CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1812 |
1.1847 |
0.0035 |
0.3% |
1.1754 |
| High |
1.1854 |
1.1860 |
0.0006 |
0.0% |
1.1854 |
| Low |
1.1787 |
1.1834 |
0.0047 |
0.4% |
1.1747 |
| Close |
1.1846 |
1.1855 |
0.0009 |
0.1% |
1.1846 |
| Range |
0.0067 |
0.0026 |
-0.0042 |
-61.9% |
0.0108 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
87 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1916 |
1.1869 |
|
| R3 |
1.1900 |
1.1890 |
1.1862 |
|
| R2 |
1.1875 |
1.1875 |
1.1859 |
|
| R1 |
1.1865 |
1.1865 |
1.1857 |
1.1870 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1852 |
| S1 |
1.1839 |
1.1839 |
1.1852 |
1.1844 |
| S2 |
1.1824 |
1.1824 |
1.1850 |
|
| S3 |
1.1798 |
1.1814 |
1.1847 |
|
| S4 |
1.1773 |
1.1788 |
1.1840 |
|
|
| 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 |
1.1860 |
1.1780 |
0.0080 |
0.7% |
0.0040 |
0.3% |
94% |
True |
False |
18 |
| 10 |
1.1860 |
1.1717 |
0.0143 |
1.2% |
0.0046 |
0.4% |
96% |
True |
False |
16 |
| 20 |
1.1954 |
1.1717 |
0.0237 |
2.0% |
0.0042 |
0.4% |
58% |
False |
False |
26 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0049 |
0.4% |
56% |
False |
False |
30 |
| 60 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0051 |
0.4% |
24% |
False |
False |
28 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
22% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1968 |
|
2.618 |
1.1926 |
|
1.618 |
1.1901 |
|
1.000 |
1.1885 |
|
0.618 |
1.1875 |
|
HIGH |
1.1860 |
|
0.618 |
1.1850 |
|
0.500 |
1.1847 |
|
0.382 |
1.1844 |
|
LOW |
1.1834 |
|
0.618 |
1.1818 |
|
1.000 |
1.1809 |
|
1.618 |
1.1793 |
|
2.618 |
1.1767 |
|
4.250 |
1.1726 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1852 |
1.1844 |
| PP |
1.1849 |
1.1834 |
| S1 |
1.1847 |
1.1823 |
|