CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1917 |
1.1874 |
-0.0043 |
-0.4% |
1.1882 |
| High |
1.1927 |
1.1902 |
-0.0026 |
-0.2% |
1.1995 |
| Low |
1.1863 |
1.1854 |
-0.0009 |
-0.1% |
1.1868 |
| Close |
1.1865 |
1.1858 |
-0.0007 |
-0.1% |
1.1950 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.4% |
0.0127 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
168,822 |
154,435 |
-14,387 |
-8.5% |
771,361 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1983 |
1.1884 |
|
| R3 |
1.1966 |
1.1936 |
1.1871 |
|
| R2 |
1.1919 |
1.1919 |
1.1867 |
|
| R1 |
1.1888 |
1.1888 |
1.1862 |
1.1880 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1867 |
| S1 |
1.1841 |
1.1841 |
1.1854 |
1.1832 |
| S2 |
1.1824 |
1.1824 |
1.1849 |
|
| S3 |
1.1776 |
1.1793 |
1.1845 |
|
| S4 |
1.1729 |
1.1746 |
1.1832 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2261 |
1.2019 |
|
| R3 |
1.2191 |
1.2134 |
1.1984 |
|
| R2 |
1.2064 |
1.2064 |
1.1973 |
|
| R1 |
1.2007 |
1.2007 |
1.1961 |
1.2036 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1952 |
| S1 |
1.1880 |
1.1880 |
1.1938 |
1.1909 |
| S2 |
1.1810 |
1.1810 |
1.1926 |
|
| S3 |
1.1683 |
1.1753 |
1.1915 |
|
| S4 |
1.1556 |
1.1626 |
1.1880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1854 |
0.0141 |
1.2% |
0.0051 |
0.4% |
3% |
False |
True |
148,205 |
| 10 |
1.1995 |
1.1854 |
0.0141 |
1.2% |
0.0058 |
0.5% |
3% |
False |
True |
160,842 |
| 20 |
1.2242 |
1.1854 |
0.0388 |
3.3% |
0.0065 |
0.5% |
1% |
False |
True |
172,917 |
| 40 |
1.2293 |
1.1854 |
0.0439 |
3.7% |
0.0067 |
0.6% |
1% |
False |
True |
88,410 |
| 60 |
1.2293 |
1.1854 |
0.0439 |
3.7% |
0.0065 |
0.5% |
1% |
False |
True |
59,121 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
20% |
False |
False |
44,432 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
20% |
False |
False |
35,593 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
20% |
False |
False |
29,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2103 |
|
2.618 |
1.2026 |
|
1.618 |
1.1978 |
|
1.000 |
1.1949 |
|
0.618 |
1.1931 |
|
HIGH |
1.1902 |
|
0.618 |
1.1883 |
|
0.500 |
1.1878 |
|
0.382 |
1.1872 |
|
LOW |
1.1854 |
|
0.618 |
1.1825 |
|
1.000 |
1.1807 |
|
1.618 |
1.1777 |
|
2.618 |
1.1730 |
|
4.250 |
1.1652 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1878 |
1.1901 |
| PP |
1.1871 |
1.1887 |
| S1 |
1.1865 |
1.1872 |
|