CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1828 |
1.1764 |
-0.0064 |
-0.5% |
1.1810 |
| High |
1.1837 |
1.1793 |
-0.0044 |
-0.4% |
1.1857 |
| Low |
1.1762 |
1.1747 |
-0.0015 |
-0.1% |
1.1762 |
| Close |
1.1764 |
1.1765 |
0.0002 |
0.0% |
1.1849 |
| Range |
0.0075 |
0.0046 |
-0.0029 |
-38.7% |
0.0096 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
13 |
12 |
-1 |
-7.7% |
128 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1906 |
1.1882 |
1.1790 |
|
| R3 |
1.1860 |
1.1836 |
1.1778 |
|
| R2 |
1.1814 |
1.1814 |
1.1773 |
|
| R1 |
1.1790 |
1.1790 |
1.1769 |
1.1802 |
| PP |
1.1768 |
1.1768 |
1.1768 |
1.1775 |
| S1 |
1.1744 |
1.1744 |
1.1761 |
1.1756 |
| S2 |
1.1722 |
1.1722 |
1.1757 |
|
| S3 |
1.1676 |
1.1698 |
1.1752 |
|
| S4 |
1.1630 |
1.1652 |
1.1740 |
|
|
| 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 |
1.1747 |
0.0110 |
0.9% |
0.0039 |
0.3% |
16% |
False |
True |
34 |
| 10 |
1.1910 |
1.1747 |
0.0163 |
1.4% |
0.0041 |
0.3% |
11% |
False |
True |
31 |
| 20 |
1.1965 |
1.1747 |
0.0218 |
1.8% |
0.0045 |
0.4% |
8% |
False |
True |
29 |
| 40 |
1.2040 |
1.1747 |
0.0293 |
2.5% |
0.0050 |
0.4% |
6% |
False |
True |
28 |
| 60 |
1.2334 |
1.1747 |
0.0587 |
5.0% |
0.0053 |
0.4% |
3% |
False |
True |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1913 |
|
1.618 |
1.1867 |
|
1.000 |
1.1839 |
|
0.618 |
1.1821 |
|
HIGH |
1.1793 |
|
0.618 |
1.1775 |
|
0.500 |
1.1770 |
|
0.382 |
1.1765 |
|
LOW |
1.1747 |
|
0.618 |
1.1719 |
|
1.000 |
1.1701 |
|
1.618 |
1.1673 |
|
2.618 |
1.1627 |
|
4.250 |
1.1552 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1800 |
| PP |
1.1768 |
1.1788 |
| S1 |
1.1767 |
1.1777 |
|