CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1940 |
0.0002 |
0.0% |
1.1867 |
| High |
1.1953 |
1.1949 |
-0.0004 |
0.0% |
1.1965 |
| Low |
1.1927 |
1.1912 |
-0.0015 |
-0.1% |
1.1824 |
| Close |
1.1930 |
1.1919 |
-0.0011 |
-0.1% |
1.1913 |
| Range |
0.0026 |
0.0037 |
0.0011 |
40.4% |
0.0141 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
4 |
13 |
9 |
225.0% |
92 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.2014 |
1.1939 |
|
| R3 |
1.2000 |
1.1978 |
1.1929 |
|
| R2 |
1.1963 |
1.1963 |
1.1926 |
|
| R1 |
1.1941 |
1.1941 |
1.1922 |
1.1934 |
| PP |
1.1927 |
1.1927 |
1.1927 |
1.1923 |
| S1 |
1.1905 |
1.1905 |
1.1916 |
1.1897 |
| S2 |
1.1890 |
1.1890 |
1.1912 |
|
| S3 |
1.1854 |
1.1868 |
1.1909 |
|
| S4 |
1.1817 |
1.1832 |
1.1899 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2258 |
1.1990 |
|
| R3 |
1.2182 |
1.2118 |
1.1952 |
|
| R2 |
1.2041 |
1.2041 |
1.1939 |
|
| R1 |
1.1977 |
1.1977 |
1.1926 |
1.2009 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1917 |
| S1 |
1.1837 |
1.1837 |
1.1900 |
1.1869 |
| S2 |
1.1760 |
1.1760 |
1.1887 |
|
| S3 |
1.1620 |
1.1696 |
1.1874 |
|
| S4 |
1.1479 |
1.1556 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1965 |
1.1838 |
0.0127 |
1.1% |
0.0043 |
0.4% |
64% |
False |
False |
19 |
| 10 |
1.1965 |
1.1813 |
0.0152 |
1.3% |
0.0048 |
0.4% |
70% |
False |
False |
27 |
| 20 |
1.1965 |
1.1813 |
0.0152 |
1.3% |
0.0053 |
0.4% |
70% |
False |
False |
33 |
| 40 |
1.2286 |
1.1813 |
0.0473 |
4.0% |
0.0055 |
0.5% |
22% |
False |
False |
28 |
| 60 |
1.2334 |
1.1813 |
0.0521 |
4.4% |
0.0052 |
0.4% |
20% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2104 |
|
2.618 |
1.2044 |
|
1.618 |
1.2008 |
|
1.000 |
1.1985 |
|
0.618 |
1.1971 |
|
HIGH |
1.1949 |
|
0.618 |
1.1935 |
|
0.500 |
1.1930 |
|
0.382 |
1.1926 |
|
LOW |
1.1912 |
|
0.618 |
1.1889 |
|
1.000 |
1.1876 |
|
1.618 |
1.1853 |
|
2.618 |
1.1816 |
|
4.250 |
1.1757 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1937 |
| PP |
1.1927 |
1.1931 |
| S1 |
1.1923 |
1.1925 |
|