CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1802 |
1.1812 |
0.0010 |
0.1% |
1.1754 |
| High |
1.1829 |
1.1854 |
0.0026 |
0.2% |
1.1854 |
| Low |
1.1799 |
1.1787 |
-0.0012 |
-0.1% |
1.1747 |
| Close |
1.1803 |
1.1846 |
0.0043 |
0.4% |
1.1846 |
| Range |
0.0030 |
0.0067 |
0.0038 |
127.1% |
0.0108 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
3.0% |
0.0000 |
| Volume |
6 |
11 |
5 |
83.3% |
87 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2030 |
1.2005 |
1.1882 |
|
| R3 |
1.1963 |
1.1938 |
1.1864 |
|
| R2 |
1.1896 |
1.1896 |
1.1858 |
|
| R1 |
1.1871 |
1.1871 |
1.1852 |
1.1883 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1835 |
| S1 |
1.1804 |
1.1804 |
1.1839 |
1.1816 |
| S2 |
1.1762 |
1.1762 |
1.1833 |
|
| S3 |
1.1695 |
1.1737 |
1.1827 |
|
| S4 |
1.1628 |
1.1670 |
1.1809 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2099 |
1.1905 |
|
| R3 |
1.2030 |
1.1992 |
1.1875 |
|
| R2 |
1.1923 |
1.1923 |
1.1865 |
|
| R1 |
1.1884 |
1.1884 |
1.1855 |
1.1904 |
| PP |
1.1815 |
1.1815 |
1.1815 |
1.1825 |
| S1 |
1.1777 |
1.1777 |
1.1836 |
1.1796 |
| S2 |
1.1708 |
1.1708 |
1.1826 |
|
| S3 |
1.1600 |
1.1669 |
1.1816 |
|
| S4 |
1.1493 |
1.1562 |
1.1786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1854 |
1.1747 |
0.0108 |
0.9% |
0.0046 |
0.4% |
92% |
True |
False |
17 |
| 10 |
1.1854 |
1.1717 |
0.0137 |
1.2% |
0.0047 |
0.4% |
94% |
True |
False |
25 |
| 20 |
1.1954 |
1.1717 |
0.0237 |
2.0% |
0.0042 |
0.4% |
54% |
False |
False |
26 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0050 |
0.4% |
52% |
False |
False |
30 |
| 60 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0052 |
0.4% |
23% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2139 |
|
2.618 |
1.2029 |
|
1.618 |
1.1962 |
|
1.000 |
1.1921 |
|
0.618 |
1.1895 |
|
HIGH |
1.1854 |
|
0.618 |
1.1828 |
|
0.500 |
1.1821 |
|
0.382 |
1.1813 |
|
LOW |
1.1787 |
|
0.618 |
1.1746 |
|
1.000 |
1.1720 |
|
1.618 |
1.1679 |
|
2.618 |
1.1612 |
|
4.250 |
1.1502 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1836 |
| PP |
1.1829 |
1.1827 |
| S1 |
1.1821 |
1.1817 |
|