CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1799 |
1.1835 |
0.0036 |
0.3% |
1.1810 |
| High |
1.1801 |
1.1857 |
0.0056 |
0.5% |
1.1857 |
| Low |
1.1779 |
1.1835 |
0.0057 |
0.5% |
1.1762 |
| Close |
1.1784 |
1.1849 |
0.0065 |
0.6% |
1.1849 |
| Range |
0.0023 |
0.0022 |
-0.0001 |
-2.2% |
0.0096 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.5% |
0.0000 |
| Volume |
41 |
3 |
-38 |
-92.7% |
128 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1913 |
1.1903 |
1.1861 |
|
| R3 |
1.1891 |
1.1881 |
1.1855 |
|
| R2 |
1.1869 |
1.1869 |
1.1853 |
|
| R1 |
1.1859 |
1.1859 |
1.1851 |
1.1864 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1849 |
| S1 |
1.1837 |
1.1837 |
1.1846 |
1.1842 |
| S2 |
1.1825 |
1.1825 |
1.1844 |
|
| S3 |
1.1803 |
1.1815 |
1.1842 |
|
| S4 |
1.1781 |
1.1793 |
1.1836 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2109 |
1.2074 |
1.1901 |
|
| R3 |
1.2013 |
1.1979 |
1.1875 |
|
| R2 |
1.1918 |
1.1918 |
1.1866 |
|
| R1 |
1.1883 |
1.1883 |
1.1857 |
1.1901 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1831 |
| S1 |
1.1788 |
1.1788 |
1.1840 |
1.1805 |
| S2 |
1.1727 |
1.1727 |
1.1831 |
|
| S3 |
1.1631 |
1.1692 |
1.1822 |
|
| S4 |
1.1536 |
1.1597 |
1.1796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1857 |
1.1762 |
0.0096 |
0.8% |
0.0030 |
0.3% |
91% |
True |
False |
25 |
| 10 |
1.1954 |
1.1762 |
0.0193 |
1.6% |
0.0038 |
0.3% |
45% |
False |
False |
27 |
| 20 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0045 |
0.4% |
43% |
False |
False |
30 |
| 40 |
1.2040 |
1.1762 |
0.0279 |
2.4% |
0.0051 |
0.4% |
31% |
False |
False |
26 |
| 60 |
1.2334 |
1.1762 |
0.0573 |
4.8% |
0.0052 |
0.4% |
15% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1915 |
|
1.618 |
1.1893 |
|
1.000 |
1.1879 |
|
0.618 |
1.1871 |
|
HIGH |
1.1857 |
|
0.618 |
1.1849 |
|
0.500 |
1.1846 |
|
0.382 |
1.1843 |
|
LOW |
1.1835 |
|
0.618 |
1.1821 |
|
1.000 |
1.1813 |
|
1.618 |
1.1799 |
|
2.618 |
1.1777 |
|
4.250 |
1.1742 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1848 |
1.1835 |
| PP |
1.1847 |
1.1822 |
| S1 |
1.1846 |
1.1809 |
|