CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1909 |
1.1910 |
0.0001 |
0.0% |
1.1867 |
| High |
1.1954 |
1.1910 |
-0.0044 |
-0.4% |
1.1965 |
| Low |
1.1889 |
1.1884 |
-0.0005 |
0.0% |
1.1824 |
| Close |
1.1894 |
1.1891 |
-0.0003 |
0.0% |
1.1913 |
| Range |
0.0066 |
0.0027 |
-0.0039 |
-59.5% |
0.0141 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
71 |
28 |
-43 |
-60.6% |
92 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1959 |
1.1905 |
|
| R3 |
1.1948 |
1.1932 |
1.1898 |
|
| R2 |
1.1921 |
1.1921 |
1.1895 |
|
| R1 |
1.1906 |
1.1906 |
1.1893 |
1.1900 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1892 |
| S1 |
1.1879 |
1.1879 |
1.1888 |
1.1874 |
| S2 |
1.1868 |
1.1868 |
1.1886 |
|
| S3 |
1.1842 |
1.1853 |
1.1883 |
|
| S4 |
1.1815 |
1.1826 |
1.1876 |
|
|
| 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 |
1.1884 |
0.0081 |
0.7% |
0.0042 |
0.4% |
9% |
False |
True |
31 |
| 10 |
1.1965 |
1.1815 |
0.0150 |
1.3% |
0.0046 |
0.4% |
51% |
False |
False |
26 |
| 20 |
1.1965 |
1.1813 |
0.0152 |
1.3% |
0.0051 |
0.4% |
51% |
False |
False |
32 |
| 40 |
1.2259 |
1.1813 |
0.0446 |
3.8% |
0.0056 |
0.5% |
17% |
False |
False |
30 |
| 60 |
1.2334 |
1.1813 |
0.0521 |
4.4% |
0.0052 |
0.4% |
15% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2023 |
|
2.618 |
1.1979 |
|
1.618 |
1.1953 |
|
1.000 |
1.1937 |
|
0.618 |
1.1926 |
|
HIGH |
1.1910 |
|
0.618 |
1.1900 |
|
0.500 |
1.1897 |
|
0.382 |
1.1894 |
|
LOW |
1.1884 |
|
0.618 |
1.1867 |
|
1.000 |
1.1857 |
|
1.618 |
1.1841 |
|
2.618 |
1.1814 |
|
4.250 |
1.1771 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1897 |
1.1919 |
| PP |
1.1895 |
1.1909 |
| S1 |
1.1893 |
1.1900 |
|