CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1791 |
1.1764 |
-0.0027 |
-0.2% |
1.1770 |
| High |
1.1792 |
1.1768 |
-0.0024 |
-0.2% |
1.1800 |
| Low |
1.1745 |
1.1728 |
-0.0018 |
-0.1% |
1.1728 |
| Close |
1.1760 |
1.1743 |
-0.0017 |
-0.1% |
1.1760 |
| Range |
0.0047 |
0.0041 |
-0.0006 |
-12.9% |
0.0073 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
372 |
238 |
-134 |
-36.0% |
1,617 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1868 |
1.1846 |
1.1765 |
|
| R3 |
1.1827 |
1.1805 |
1.1754 |
|
| R2 |
1.1787 |
1.1787 |
1.1750 |
|
| R1 |
1.1765 |
1.1765 |
1.1747 |
1.1756 |
| PP |
1.1746 |
1.1746 |
1.1746 |
1.1742 |
| S1 |
1.1724 |
1.1724 |
1.1739 |
1.1715 |
| S2 |
1.1706 |
1.1706 |
1.1736 |
|
| S3 |
1.1665 |
1.1684 |
1.1732 |
|
| S4 |
1.1625 |
1.1643 |
1.1721 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1942 |
1.1799 |
|
| R3 |
1.1907 |
1.1870 |
1.1779 |
|
| R2 |
1.1835 |
1.1835 |
1.1773 |
|
| R1 |
1.1797 |
1.1797 |
1.1766 |
1.1780 |
| PP |
1.1762 |
1.1762 |
1.1762 |
1.1754 |
| S1 |
1.1725 |
1.1725 |
1.1753 |
1.1707 |
| S2 |
1.1690 |
1.1690 |
1.1746 |
|
| S3 |
1.1617 |
1.1652 |
1.1740 |
|
| S4 |
1.1545 |
1.1580 |
1.1720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1800 |
1.1728 |
0.0073 |
0.6% |
0.0051 |
0.4% |
21% |
False |
True |
333 |
| 10 |
1.1892 |
1.1728 |
0.0165 |
1.4% |
0.0050 |
0.4% |
9% |
False |
True |
346 |
| 20 |
1.1956 |
1.1728 |
0.0229 |
1.9% |
0.0046 |
0.4% |
7% |
False |
True |
390 |
| 40 |
1.1956 |
1.1717 |
0.0239 |
2.0% |
0.0044 |
0.4% |
11% |
False |
False |
208 |
| 60 |
1.1965 |
1.1717 |
0.0248 |
2.1% |
0.0049 |
0.4% |
11% |
False |
False |
150 |
| 80 |
1.2286 |
1.1717 |
0.0569 |
4.8% |
0.0051 |
0.4% |
5% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1940 |
|
2.618 |
1.1874 |
|
1.618 |
1.1834 |
|
1.000 |
1.1809 |
|
0.618 |
1.1793 |
|
HIGH |
1.1768 |
|
0.618 |
1.1753 |
|
0.500 |
1.1748 |
|
0.382 |
1.1743 |
|
LOW |
1.1728 |
|
0.618 |
1.1702 |
|
1.000 |
1.1687 |
|
1.618 |
1.1662 |
|
2.618 |
1.1621 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1748 |
1.1761 |
| PP |
1.1746 |
1.1755 |
| S1 |
1.1745 |
1.1749 |
|