CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1795 |
0.0021 |
0.2% |
1.1938 |
| High |
1.1796 |
1.1807 |
0.0011 |
0.1% |
1.1954 |
| Low |
1.1765 |
1.1762 |
-0.0004 |
0.0% |
1.1809 |
| Close |
1.1776 |
1.1792 |
0.0016 |
0.1% |
1.1812 |
| Range |
0.0031 |
0.0046 |
0.0015 |
46.8% |
0.0145 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
36 |
41 |
5 |
13.9% |
144 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1923 |
1.1903 |
1.1817 |
|
| R3 |
1.1878 |
1.1858 |
1.1805 |
|
| R2 |
1.1832 |
1.1832 |
1.1800 |
|
| R1 |
1.1812 |
1.1812 |
1.1796 |
1.1800 |
| PP |
1.1787 |
1.1787 |
1.1787 |
1.1781 |
| S1 |
1.1767 |
1.1767 |
1.1788 |
1.1754 |
| S2 |
1.1741 |
1.1741 |
1.1784 |
|
| S3 |
1.1696 |
1.1721 |
1.1779 |
|
| S4 |
1.1650 |
1.1676 |
1.1767 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2197 |
1.1891 |
|
| R3 |
1.2148 |
1.2052 |
1.1851 |
|
| R2 |
1.2003 |
1.2003 |
1.1838 |
|
| R1 |
1.1907 |
1.1907 |
1.1825 |
1.1883 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1846 |
| S1 |
1.1762 |
1.1762 |
1.1798 |
1.1738 |
| S2 |
1.1713 |
1.1713 |
1.1785 |
|
| S3 |
1.1568 |
1.1617 |
1.1772 |
|
| S4 |
1.1423 |
1.1472 |
1.1732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1910 |
1.1762 |
0.0149 |
1.3% |
0.0042 |
0.4% |
21% |
False |
True |
28 |
| 10 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0042 |
0.4% |
15% |
False |
True |
29 |
| 20 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0047 |
0.4% |
15% |
False |
True |
34 |
| 40 |
1.2197 |
1.1762 |
0.0436 |
3.7% |
0.0056 |
0.5% |
7% |
False |
True |
26 |
| 60 |
1.2334 |
1.1762 |
0.0573 |
4.9% |
0.0054 |
0.5% |
5% |
False |
True |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2000 |
|
2.618 |
1.1926 |
|
1.618 |
1.1881 |
|
1.000 |
1.1853 |
|
0.618 |
1.1835 |
|
HIGH |
1.1807 |
|
0.618 |
1.1790 |
|
0.500 |
1.1784 |
|
0.382 |
1.1779 |
|
LOW |
1.1762 |
|
0.618 |
1.1733 |
|
1.000 |
1.1716 |
|
1.618 |
1.1688 |
|
2.618 |
1.1642 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1792 |
| PP |
1.1787 |
1.1792 |
| S1 |
1.1784 |
1.1792 |
|