CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1815 |
1.1770 |
-0.0045 |
-0.4% |
1.1852 |
| High |
1.1835 |
1.1781 |
-0.0054 |
-0.5% |
1.1892 |
| Low |
1.1771 |
1.1746 |
-0.0025 |
-0.2% |
1.1771 |
| Close |
1.1775 |
1.1770 |
-0.0005 |
0.0% |
1.1775 |
| Range |
0.0064 |
0.0036 |
-0.0029 |
-44.5% |
0.0122 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
419 |
188 |
-231 |
-55.1% |
1,792 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1857 |
1.1790 |
|
| R3 |
1.1837 |
1.1821 |
1.1780 |
|
| R2 |
1.1801 |
1.1801 |
1.1777 |
|
| R1 |
1.1786 |
1.1786 |
1.1773 |
1.1788 |
| PP |
1.1766 |
1.1766 |
1.1766 |
1.1767 |
| S1 |
1.1750 |
1.1750 |
1.1767 |
1.1752 |
| S2 |
1.1730 |
1.1730 |
1.1763 |
|
| S3 |
1.1695 |
1.1715 |
1.1760 |
|
| S4 |
1.1659 |
1.1679 |
1.1750 |
|
|
| 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 |
1.1746 |
0.0147 |
1.2% |
0.0049 |
0.4% |
17% |
False |
True |
359 |
| 10 |
1.1931 |
1.1746 |
0.0185 |
1.6% |
0.0045 |
0.4% |
13% |
False |
True |
498 |
| 20 |
1.1956 |
1.1746 |
0.0211 |
1.8% |
0.0045 |
0.4% |
12% |
False |
True |
311 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0045 |
0.4% |
21% |
False |
False |
168 |
| 60 |
1.2040 |
1.1717 |
0.0323 |
2.7% |
0.0048 |
0.4% |
16% |
False |
False |
123 |
| 80 |
1.2318 |
1.1717 |
0.0601 |
5.1% |
0.0051 |
0.4% |
9% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1932 |
|
2.618 |
1.1874 |
|
1.618 |
1.1838 |
|
1.000 |
1.1817 |
|
0.618 |
1.1803 |
|
HIGH |
1.1781 |
|
0.618 |
1.1767 |
|
0.500 |
1.1763 |
|
0.382 |
1.1759 |
|
LOW |
1.1746 |
|
0.618 |
1.1724 |
|
1.000 |
1.1710 |
|
1.618 |
1.1688 |
|
2.618 |
1.1653 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1768 |
1.1806 |
| PP |
1.1766 |
1.1794 |
| S1 |
1.1763 |
1.1782 |
|