CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1726 |
1.1754 |
0.0029 |
0.2% |
1.1844 |
| High |
1.1755 |
1.1801 |
0.0046 |
0.4% |
1.1853 |
| Low |
1.1717 |
1.1747 |
0.0030 |
0.3% |
1.1717 |
| Close |
1.1749 |
1.1801 |
0.0052 |
0.4% |
1.1749 |
| Range |
0.0038 |
0.0055 |
0.0017 |
43.4% |
0.0136 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.7% |
0.0000 |
| Volume |
8 |
7 |
-1 |
-12.5% |
165 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1928 |
1.1830 |
|
| R3 |
1.1892 |
1.1873 |
1.1815 |
|
| R2 |
1.1837 |
1.1837 |
1.1810 |
|
| R1 |
1.1819 |
1.1819 |
1.1805 |
1.1828 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1787 |
| S1 |
1.1764 |
1.1764 |
1.1796 |
1.1774 |
| S2 |
1.1728 |
1.1728 |
1.1791 |
|
| S3 |
1.1674 |
1.1710 |
1.1786 |
|
| S4 |
1.1619 |
1.1655 |
1.1771 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2100 |
1.1824 |
|
| R3 |
1.2044 |
1.1964 |
1.1786 |
|
| R2 |
1.1908 |
1.1908 |
1.1774 |
|
| R1 |
1.1829 |
1.1829 |
1.1761 |
1.1801 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1759 |
| S1 |
1.1693 |
1.1693 |
1.1737 |
1.1665 |
| S2 |
1.1637 |
1.1637 |
1.1724 |
|
| S3 |
1.1502 |
1.1558 |
1.1712 |
|
| S4 |
1.1366 |
1.1422 |
1.1674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1837 |
1.1717 |
0.0120 |
1.0% |
0.0052 |
0.4% |
70% |
False |
False |
14 |
| 10 |
1.1857 |
1.1717 |
0.0140 |
1.2% |
0.0041 |
0.3% |
60% |
False |
False |
29 |
| 20 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
34% |
False |
False |
26 |
| 40 |
1.2010 |
1.1717 |
0.0293 |
2.5% |
0.0050 |
0.4% |
28% |
False |
False |
28 |
| 60 |
1.2318 |
1.1717 |
0.0601 |
5.1% |
0.0053 |
0.5% |
14% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2033 |
|
2.618 |
1.1944 |
|
1.618 |
1.1889 |
|
1.000 |
1.1856 |
|
0.618 |
1.1835 |
|
HIGH |
1.1801 |
|
0.618 |
1.1780 |
|
0.500 |
1.1774 |
|
0.382 |
1.1767 |
|
LOW |
1.1747 |
|
0.618 |
1.1713 |
|
1.000 |
1.1692 |
|
1.618 |
1.1658 |
|
2.618 |
1.1604 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1787 |
| PP |
1.1783 |
1.1773 |
| S1 |
1.1774 |
1.1759 |
|