CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1700 |
1.1613 |
-0.0088 |
-0.7% |
1.1746 |
| High |
1.1707 |
1.1626 |
-0.0082 |
-0.7% |
1.1775 |
| Low |
1.1606 |
1.1578 |
-0.0028 |
-0.2% |
1.1701 |
| Close |
1.1618 |
1.1600 |
-0.0018 |
-0.2% |
1.1734 |
| Range |
0.0102 |
0.0048 |
-0.0054 |
-53.2% |
0.0074 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
211,960 |
214,730 |
2,770 |
1.3% |
739,586 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1719 |
1.1626 |
|
| R3 |
1.1696 |
1.1672 |
1.1613 |
|
| R2 |
1.1649 |
1.1649 |
1.1609 |
|
| R1 |
1.1624 |
1.1624 |
1.1604 |
1.1613 |
| PP |
1.1601 |
1.1601 |
1.1601 |
1.1595 |
| S1 |
1.1577 |
1.1577 |
1.1596 |
1.1565 |
| S2 |
1.1554 |
1.1554 |
1.1591 |
|
| S3 |
1.1506 |
1.1529 |
1.1587 |
|
| S4 |
1.1459 |
1.1482 |
1.1574 |
|
|
| 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 |
1.1766 |
1.1578 |
0.0188 |
1.6% |
0.0055 |
0.5% |
12% |
False |
True |
175,716 |
| 10 |
1.1809 |
1.1578 |
0.0231 |
2.0% |
0.0055 |
0.5% |
10% |
False |
True |
165,150 |
| 20 |
1.1932 |
1.1578 |
0.0354 |
3.1% |
0.0051 |
0.4% |
6% |
False |
True |
165,782 |
| 40 |
1.1932 |
1.1578 |
0.0354 |
3.1% |
0.0049 |
0.4% |
6% |
False |
True |
83,985 |
| 60 |
1.1940 |
1.1578 |
0.0362 |
3.1% |
0.0052 |
0.4% |
6% |
False |
True |
56,117 |
| 80 |
1.2262 |
1.1578 |
0.0684 |
5.9% |
0.0055 |
0.5% |
3% |
False |
True |
42,276 |
| 100 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0057 |
0.5% |
3% |
False |
True |
33,871 |
| 120 |
1.2314 |
1.1578 |
0.0736 |
6.3% |
0.0057 |
0.5% |
3% |
False |
True |
28,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1827 |
|
2.618 |
1.1750 |
|
1.618 |
1.1702 |
|
1.000 |
1.1673 |
|
0.618 |
1.1655 |
|
HIGH |
1.1626 |
|
0.618 |
1.1607 |
|
0.500 |
1.1602 |
|
0.382 |
1.1596 |
|
LOW |
1.1578 |
|
0.618 |
1.1549 |
|
1.000 |
1.1531 |
|
1.618 |
1.1501 |
|
2.618 |
1.1454 |
|
4.250 |
1.1376 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1602 |
1.1649 |
| PP |
1.1601 |
1.1633 |
| S1 |
1.1601 |
1.1616 |
|