CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1844 |
0.0009 |
0.1% |
1.1810 |
| High |
1.1857 |
1.1853 |
-0.0005 |
0.0% |
1.1857 |
| Low |
1.1835 |
1.1822 |
-0.0013 |
-0.1% |
1.1762 |
| Close |
1.1849 |
1.1828 |
-0.0021 |
-0.2% |
1.1849 |
| Range |
0.0022 |
0.0031 |
0.0009 |
38.6% |
0.0096 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
3 |
102 |
99 |
3,300.0% |
128 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1907 |
1.1845 |
|
| R3 |
1.1895 |
1.1877 |
1.1836 |
|
| R2 |
1.1865 |
1.1865 |
1.1834 |
|
| R1 |
1.1846 |
1.1846 |
1.1831 |
1.1840 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1831 |
| S1 |
1.1816 |
1.1816 |
1.1825 |
1.1810 |
| S2 |
1.1804 |
1.1804 |
1.1822 |
|
| S3 |
1.1773 |
1.1785 |
1.1820 |
|
| S4 |
1.1743 |
1.1755 |
1.1811 |
|
|
| 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% |
70% |
False |
False |
44 |
| 10 |
1.1954 |
1.1762 |
0.0193 |
1.6% |
0.0039 |
0.3% |
35% |
False |
False |
37 |
| 20 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0044 |
0.4% |
33% |
False |
False |
34 |
| 40 |
1.2040 |
1.1762 |
0.0279 |
2.4% |
0.0050 |
0.4% |
24% |
False |
False |
28 |
| 60 |
1.2334 |
1.1762 |
0.0573 |
4.8% |
0.0053 |
0.4% |
12% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1982 |
|
2.618 |
1.1932 |
|
1.618 |
1.1902 |
|
1.000 |
1.1883 |
|
0.618 |
1.1871 |
|
HIGH |
1.1853 |
|
0.618 |
1.1841 |
|
0.500 |
1.1837 |
|
0.382 |
1.1834 |
|
LOW |
1.1822 |
|
0.618 |
1.1803 |
|
1.000 |
1.1792 |
|
1.618 |
1.1773 |
|
2.618 |
1.1742 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1825 |
| PP |
1.1834 |
1.1821 |
| S1 |
1.1831 |
1.1818 |
|