CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1715 |
1.1700 |
-0.0015 |
-0.1% |
1.1746 |
| High |
1.1721 |
1.1707 |
-0.0014 |
-0.1% |
1.1775 |
| Low |
1.1686 |
1.1606 |
-0.0080 |
-0.7% |
1.1701 |
| Close |
1.1695 |
1.1618 |
-0.0077 |
-0.7% |
1.1734 |
| Range |
0.0035 |
0.0102 |
0.0067 |
190.0% |
0.0074 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
7.7% |
0.0000 |
| Volume |
187,630 |
211,960 |
24,330 |
13.0% |
739,586 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1948 |
1.1884 |
1.1673 |
|
| R3 |
1.1846 |
1.1783 |
1.1645 |
|
| R2 |
1.1745 |
1.1745 |
1.1636 |
|
| R1 |
1.1681 |
1.1681 |
1.1627 |
1.1662 |
| PP |
1.1643 |
1.1643 |
1.1643 |
1.1634 |
| S1 |
1.1580 |
1.1580 |
1.1608 |
1.1561 |
| S2 |
1.1542 |
1.1542 |
1.1599 |
|
| S3 |
1.1440 |
1.1478 |
1.1590 |
|
| S4 |
1.1339 |
1.1377 |
1.1562 |
|
|
| 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 |
1.1769 |
1.1606 |
0.0163 |
1.4% |
0.0059 |
0.5% |
7% |
False |
True |
163,779 |
| 10 |
1.1841 |
1.1606 |
0.0236 |
2.0% |
0.0057 |
0.5% |
5% |
False |
True |
160,315 |
| 20 |
1.1932 |
1.1606 |
0.0327 |
2.8% |
0.0051 |
0.4% |
4% |
False |
True |
155,387 |
| 40 |
1.1932 |
1.1606 |
0.0327 |
2.8% |
0.0049 |
0.4% |
4% |
False |
True |
78,634 |
| 60 |
1.1940 |
1.1606 |
0.0334 |
2.9% |
0.0052 |
0.4% |
4% |
False |
True |
52,542 |
| 80 |
1.2262 |
1.1606 |
0.0656 |
5.6% |
0.0055 |
0.5% |
2% |
False |
True |
39,593 |
| 100 |
1.2314 |
1.1606 |
0.0709 |
6.1% |
0.0057 |
0.5% |
2% |
False |
True |
31,724 |
| 120 |
1.2314 |
1.1606 |
0.0709 |
6.1% |
0.0056 |
0.5% |
2% |
False |
True |
26,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2138 |
|
2.618 |
1.1973 |
|
1.618 |
1.1871 |
|
1.000 |
1.1809 |
|
0.618 |
1.1770 |
|
HIGH |
1.1707 |
|
0.618 |
1.1668 |
|
0.500 |
1.1656 |
|
0.382 |
1.1644 |
|
LOW |
1.1606 |
|
0.618 |
1.1543 |
|
1.000 |
1.1504 |
|
1.618 |
1.1441 |
|
2.618 |
1.1340 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1656 |
1.1674 |
| PP |
1.1643 |
1.1655 |
| S1 |
1.1630 |
1.1636 |
|