CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1815 |
-0.0047 |
-0.4% |
1.1852 |
| High |
1.1866 |
1.1835 |
-0.0031 |
-0.3% |
1.1892 |
| Low |
1.1797 |
1.1771 |
-0.0026 |
-0.2% |
1.1771 |
| Close |
1.1800 |
1.1775 |
-0.0025 |
-0.2% |
1.1775 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0122 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
467 |
419 |
-48 |
-10.3% |
1,792 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1985 |
1.1944 |
1.1810 |
|
| R3 |
1.1921 |
1.1880 |
1.1793 |
|
| R2 |
1.1857 |
1.1857 |
1.1787 |
|
| R1 |
1.1816 |
1.1816 |
1.1781 |
1.1805 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1788 |
| S1 |
1.1752 |
1.1752 |
1.1769 |
1.1741 |
| S2 |
1.1729 |
1.1729 |
1.1763 |
|
| S3 |
1.1665 |
1.1688 |
1.1757 |
|
| S4 |
1.1601 |
1.1624 |
1.1740 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2098 |
1.1842 |
|
| R3 |
1.2056 |
1.1976 |
1.1808 |
|
| R2 |
1.1934 |
1.1934 |
1.1797 |
|
| R1 |
1.1855 |
1.1855 |
1.1786 |
1.1834 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1802 |
| S1 |
1.1733 |
1.1733 |
1.1764 |
1.1712 |
| S2 |
1.1691 |
1.1691 |
1.1753 |
|
| S3 |
1.1570 |
1.1612 |
1.1742 |
|
| S4 |
1.1448 |
1.1490 |
1.1708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1892 |
1.1771 |
0.0122 |
1.0% |
0.0051 |
0.4% |
4% |
False |
True |
358 |
| 10 |
1.1956 |
1.1771 |
0.0186 |
1.6% |
0.0046 |
0.4% |
2% |
False |
True |
499 |
| 20 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0045 |
0.4% |
24% |
False |
False |
302 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
23% |
False |
False |
165 |
| 60 |
1.2040 |
1.1717 |
0.0323 |
2.7% |
0.0048 |
0.4% |
18% |
False |
False |
120 |
| 80 |
1.2334 |
1.1717 |
0.0617 |
5.2% |
0.0051 |
0.4% |
9% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2107 |
|
2.618 |
1.2002 |
|
1.618 |
1.1938 |
|
1.000 |
1.1899 |
|
0.618 |
1.1874 |
|
HIGH |
1.1835 |
|
0.618 |
1.1810 |
|
0.500 |
1.1803 |
|
0.382 |
1.1795 |
|
LOW |
1.1771 |
|
0.618 |
1.1731 |
|
1.000 |
1.1707 |
|
1.618 |
1.1667 |
|
2.618 |
1.1603 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1803 |
1.1824 |
| PP |
1.1793 |
1.1808 |
| S1 |
1.1784 |
1.1791 |
|