CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1786 |
-0.0050 |
-0.4% |
1.1837 |
| High |
1.1841 |
1.1809 |
-0.0032 |
-0.3% |
1.1867 |
| Low |
1.1770 |
1.1743 |
-0.0027 |
-0.2% |
1.1743 |
| Close |
1.1774 |
1.1749 |
-0.0025 |
-0.2% |
1.1749 |
| Range |
0.0071 |
0.0066 |
-0.0005 |
-7.0% |
0.0124 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.6% |
0.0000 |
| Volume |
166,383 |
166,182 |
-201 |
-0.1% |
738,011 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1965 |
1.1923 |
1.1785 |
|
| R3 |
1.1899 |
1.1857 |
1.1767 |
|
| R2 |
1.1833 |
1.1833 |
1.1761 |
|
| R1 |
1.1791 |
1.1791 |
1.1755 |
1.1779 |
| PP |
1.1767 |
1.1767 |
1.1767 |
1.1761 |
| S1 |
1.1725 |
1.1725 |
1.1743 |
1.1713 |
| S2 |
1.1701 |
1.1701 |
1.1737 |
|
| S3 |
1.1635 |
1.1659 |
1.1731 |
|
| S4 |
1.1569 |
1.1593 |
1.1713 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2078 |
1.1817 |
|
| R3 |
1.2034 |
1.1954 |
1.1783 |
|
| R2 |
1.1910 |
1.1910 |
1.1772 |
|
| R1 |
1.1830 |
1.1830 |
1.1760 |
1.1808 |
| PP |
1.1786 |
1.1786 |
1.1786 |
1.1776 |
| S1 |
1.1706 |
1.1706 |
1.1738 |
1.1684 |
| S2 |
1.1662 |
1.1662 |
1.1726 |
|
| S3 |
1.1538 |
1.1582 |
1.1715 |
|
| S4 |
1.1414 |
1.1458 |
1.1681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1867 |
1.1743 |
0.0124 |
1.1% |
0.0053 |
0.5% |
5% |
False |
True |
147,602 |
| 10 |
1.1932 |
1.1743 |
0.0189 |
1.6% |
0.0049 |
0.4% |
3% |
False |
True |
181,685 |
| 20 |
1.1932 |
1.1690 |
0.0242 |
2.1% |
0.0047 |
0.4% |
24% |
False |
False |
93,182 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
24% |
False |
False |
46,950 |
| 60 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0052 |
0.4% |
18% |
False |
False |
31,447 |
| 80 |
1.2310 |
1.1690 |
0.0620 |
5.3% |
0.0056 |
0.5% |
10% |
False |
False |
23,728 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
19,029 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
15,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2090 |
|
2.618 |
1.1982 |
|
1.618 |
1.1916 |
|
1.000 |
1.1875 |
|
0.618 |
1.1850 |
|
HIGH |
1.1809 |
|
0.618 |
1.1784 |
|
0.500 |
1.1776 |
|
0.382 |
1.1768 |
|
LOW |
1.1743 |
|
0.618 |
1.1702 |
|
1.000 |
1.1677 |
|
1.618 |
1.1636 |
|
2.618 |
1.1570 |
|
4.250 |
1.1463 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1798 |
| PP |
1.1767 |
1.1782 |
| S1 |
1.1758 |
1.1765 |
|