CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1828 |
-0.0017 |
-0.1% |
1.1810 |
| High |
1.1853 |
1.1837 |
-0.0016 |
-0.1% |
1.1857 |
| Low |
1.1822 |
1.1762 |
-0.0061 |
-0.5% |
1.1762 |
| Close |
1.1828 |
1.1764 |
-0.0065 |
-0.5% |
1.1849 |
| Range |
0.0031 |
0.0075 |
0.0045 |
145.9% |
0.0096 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.7% |
0.0000 |
| Volume |
102 |
13 |
-89 |
-87.3% |
128 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1963 |
1.1805 |
|
| R3 |
1.1937 |
1.1888 |
1.1784 |
|
| R2 |
1.1862 |
1.1862 |
1.1777 |
|
| R1 |
1.1813 |
1.1813 |
1.1770 |
1.1800 |
| PP |
1.1787 |
1.1787 |
1.1787 |
1.1781 |
| S1 |
1.1738 |
1.1738 |
1.1757 |
1.1725 |
| S2 |
1.1712 |
1.1712 |
1.1750 |
|
| S3 |
1.1637 |
1.1663 |
1.1743 |
|
| S4 |
1.1562 |
1.1588 |
1.1722 |
|
|
| 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% |
0.0039 |
0.3% |
2% |
False |
True |
40 |
| 10 |
1.1954 |
1.1762 |
0.0193 |
1.6% |
0.0043 |
0.4% |
1% |
False |
True |
37 |
| 20 |
1.1965 |
1.1762 |
0.0203 |
1.7% |
0.0045 |
0.4% |
1% |
False |
True |
32 |
| 40 |
1.2040 |
1.1762 |
0.0279 |
2.4% |
0.0050 |
0.4% |
1% |
False |
True |
28 |
| 60 |
1.2334 |
1.1762 |
0.0573 |
4.9% |
0.0053 |
0.4% |
0% |
False |
True |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2033 |
|
1.618 |
1.1958 |
|
1.000 |
1.1912 |
|
0.618 |
1.1883 |
|
HIGH |
1.1837 |
|
0.618 |
1.1808 |
|
0.500 |
1.1799 |
|
0.382 |
1.1790 |
|
LOW |
1.1762 |
|
0.618 |
1.1715 |
|
1.000 |
1.1687 |
|
1.618 |
1.1640 |
|
2.618 |
1.1565 |
|
4.250 |
1.1443 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1809 |
| PP |
1.1787 |
1.1794 |
| S1 |
1.1775 |
1.1779 |
|