CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1899 |
0.0001 |
0.0% |
1.1823 |
| High |
1.1932 |
1.1909 |
-0.0023 |
-0.2% |
1.1932 |
| Low |
1.1890 |
1.1860 |
-0.0030 |
-0.2% |
1.1808 |
| Close |
1.1914 |
1.1868 |
-0.0046 |
-0.4% |
1.1914 |
| Range |
0.0043 |
0.0049 |
0.0007 |
15.3% |
0.0125 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
26,700 |
180,765 |
154,065 |
577.0% |
57,863 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2026 |
1.1996 |
1.1895 |
|
| R3 |
1.1977 |
1.1947 |
1.1881 |
|
| R2 |
1.1928 |
1.1928 |
1.1877 |
|
| R1 |
1.1898 |
1.1898 |
1.1872 |
1.1889 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1874 |
| S1 |
1.1849 |
1.1849 |
1.1864 |
1.1840 |
| S2 |
1.1830 |
1.1830 |
1.1859 |
|
| S3 |
1.1781 |
1.1800 |
1.1855 |
|
| S4 |
1.1732 |
1.1751 |
1.1841 |
|
|
| 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 |
1.1818 |
0.0115 |
1.0% |
0.0049 |
0.4% |
44% |
False |
False |
47,105 |
| 10 |
1.1932 |
1.1752 |
0.0181 |
1.5% |
0.0046 |
0.4% |
65% |
False |
False |
24,787 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.0% |
0.0047 |
0.4% |
74% |
False |
False |
13,156 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0051 |
0.4% |
71% |
False |
False |
6,772 |
| 60 |
1.2190 |
1.1690 |
0.0500 |
4.2% |
0.0055 |
0.5% |
36% |
False |
False |
4,736 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
29% |
False |
False |
3,643 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0058 |
0.5% |
29% |
False |
False |
2,944 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
29% |
False |
False |
2,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2117 |
|
2.618 |
1.2037 |
|
1.618 |
1.1988 |
|
1.000 |
1.1958 |
|
0.618 |
1.1939 |
|
HIGH |
1.1909 |
|
0.618 |
1.1890 |
|
0.500 |
1.1885 |
|
0.382 |
1.1879 |
|
LOW |
1.1860 |
|
0.618 |
1.1830 |
|
1.000 |
1.1811 |
|
1.618 |
1.1781 |
|
2.618 |
1.1732 |
|
4.250 |
1.1652 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1895 |
| PP |
1.1879 |
1.1886 |
| S1 |
1.1874 |
1.1877 |
|