CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1774 |
1.1764 |
-0.0010 |
-0.1% |
1.1852 |
| High |
1.1793 |
1.1800 |
0.0007 |
0.1% |
1.1892 |
| Low |
1.1761 |
1.1730 |
-0.0031 |
-0.3% |
1.1771 |
| Close |
1.1771 |
1.1738 |
-0.0034 |
-0.3% |
1.1775 |
| Range |
0.0033 |
0.0071 |
0.0038 |
116.9% |
0.0122 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.9% |
0.0000 |
| Volume |
189 |
279 |
90 |
47.6% |
1,792 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1967 |
1.1923 |
1.1776 |
|
| R3 |
1.1897 |
1.1852 |
1.1757 |
|
| R2 |
1.1826 |
1.1826 |
1.1750 |
|
| R1 |
1.1782 |
1.1782 |
1.1744 |
1.1769 |
| PP |
1.1756 |
1.1756 |
1.1756 |
1.1749 |
| S1 |
1.1711 |
1.1711 |
1.1731 |
1.1698 |
| S2 |
1.1685 |
1.1685 |
1.1725 |
|
| S3 |
1.1615 |
1.1641 |
1.1718 |
|
| S4 |
1.1544 |
1.1570 |
1.1699 |
|
|
| 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 |
1.1866 |
1.1730 |
0.0136 |
1.2% |
0.0054 |
0.5% |
6% |
False |
True |
308 |
| 10 |
1.1897 |
1.1730 |
0.0168 |
1.4% |
0.0046 |
0.4% |
5% |
False |
True |
429 |
| 20 |
1.1956 |
1.1730 |
0.0227 |
1.9% |
0.0046 |
0.4% |
4% |
False |
True |
332 |
| 40 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0044 |
0.4% |
8% |
False |
False |
180 |
| 60 |
1.1995 |
1.1717 |
0.0278 |
2.4% |
0.0048 |
0.4% |
7% |
False |
False |
130 |
| 80 |
1.2318 |
1.1717 |
0.0601 |
5.1% |
0.0051 |
0.4% |
3% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.1985 |
|
1.618 |
1.1914 |
|
1.000 |
1.1871 |
|
0.618 |
1.1844 |
|
HIGH |
1.1800 |
|
0.618 |
1.1773 |
|
0.500 |
1.1765 |
|
0.382 |
1.1756 |
|
LOW |
1.1730 |
|
0.618 |
1.1686 |
|
1.000 |
1.1659 |
|
1.618 |
1.1615 |
|
2.618 |
1.1545 |
|
4.250 |
1.1430 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1765 |
1.1765 |
| PP |
1.1756 |
1.1756 |
| S1 |
1.1747 |
1.1747 |
|