CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1786 |
1.1746 |
-0.0040 |
-0.3% |
1.1837 |
| High |
1.1809 |
1.1756 |
-0.0053 |
-0.4% |
1.1867 |
| Low |
1.1743 |
1.1720 |
-0.0024 |
-0.2% |
1.1743 |
| Close |
1.1749 |
1.1744 |
-0.0005 |
0.0% |
1.1749 |
| Range |
0.0066 |
0.0037 |
-0.0030 |
-44.7% |
0.0124 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
166,182 |
142,981 |
-23,201 |
-14.0% |
738,011 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1849 |
1.1833 |
1.1764 |
|
| R3 |
1.1813 |
1.1797 |
1.1754 |
|
| R2 |
1.1776 |
1.1776 |
1.1751 |
|
| R1 |
1.1760 |
1.1760 |
1.1747 |
1.1750 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1735 |
| S1 |
1.1724 |
1.1724 |
1.1741 |
1.1714 |
| S2 |
1.1703 |
1.1703 |
1.1737 |
|
| S3 |
1.1667 |
1.1687 |
1.1734 |
|
| S4 |
1.1630 |
1.1651 |
1.1724 |
|
|
| 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 |
1.1720 |
0.0148 |
1.3% |
0.0051 |
0.4% |
17% |
False |
True |
144,674 |
| 10 |
1.1909 |
1.1720 |
0.0190 |
1.6% |
0.0048 |
0.4% |
13% |
False |
True |
193,314 |
| 20 |
1.1932 |
1.1719 |
0.0213 |
1.8% |
0.0047 |
0.4% |
12% |
False |
False |
100,060 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0049 |
0.4% |
22% |
False |
False |
50,520 |
| 60 |
1.2016 |
1.1690 |
0.0326 |
2.8% |
0.0052 |
0.4% |
17% |
False |
False |
33,811 |
| 80 |
1.2299 |
1.1690 |
0.0609 |
5.2% |
0.0055 |
0.5% |
9% |
False |
False |
25,510 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
20,457 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
17,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1911 |
|
2.618 |
1.1852 |
|
1.618 |
1.1815 |
|
1.000 |
1.1793 |
|
0.618 |
1.1779 |
|
HIGH |
1.1756 |
|
0.618 |
1.1742 |
|
0.500 |
1.1738 |
|
0.382 |
1.1733 |
|
LOW |
1.1720 |
|
0.618 |
1.1697 |
|
1.000 |
1.1683 |
|
1.618 |
1.1660 |
|
2.618 |
1.1624 |
|
4.250 |
1.1564 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1742 |
1.1780 |
| PP |
1.1740 |
1.1768 |
| S1 |
1.1738 |
1.1756 |
|