CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1826 |
1.1813 |
-0.0013 |
-0.1% |
1.1882 |
| High |
1.1851 |
1.1814 |
-0.0037 |
-0.3% |
1.1888 |
| Low |
1.1810 |
1.1770 |
-0.0040 |
-0.3% |
1.1803 |
| Close |
1.1815 |
1.1804 |
-0.0011 |
-0.1% |
1.1815 |
| Range |
0.0042 |
0.0044 |
0.0003 |
6.0% |
0.0085 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
318,034 |
23,911 |
-294,123 |
-92.5% |
1,478,772 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1928 |
1.1910 |
1.1828 |
|
| R3 |
1.1884 |
1.1866 |
1.1816 |
|
| R2 |
1.1840 |
1.1840 |
1.1812 |
|
| R1 |
1.1822 |
1.1822 |
1.1808 |
1.1809 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1790 |
| S1 |
1.1778 |
1.1778 |
1.1800 |
1.1765 |
| S2 |
1.1752 |
1.1752 |
1.1796 |
|
| S3 |
1.1708 |
1.1734 |
1.1792 |
|
| S4 |
1.1664 |
1.1690 |
1.1780 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2090 |
1.2038 |
1.1862 |
|
| R3 |
1.2005 |
1.1953 |
1.1838 |
|
| R2 |
1.1920 |
1.1920 |
1.1831 |
|
| R1 |
1.1868 |
1.1868 |
1.1823 |
1.1852 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1827 |
| S1 |
1.1783 |
1.1783 |
1.1807 |
1.1767 |
| S2 |
1.1750 |
1.1750 |
1.1799 |
|
| S3 |
1.1665 |
1.1698 |
1.1792 |
|
| S4 |
1.1580 |
1.1613 |
1.1768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1770 |
0.0118 |
1.0% |
0.0044 |
0.4% |
29% |
False |
True |
300,536 |
| 10 |
1.1912 |
1.1770 |
0.0142 |
1.2% |
0.0045 |
0.4% |
24% |
False |
True |
224,741 |
| 20 |
1.1912 |
1.1669 |
0.0243 |
2.1% |
0.0047 |
0.4% |
56% |
False |
False |
176,729 |
| 40 |
1.1919 |
1.1669 |
0.0250 |
2.1% |
0.0050 |
0.4% |
54% |
False |
False |
162,249 |
| 60 |
1.1995 |
1.1669 |
0.0326 |
2.8% |
0.0054 |
0.5% |
41% |
False |
False |
163,040 |
| 80 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0058 |
0.5% |
22% |
False |
False |
146,231 |
| 100 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0060 |
0.5% |
22% |
False |
False |
117,179 |
| 120 |
1.2293 |
1.1669 |
0.0624 |
5.3% |
0.0059 |
0.5% |
22% |
False |
False |
97,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2001 |
|
2.618 |
1.1929 |
|
1.618 |
1.1885 |
|
1.000 |
1.1858 |
|
0.618 |
1.1841 |
|
HIGH |
1.1814 |
|
0.618 |
1.1797 |
|
0.500 |
1.1792 |
|
0.382 |
1.1787 |
|
LOW |
1.1770 |
|
0.618 |
1.1743 |
|
1.000 |
1.1726 |
|
1.618 |
1.1699 |
|
2.618 |
1.1655 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1800 |
1.1811 |
| PP |
1.1796 |
1.1808 |
| S1 |
1.1792 |
1.1806 |
|