CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1711 |
1.1757 |
0.0046 |
0.4% |
1.1746 |
| High |
1.1769 |
1.1766 |
-0.0003 |
0.0% |
1.1775 |
| Low |
1.1701 |
1.1719 |
0.0018 |
0.1% |
1.1701 |
| Close |
1.1765 |
1.1734 |
-0.0032 |
-0.3% |
1.1734 |
| Range |
0.0068 |
0.0047 |
-0.0021 |
-30.4% |
0.0074 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
155,047 |
132,845 |
-22,202 |
-14.3% |
739,586 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1880 |
1.1854 |
1.1759 |
|
| R3 |
1.1833 |
1.1807 |
1.1746 |
|
| R2 |
1.1786 |
1.1786 |
1.1742 |
|
| R1 |
1.1760 |
1.1760 |
1.1738 |
1.1750 |
| PP |
1.1739 |
1.1739 |
1.1739 |
1.1734 |
| S1 |
1.1713 |
1.1713 |
1.1729 |
1.1703 |
| S2 |
1.1692 |
1.1692 |
1.1725 |
|
| S3 |
1.1645 |
1.1666 |
1.1721 |
|
| S4 |
1.1598 |
1.1619 |
1.1708 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1920 |
1.1774 |
|
| R3 |
1.1885 |
1.1846 |
1.1754 |
|
| R2 |
1.1811 |
1.1811 |
1.1747 |
|
| R1 |
1.1772 |
1.1772 |
1.1740 |
1.1754 |
| PP |
1.1737 |
1.1737 |
1.1737 |
1.1728 |
| S1 |
1.1698 |
1.1698 |
1.1727 |
1.1680 |
| S2 |
1.1663 |
1.1663 |
1.1720 |
|
| S3 |
1.1589 |
1.1624 |
1.1713 |
|
| S4 |
1.1515 |
1.1550 |
1.1693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1775 |
1.1701 |
0.0074 |
0.6% |
0.0052 |
0.4% |
44% |
False |
False |
147,917 |
| 10 |
1.1867 |
1.1701 |
0.0166 |
1.4% |
0.0052 |
0.4% |
20% |
False |
False |
147,759 |
| 20 |
1.1932 |
1.1701 |
0.0231 |
2.0% |
0.0050 |
0.4% |
14% |
False |
False |
129,552 |
| 40 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0048 |
0.4% |
17% |
False |
False |
65,392 |
| 60 |
1.1940 |
1.1690 |
0.0250 |
2.1% |
0.0052 |
0.4% |
17% |
False |
False |
43,727 |
| 80 |
1.2262 |
1.1690 |
0.0572 |
4.9% |
0.0055 |
0.5% |
8% |
False |
False |
32,961 |
| 100 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0057 |
0.5% |
7% |
False |
False |
26,417 |
| 120 |
1.2314 |
1.1690 |
0.0624 |
5.3% |
0.0056 |
0.5% |
7% |
False |
False |
22,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1965 |
|
2.618 |
1.1889 |
|
1.618 |
1.1842 |
|
1.000 |
1.1813 |
|
0.618 |
1.1795 |
|
HIGH |
1.1766 |
|
0.618 |
1.1748 |
|
0.500 |
1.1742 |
|
0.382 |
1.1736 |
|
LOW |
1.1719 |
|
0.618 |
1.1689 |
|
1.000 |
1.1672 |
|
1.618 |
1.1642 |
|
2.618 |
1.1595 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1742 |
1.1738 |
| PP |
1.1739 |
1.1737 |
| S1 |
1.1736 |
1.1735 |
|