CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1795 |
1.1799 |
0.0005 |
0.0% |
1.1938 |
| High |
1.1807 |
1.1801 |
-0.0006 |
-0.1% |
1.1954 |
| Low |
1.1762 |
1.1779 |
0.0017 |
0.1% |
1.1809 |
| Close |
1.1792 |
1.1784 |
-0.0009 |
-0.1% |
1.1812 |
| Range |
0.0046 |
0.0023 |
-0.0023 |
-50.5% |
0.0145 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
41 |
41 |
0 |
0.0% |
144 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1855 |
1.1842 |
1.1796 |
|
| R3 |
1.1833 |
1.1819 |
1.1790 |
|
| R2 |
1.1810 |
1.1810 |
1.1788 |
|
| R1 |
1.1797 |
1.1797 |
1.1786 |
1.1792 |
| PP |
1.1788 |
1.1788 |
1.1788 |
1.1785 |
| S1 |
1.1774 |
1.1774 |
1.1781 |
1.1770 |
| S2 |
1.1765 |
1.1765 |
1.1779 |
|
| S3 |
1.1743 |
1.1752 |
1.1777 |
|
| S4 |
1.1720 |
1.1729 |
1.1771 |
|
|
| 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 |
1.1885 |
1.1762 |
0.0124 |
1.0% |
0.0041 |
0.3% |
18% |
False |
False |
30 |
| 10 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0042 |
0.4% |
11% |
False |
False |
31 |
| 20 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0045 |
0.4% |
11% |
False |
False |
36 |
| 40 |
1.2071 |
1.1762 |
0.0310 |
2.6% |
0.0053 |
0.5% |
7% |
False |
False |
26 |
| 60 |
1.2334 |
1.1762 |
0.0573 |
4.9% |
0.0053 |
0.5% |
4% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1897 |
|
2.618 |
1.1860 |
|
1.618 |
1.1837 |
|
1.000 |
1.1824 |
|
0.618 |
1.1815 |
|
HIGH |
1.1801 |
|
0.618 |
1.1792 |
|
0.500 |
1.1790 |
|
0.382 |
1.1787 |
|
LOW |
1.1779 |
|
0.618 |
1.1765 |
|
1.000 |
1.1756 |
|
1.618 |
1.1742 |
|
2.618 |
1.1720 |
|
4.250 |
1.1683 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1790 |
1.1784 |
| PP |
1.1788 |
1.1784 |
| S1 |
1.1786 |
1.1784 |
|