CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1846 |
1.1885 |
0.0039 |
0.3% |
1.1754 |
| High |
1.1906 |
1.1924 |
0.0018 |
0.2% |
1.1854 |
| Low |
1.1845 |
1.1884 |
0.0040 |
0.3% |
1.1747 |
| Close |
1.1896 |
1.1924 |
0.0028 |
0.2% |
1.1846 |
| Range |
0.0061 |
0.0040 |
-0.0022 |
-35.2% |
0.0108 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
89 |
655 |
566 |
636.0% |
87 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.2016 |
1.1945 |
|
| R3 |
1.1989 |
1.1976 |
1.1934 |
|
| R2 |
1.1950 |
1.1950 |
1.1931 |
|
| R1 |
1.1937 |
1.1937 |
1.1927 |
1.1943 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1914 |
| S1 |
1.1897 |
1.1897 |
1.1920 |
1.1904 |
| S2 |
1.1871 |
1.1871 |
1.1916 |
|
| S3 |
1.1831 |
1.1858 |
1.1913 |
|
| S4 |
1.1792 |
1.1818 |
1.1902 |
|
|
| 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 |
1.1924 |
1.1787 |
0.0137 |
1.1% |
0.0048 |
0.4% |
100% |
True |
False |
191 |
| 10 |
1.1924 |
1.1717 |
0.0207 |
1.7% |
0.0044 |
0.4% |
100% |
True |
False |
104 |
| 20 |
1.1924 |
1.1717 |
0.0207 |
1.7% |
0.0043 |
0.4% |
100% |
True |
False |
67 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0047 |
0.4% |
83% |
False |
False |
50 |
| 60 |
1.2259 |
1.1717 |
0.0542 |
4.5% |
0.0052 |
0.4% |
38% |
False |
False |
42 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
33% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2091 |
|
2.618 |
1.2027 |
|
1.618 |
1.1987 |
|
1.000 |
1.1963 |
|
0.618 |
1.1948 |
|
HIGH |
1.1924 |
|
0.618 |
1.1908 |
|
0.500 |
1.1904 |
|
0.382 |
1.1899 |
|
LOW |
1.1884 |
|
0.618 |
1.1860 |
|
1.000 |
1.1845 |
|
1.618 |
1.1820 |
|
2.618 |
1.1781 |
|
4.250 |
1.1716 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1910 |
| PP |
1.1910 |
1.1897 |
| S1 |
1.1904 |
1.1884 |
|