CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1826 |
-0.0005 |
0.0% |
1.1899 |
| High |
1.1867 |
1.1853 |
-0.0014 |
-0.1% |
1.1909 |
| Low |
1.1821 |
1.1819 |
-0.0002 |
0.0% |
1.1825 |
| Close |
1.1829 |
1.1828 |
-0.0001 |
0.0% |
1.1836 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-26.9% |
0.0085 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
127,409 |
120,419 |
-6,990 |
-5.5% |
1,052,148 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1935 |
1.1916 |
1.1847 |
|
| R3 |
1.1901 |
1.1882 |
1.1837 |
|
| R2 |
1.1867 |
1.1867 |
1.1834 |
|
| R1 |
1.1848 |
1.1848 |
1.1831 |
1.1858 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1838 |
| S1 |
1.1814 |
1.1814 |
1.1825 |
1.1824 |
| S2 |
1.1799 |
1.1799 |
1.1822 |
|
| S3 |
1.1765 |
1.1780 |
1.1819 |
|
| S4 |
1.1731 |
1.1746 |
1.1809 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2110 |
1.2058 |
1.1882 |
|
| R3 |
1.2026 |
1.1973 |
1.1859 |
|
| R2 |
1.1941 |
1.1941 |
1.1851 |
|
| R1 |
1.1889 |
1.1889 |
1.1844 |
1.1873 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1849 |
| S1 |
1.1804 |
1.1804 |
1.1828 |
1.1788 |
| S2 |
1.1772 |
1.1772 |
1.1821 |
|
| S3 |
1.1688 |
1.1720 |
1.1813 |
|
| S4 |
1.1603 |
1.1635 |
1.1790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1873 |
1.1791 |
0.0082 |
0.7% |
0.0042 |
0.4% |
46% |
False |
False |
174,471 |
| 10 |
1.1932 |
1.1791 |
0.0142 |
1.2% |
0.0045 |
0.4% |
27% |
False |
False |
150,459 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.0% |
0.0045 |
0.4% |
57% |
False |
False |
76,750 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0048 |
0.4% |
55% |
False |
False |
38,652 |
| 60 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0052 |
0.4% |
42% |
False |
False |
25,945 |
| 80 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
22% |
False |
False |
19,593 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
22% |
False |
False |
15,707 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
22% |
False |
False |
13,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1998 |
|
2.618 |
1.1942 |
|
1.618 |
1.1908 |
|
1.000 |
1.1887 |
|
0.618 |
1.1874 |
|
HIGH |
1.1853 |
|
0.618 |
1.1840 |
|
0.500 |
1.1836 |
|
0.382 |
1.1832 |
|
LOW |
1.1819 |
|
0.618 |
1.1798 |
|
1.000 |
1.1785 |
|
1.618 |
1.1764 |
|
2.618 |
1.1730 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1829 |
| PP |
1.1833 |
1.1829 |
| S1 |
1.1831 |
1.1828 |
|