CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1810 |
1.1802 |
-0.0008 |
-0.1% |
1.1844 |
| High |
1.1825 |
1.1829 |
0.0004 |
0.0% |
1.1853 |
| Low |
1.1780 |
1.1799 |
0.0019 |
0.2% |
1.1717 |
| Close |
1.1823 |
1.1803 |
-0.0020 |
-0.2% |
1.1749 |
| Range |
0.0045 |
0.0030 |
-0.0016 |
-34.4% |
0.0136 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
23 |
6 |
-17 |
-73.9% |
165 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1899 |
1.1880 |
1.1819 |
|
| R3 |
1.1869 |
1.1851 |
1.1811 |
|
| R2 |
1.1840 |
1.1840 |
1.1808 |
|
| R1 |
1.1821 |
1.1821 |
1.1806 |
1.1831 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1815 |
| S1 |
1.1792 |
1.1792 |
1.1800 |
1.1801 |
| S2 |
1.1781 |
1.1781 |
1.1798 |
|
| S3 |
1.1751 |
1.1762 |
1.1795 |
|
| S4 |
1.1722 |
1.1733 |
1.1787 |
|
|
| 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 |
1.1829 |
1.1717 |
0.0112 |
0.9% |
0.0040 |
0.3% |
77% |
True |
False |
16 |
| 10 |
1.1857 |
1.1717 |
0.0140 |
1.2% |
0.0042 |
0.4% |
61% |
False |
False |
24 |
| 20 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0042 |
0.4% |
35% |
False |
False |
27 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0049 |
0.4% |
35% |
False |
False |
30 |
| 60 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0052 |
0.4% |
15% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1954 |
|
2.618 |
1.1906 |
|
1.618 |
1.1876 |
|
1.000 |
1.1858 |
|
0.618 |
1.1847 |
|
HIGH |
1.1829 |
|
0.618 |
1.1817 |
|
0.500 |
1.1814 |
|
0.382 |
1.1810 |
|
LOW |
1.1799 |
|
0.618 |
1.1781 |
|
1.000 |
1.1770 |
|
1.618 |
1.1751 |
|
2.618 |
1.1722 |
|
4.250 |
1.1674 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1804 |
| PP |
1.1810 |
1.1804 |
| S1 |
1.1807 |
1.1803 |
|