CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1864 |
1.1898 |
0.0035 |
0.3% |
1.1823 |
| High |
1.1899 |
1.1932 |
0.0033 |
0.3% |
1.1932 |
| Low |
1.1858 |
1.1890 |
0.0032 |
0.3% |
1.1808 |
| Close |
1.1898 |
1.1914 |
0.0016 |
0.1% |
1.1914 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0125 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13,474 |
26,700 |
13,226 |
98.2% |
57,863 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2039 |
1.2019 |
1.1937 |
|
| R3 |
1.1997 |
1.1976 |
1.1925 |
|
| R2 |
1.1954 |
1.1954 |
1.1921 |
|
| R1 |
1.1934 |
1.1934 |
1.1917 |
1.1944 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1917 |
| S1 |
1.1891 |
1.1891 |
1.1910 |
1.1902 |
| S2 |
1.1869 |
1.1869 |
1.1906 |
|
| S3 |
1.1827 |
1.1849 |
1.1902 |
|
| S4 |
1.1784 |
1.1806 |
1.1890 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2258 |
1.2210 |
1.1982 |
|
| R3 |
1.2133 |
1.2086 |
1.1948 |
|
| R2 |
1.2009 |
1.2009 |
1.1936 |
|
| R1 |
1.1961 |
1.1961 |
1.1925 |
1.1985 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1896 |
| S1 |
1.1837 |
1.1837 |
1.1902 |
1.1861 |
| S2 |
1.1760 |
1.1760 |
1.1891 |
|
| S3 |
1.1635 |
1.1712 |
1.1879 |
|
| S4 |
1.1511 |
1.1588 |
1.1845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1932 |
1.1808 |
0.0125 |
1.0% |
0.0045 |
0.4% |
85% |
True |
False |
11,572 |
| 10 |
1.1932 |
1.1719 |
0.0213 |
1.8% |
0.0046 |
0.4% |
91% |
True |
False |
6,807 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.0% |
0.0046 |
0.4% |
92% |
True |
False |
4,153 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0051 |
0.4% |
90% |
False |
False |
2,270 |
| 60 |
1.2234 |
1.1690 |
0.0544 |
4.6% |
0.0056 |
0.5% |
41% |
False |
False |
1,728 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0058 |
0.5% |
36% |
False |
False |
1,388 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0058 |
0.5% |
36% |
False |
False |
1,138 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.2% |
0.0057 |
0.5% |
36% |
False |
False |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2113 |
|
2.618 |
1.2043 |
|
1.618 |
1.2001 |
|
1.000 |
1.1975 |
|
0.618 |
1.1958 |
|
HIGH |
1.1932 |
|
0.618 |
1.1916 |
|
0.500 |
1.1911 |
|
0.382 |
1.1906 |
|
LOW |
1.1890 |
|
0.618 |
1.1863 |
|
1.000 |
1.1847 |
|
1.618 |
1.1821 |
|
2.618 |
1.1778 |
|
4.250 |
1.1709 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1913 |
1.1901 |
| PP |
1.1912 |
1.1888 |
| S1 |
1.1911 |
1.1875 |
|