CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1746 |
1.1750 |
0.0004 |
0.0% |
1.1837 |
| High |
1.1756 |
1.1768 |
0.0012 |
0.1% |
1.1867 |
| Low |
1.1720 |
1.1734 |
0.0014 |
0.1% |
1.1743 |
| Close |
1.1744 |
1.1745 |
0.0001 |
0.0% |
1.1749 |
| Range |
0.0037 |
0.0035 |
-0.0002 |
-5.5% |
0.0124 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
142,981 |
128,134 |
-14,847 |
-10.4% |
738,011 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1852 |
1.1833 |
1.1764 |
|
| R3 |
1.1818 |
1.1799 |
1.1754 |
|
| R2 |
1.1783 |
1.1783 |
1.1751 |
|
| R1 |
1.1764 |
1.1764 |
1.1748 |
1.1757 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1745 |
| S1 |
1.1730 |
1.1730 |
1.1742 |
1.1722 |
| S2 |
1.1714 |
1.1714 |
1.1739 |
|
| S3 |
1.1680 |
1.1695 |
1.1736 |
|
| S4 |
1.1645 |
1.1661 |
1.1726 |
|
|
| 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 |
1.1853 |
1.1720 |
0.0134 |
1.1% |
0.0048 |
0.4% |
19% |
False |
False |
144,819 |
| 10 |
1.1874 |
1.1720 |
0.0154 |
1.3% |
0.0046 |
0.4% |
17% |
False |
False |
188,050 |
| 20 |
1.1932 |
1.1720 |
0.0213 |
1.8% |
0.0046 |
0.4% |
12% |
False |
False |
106,419 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0048 |
0.4% |
22% |
False |
False |
53,709 |
| 60 |
1.1986 |
1.1690 |
0.0296 |
2.5% |
0.0052 |
0.4% |
19% |
False |
False |
35,933 |
| 80 |
1.2299 |
1.1690 |
0.0609 |
5.2% |
0.0055 |
0.5% |
9% |
False |
False |
27,110 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
21,735 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
9% |
False |
False |
18,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1915 |
|
2.618 |
1.1858 |
|
1.618 |
1.1824 |
|
1.000 |
1.1803 |
|
0.618 |
1.1789 |
|
HIGH |
1.1768 |
|
0.618 |
1.1755 |
|
0.500 |
1.1751 |
|
0.382 |
1.1747 |
|
LOW |
1.1734 |
|
0.618 |
1.1712 |
|
1.000 |
1.1699 |
|
1.618 |
1.1678 |
|
2.618 |
1.1643 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1751 |
1.1764 |
| PP |
1.1749 |
1.1758 |
| S1 |
1.1747 |
1.1751 |
|