CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1740 |
1.1727 |
-0.0013 |
-0.1% |
1.1770 |
| High |
1.1746 |
1.1733 |
-0.0014 |
-0.1% |
1.1800 |
| Low |
1.1713 |
1.1633 |
-0.0081 |
-0.7% |
1.1728 |
| Close |
1.1721 |
1.1644 |
-0.0077 |
-0.7% |
1.1760 |
| Range |
0.0033 |
0.0100 |
0.0067 |
203.0% |
0.0073 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.0% |
0.0000 |
| Volume |
814 |
749 |
-65 |
-8.0% |
1,617 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1970 |
1.1907 |
1.1699 |
|
| R3 |
1.1870 |
1.1807 |
1.1671 |
|
| R2 |
1.1770 |
1.1770 |
1.1662 |
|
| R1 |
1.1707 |
1.1707 |
1.1653 |
1.1688 |
| PP |
1.1670 |
1.1670 |
1.1670 |
1.1660 |
| S1 |
1.1607 |
1.1607 |
1.1634 |
1.1588 |
| S2 |
1.1570 |
1.1570 |
1.1625 |
|
| S3 |
1.1470 |
1.1507 |
1.1616 |
|
| S4 |
1.1370 |
1.1407 |
1.1589 |
|
|
| 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 |
1.1795 |
1.1633 |
0.0162 |
1.4% |
0.0057 |
0.5% |
7% |
False |
True |
552 |
| 10 |
1.1866 |
1.1633 |
0.0233 |
2.0% |
0.0056 |
0.5% |
5% |
False |
True |
430 |
| 20 |
1.1956 |
1.1633 |
0.0324 |
2.8% |
0.0049 |
0.4% |
3% |
False |
True |
458 |
| 40 |
1.1956 |
1.1633 |
0.0324 |
2.8% |
0.0046 |
0.4% |
3% |
False |
True |
246 |
| 60 |
1.1965 |
1.1633 |
0.0332 |
2.9% |
0.0048 |
0.4% |
3% |
False |
True |
175 |
| 80 |
1.2286 |
1.1633 |
0.0654 |
5.6% |
0.0051 |
0.4% |
2% |
False |
True |
137 |
| 100 |
1.2334 |
1.1633 |
0.0702 |
6.0% |
0.0050 |
0.4% |
2% |
False |
True |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2158 |
|
2.618 |
1.1994 |
|
1.618 |
1.1894 |
|
1.000 |
1.1833 |
|
0.618 |
1.1794 |
|
HIGH |
1.1733 |
|
0.618 |
1.1694 |
|
0.500 |
1.1683 |
|
0.382 |
1.1671 |
|
LOW |
1.1633 |
|
0.618 |
1.1571 |
|
1.000 |
1.1533 |
|
1.618 |
1.1471 |
|
2.618 |
1.1371 |
|
4.250 |
1.1208 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1683 |
1.1700 |
| PP |
1.1670 |
1.1681 |
| S1 |
1.1657 |
1.1662 |
|