CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1744 |
1.1711 |
-0.0033 |
-0.3% |
1.1837 |
| High |
1.1775 |
1.1769 |
-0.0007 |
-0.1% |
1.1867 |
| Low |
1.1703 |
1.1701 |
-0.0002 |
0.0% |
1.1743 |
| Close |
1.1712 |
1.1765 |
0.0054 |
0.5% |
1.1749 |
| Range |
0.0072 |
0.0068 |
-0.0005 |
-6.3% |
0.0124 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.6% |
0.0000 |
| Volume |
180,579 |
155,047 |
-25,532 |
-14.1% |
738,011 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1924 |
1.1802 |
|
| R3 |
1.1880 |
1.1856 |
1.1784 |
|
| R2 |
1.1812 |
1.1812 |
1.1777 |
|
| R1 |
1.1789 |
1.1789 |
1.1771 |
1.1801 |
| PP |
1.1745 |
1.1745 |
1.1745 |
1.1751 |
| S1 |
1.1721 |
1.1721 |
1.1759 |
1.1733 |
| S2 |
1.1677 |
1.1677 |
1.1753 |
|
| S3 |
1.1610 |
1.1654 |
1.1746 |
|
| S4 |
1.1542 |
1.1586 |
1.1728 |
|
|
| 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 |
1.1809 |
1.1701 |
0.0108 |
0.9% |
0.0055 |
0.5% |
59% |
False |
True |
154,584 |
| 10 |
1.1873 |
1.1701 |
0.0172 |
1.5% |
0.0052 |
0.4% |
37% |
False |
True |
154,737 |
| 20 |
1.1932 |
1.1701 |
0.0231 |
2.0% |
0.0049 |
0.4% |
28% |
False |
True |
122,989 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0048 |
0.4% |
30% |
False |
False |
62,082 |
| 60 |
1.1949 |
1.1690 |
0.0259 |
2.2% |
0.0052 |
0.4% |
29% |
False |
False |
41,517 |
| 80 |
1.2271 |
1.1690 |
0.0581 |
4.9% |
0.0055 |
0.5% |
13% |
False |
False |
31,302 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
12% |
False |
False |
25,089 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
12% |
False |
False |
20,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1945 |
|
1.618 |
1.1878 |
|
1.000 |
1.1836 |
|
0.618 |
1.1810 |
|
HIGH |
1.1769 |
|
0.618 |
1.1743 |
|
0.500 |
1.1735 |
|
0.382 |
1.1727 |
|
LOW |
1.1701 |
|
0.618 |
1.1659 |
|
1.000 |
1.1634 |
|
1.618 |
1.1592 |
|
2.618 |
1.1524 |
|
4.250 |
1.1414 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1755 |
1.1756 |
| PP |
1.1745 |
1.1747 |
| S1 |
1.1735 |
1.1738 |
|