CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1735 |
1.1715 |
-0.0020 |
-0.2% |
1.1746 |
| High |
1.1743 |
1.1721 |
-0.0023 |
-0.2% |
1.1775 |
| Low |
1.1701 |
1.1686 |
-0.0015 |
-0.1% |
1.1701 |
| Close |
1.1717 |
1.1695 |
-0.0023 |
-0.2% |
1.1734 |
| Range |
0.0043 |
0.0035 |
-0.0008 |
-17.6% |
0.0074 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
131,415 |
187,630 |
56,215 |
42.8% |
739,586 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1805 |
1.1785 |
1.1714 |
|
| R3 |
1.1770 |
1.1750 |
1.1704 |
|
| R2 |
1.1735 |
1.1735 |
1.1701 |
|
| R1 |
1.1715 |
1.1715 |
1.1698 |
1.1708 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1697 |
| S1 |
1.1680 |
1.1680 |
1.1691 |
1.1673 |
| S2 |
1.1665 |
1.1665 |
1.1688 |
|
| S3 |
1.1630 |
1.1645 |
1.1685 |
|
| S4 |
1.1595 |
1.1610 |
1.1675 |
|
|
| 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 |
1.1686 |
0.0090 |
0.8% |
0.0053 |
0.5% |
10% |
False |
True |
157,503 |
| 10 |
1.1853 |
1.1686 |
0.0168 |
1.4% |
0.0051 |
0.4% |
5% |
False |
True |
151,161 |
| 20 |
1.1932 |
1.1686 |
0.0247 |
2.1% |
0.0049 |
0.4% |
4% |
False |
True |
145,177 |
| 40 |
1.1932 |
1.1686 |
0.0247 |
2.1% |
0.0048 |
0.4% |
4% |
False |
True |
73,340 |
| 60 |
1.1940 |
1.1686 |
0.0254 |
2.2% |
0.0052 |
0.4% |
4% |
False |
True |
49,021 |
| 80 |
1.2262 |
1.1686 |
0.0576 |
4.9% |
0.0054 |
0.5% |
2% |
False |
True |
36,945 |
| 100 |
1.2314 |
1.1686 |
0.0629 |
5.4% |
0.0057 |
0.5% |
1% |
False |
True |
29,605 |
| 120 |
1.2314 |
1.1686 |
0.0629 |
5.4% |
0.0056 |
0.5% |
1% |
False |
True |
24,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1869 |
|
2.618 |
1.1812 |
|
1.618 |
1.1777 |
|
1.000 |
1.1756 |
|
0.618 |
1.1742 |
|
HIGH |
1.1721 |
|
0.618 |
1.1707 |
|
0.500 |
1.1703 |
|
0.382 |
1.1699 |
|
LOW |
1.1686 |
|
0.618 |
1.1664 |
|
1.000 |
1.1651 |
|
1.618 |
1.1629 |
|
2.618 |
1.1594 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1703 |
1.1726 |
| PP |
1.1700 |
1.1715 |
| S1 |
1.1697 |
1.1705 |
|