CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1852 |
-0.0016 |
-0.1% |
1.1913 |
| High |
1.1897 |
1.1861 |
-0.0036 |
-0.3% |
1.1931 |
| Low |
1.1860 |
1.1818 |
-0.0042 |
-0.3% |
1.1851 |
| Close |
1.1862 |
1.1850 |
-0.0012 |
-0.1% |
1.1862 |
| Range |
0.0038 |
0.0043 |
0.0006 |
14.7% |
0.0080 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
386 |
184 |
-202 |
-52.3% |
3,005 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1972 |
1.1954 |
1.1874 |
|
| R3 |
1.1929 |
1.1911 |
1.1862 |
|
| R2 |
1.1886 |
1.1886 |
1.1858 |
|
| R1 |
1.1868 |
1.1868 |
1.1854 |
1.1856 |
| PP |
1.1843 |
1.1843 |
1.1843 |
1.1837 |
| S1 |
1.1825 |
1.1825 |
1.1846 |
1.1813 |
| S2 |
1.1800 |
1.1800 |
1.1842 |
|
| S3 |
1.1757 |
1.1782 |
1.1838 |
|
| S4 |
1.1714 |
1.1739 |
1.1826 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2120 |
1.2070 |
1.1905 |
|
| R3 |
1.2040 |
1.1991 |
1.1883 |
|
| R2 |
1.1961 |
1.1961 |
1.1876 |
|
| R1 |
1.1911 |
1.1911 |
1.1869 |
1.1896 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1874 |
| S1 |
1.1832 |
1.1832 |
1.1854 |
1.1817 |
| S2 |
1.1802 |
1.1802 |
1.1847 |
|
| S3 |
1.1722 |
1.1752 |
1.1840 |
|
| S4 |
1.1643 |
1.1673 |
1.1818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1931 |
1.1818 |
0.0113 |
0.9% |
0.0041 |
0.3% |
28% |
False |
True |
637 |
| 10 |
1.1956 |
1.1818 |
0.0138 |
1.2% |
0.0042 |
0.4% |
23% |
False |
True |
433 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0044 |
0.4% |
56% |
False |
False |
229 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
54% |
False |
False |
129 |
| 60 |
1.2040 |
1.1717 |
0.0323 |
2.7% |
0.0049 |
0.4% |
41% |
False |
False |
93 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0050 |
0.4% |
22% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2044 |
|
2.618 |
1.1974 |
|
1.618 |
1.1931 |
|
1.000 |
1.1904 |
|
0.618 |
1.1888 |
|
HIGH |
1.1861 |
|
0.618 |
1.1845 |
|
0.500 |
1.1840 |
|
0.382 |
1.1834 |
|
LOW |
1.1818 |
|
0.618 |
1.1791 |
|
1.000 |
1.1775 |
|
1.618 |
1.1748 |
|
2.618 |
1.1705 |
|
4.250 |
1.1635 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1858 |
| PP |
1.1843 |
1.1855 |
| S1 |
1.1840 |
1.1853 |
|