.1827 |
| Low |
1.1818 |
1.1858 |
0.0040 |
0.3% |
1.1719 |
| Close |
1.1870 |
1.1898 |
0.0028 |
0.2% |
1.1819 |
| Range |
0.0063 |
0.0042 |
-0.0022 |
-34.1% |
0.0108 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6,827 |
13,474 |
6,647 |
97.4% |
10,210 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1995 |
1.1920 |
|
| R3 |
1.1968 |
1.1953 |
1.1909 |
|
| R2 |
1.1926 |
1.1926 |
1.1905 |
|
| R1 |
1.1912 |
1.1912 |
1.1901 |
1.1919 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1888 |
| S1 |
1.1870 |
1.1870 |
1.1894 |
1.1878 |
| S2 |
1.1843 |
1.1843 |
1.1890 |
|
| S3 |
1.1802 |
1.1829 |
1.1886 |
|
| S4 |
1.1760 |
1.1787 |
1.1875 |
|
|
| 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 |
1.1899 |
1.1760 |
0.0140 |
1.2% |
0.0050 |
0.4% |
99% |
True |
False |
6,920 |
| 10 |
1.1899 |
1.1690 |
0.0209 |
1.8% |
0.0046 |
0.4% |
99% |
True |
False |
4,679 |
| 20 |
1.1899 |
1.1690 |
0.0209 |
1.8% |
0.0048 |
0.4% |
99% |
True |
False |
2,840 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0051 |
0.4% |
83% |
False |
False |
1,616 |
| 60 |
1.2236 |
1.1690 |
0.0546 |
4.6% |
0.0056 |
0.5% |
38% |
False |
False |
1,309 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0058 |
0.5% |
33% |
False |
False |
1,056 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0057 |
0.5% |
33% |
False |
False |
871 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0057 |
0.5% |
33% |
False |
False |
732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.2008 |
|
1.618 |
1.1966 |
|
1.000 |
1.1941 |
|
0.618 |
1.1925 |
|
HIGH |
1.1899 |
|
0.618 |
1.1883 |
|
0.500 |
1.1878 |
|
0.382 |
1.1873 |
|
LOW |
1.1858 |
|
0.618 |
1.1832 |
|
1.000 |
1.1816 |
|
1.618 |
1.1790 |
|
2.618 |
1.1749 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1884 |
| PP |
1.1885 |
1.1871 |
| S1 |
1.1878 |
1.1858 |
|