CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1913 |
-0.0013 |
-0.1% |
1.1847 |
| High |
1.1956 |
1.1931 |
-0.0026 |
-0.2% |
1.1956 |
| Low |
1.1916 |
1.1886 |
-0.0030 |
-0.2% |
1.1834 |
| Close |
1.1939 |
1.1894 |
-0.0046 |
-0.4% |
1.1939 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.9% |
0.0122 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.9% |
0.0000 |
| Volume |
202 |
322 |
120 |
59.4% |
1,149 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.2010 |
1.1918 |
|
| R3 |
1.1992 |
1.1965 |
1.1906 |
|
| R2 |
1.1948 |
1.1948 |
1.1902 |
|
| R1 |
1.1921 |
1.1921 |
1.1898 |
1.1912 |
| PP |
1.1903 |
1.1903 |
1.1903 |
1.1899 |
| S1 |
1.1876 |
1.1876 |
1.1889 |
1.1868 |
| S2 |
1.1859 |
1.1859 |
1.1885 |
|
| S3 |
1.1814 |
1.1832 |
1.1881 |
|
| S4 |
1.1770 |
1.1787 |
1.1869 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2276 |
1.2229 |
1.2006 |
|
| R3 |
1.2154 |
1.2107 |
1.1973 |
|
| R2 |
1.2032 |
1.2032 |
1.1961 |
|
| R1 |
1.1985 |
1.1985 |
1.1950 |
1.2009 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1921 |
| S1 |
1.1863 |
1.1863 |
1.1928 |
1.1887 |
| S2 |
1.1788 |
1.1788 |
1.1917 |
|
| S3 |
1.1666 |
1.1741 |
1.1905 |
|
| S4 |
1.1544 |
1.1619 |
1.1872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1956 |
1.1845 |
0.0112 |
0.9% |
0.0047 |
0.4% |
44% |
False |
False |
292 |
| 10 |
1.1956 |
1.1780 |
0.0176 |
1.5% |
0.0043 |
0.4% |
64% |
False |
False |
155 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0042 |
0.4% |
74% |
False |
False |
92 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0047 |
0.4% |
71% |
False |
False |
63 |
| 60 |
1.2207 |
1.1717 |
0.0490 |
4.1% |
0.0051 |
0.4% |
36% |
False |
False |
47 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
29% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2120 |
|
2.618 |
1.2047 |
|
1.618 |
1.2003 |
|
1.000 |
1.1975 |
|
0.618 |
1.1958 |
|
HIGH |
1.1931 |
|
0.618 |
1.1914 |
|
0.500 |
1.1908 |
|
0.382 |
1.1903 |
|
LOW |
1.1886 |
|
0.618 |
1.1858 |
|
1.000 |
1.1842 |
|
1.618 |
1.1814 |
|
2.618 |
1.1769 |
|
4.250 |
1.1697 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1908 |
1.1920 |
| PP |
1.1903 |
1.1911 |
| S1 |
1.1898 |
1.1902 |
|