CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1874 |
1.1866 |
-0.0009 |
-0.1% |
1.1956 |
| High |
1.1902 |
1.1891 |
-0.0011 |
-0.1% |
1.1964 |
| Low |
1.1854 |
1.1824 |
-0.0031 |
-0.3% |
1.1824 |
| Close |
1.1858 |
1.1861 |
0.0003 |
0.0% |
1.1861 |
| Range |
0.0048 |
0.0068 |
0.0020 |
42.1% |
0.0140 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.4% |
0.0000 |
| Volume |
154,435 |
189,619 |
35,184 |
22.8% |
800,443 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2028 |
1.1898 |
|
| R3 |
1.1993 |
1.1961 |
1.1879 |
|
| R2 |
1.1926 |
1.1926 |
1.1873 |
|
| R1 |
1.1893 |
1.1893 |
1.1867 |
1.1876 |
| PP |
1.1858 |
1.1858 |
1.1858 |
1.1850 |
| S1 |
1.1826 |
1.1826 |
1.1854 |
1.1808 |
| S2 |
1.1791 |
1.1791 |
1.1848 |
|
| S3 |
1.1723 |
1.1758 |
1.1842 |
|
| S4 |
1.1656 |
1.1691 |
1.1823 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2303 |
1.2222 |
1.1938 |
|
| R3 |
1.2163 |
1.2082 |
1.1899 |
|
| R2 |
1.2023 |
1.2023 |
1.1886 |
|
| R1 |
1.1942 |
1.1942 |
1.1873 |
1.1912 |
| PP |
1.1883 |
1.1883 |
1.1883 |
1.1868 |
| S1 |
1.1802 |
1.1802 |
1.1848 |
1.1772 |
| S2 |
1.1743 |
1.1743 |
1.1835 |
|
| S3 |
1.1603 |
1.1662 |
1.1822 |
|
| S4 |
1.1463 |
1.1522 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1964 |
1.1824 |
0.0140 |
1.2% |
0.0055 |
0.5% |
26% |
False |
True |
160,088 |
| 10 |
1.1995 |
1.1824 |
0.0171 |
1.4% |
0.0057 |
0.5% |
22% |
False |
True |
157,180 |
| 20 |
1.2242 |
1.1824 |
0.0418 |
3.5% |
0.0064 |
0.5% |
9% |
False |
True |
181,813 |
| 40 |
1.2293 |
1.1824 |
0.0469 |
4.0% |
0.0067 |
0.6% |
8% |
False |
True |
93,134 |
| 60 |
1.2293 |
1.1824 |
0.0469 |
4.0% |
0.0065 |
0.5% |
8% |
False |
True |
62,277 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
21% |
False |
False |
46,799 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
21% |
False |
False |
37,489 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
21% |
False |
False |
31,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.2068 |
|
1.618 |
1.2000 |
|
1.000 |
1.1959 |
|
0.618 |
1.1933 |
|
HIGH |
1.1891 |
|
0.618 |
1.1865 |
|
0.500 |
1.1857 |
|
0.382 |
1.1849 |
|
LOW |
1.1824 |
|
0.618 |
1.1782 |
|
1.000 |
1.1756 |
|
1.618 |
1.1714 |
|
2.618 |
1.1647 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1875 |
| PP |
1.1858 |
1.1870 |
| S1 |
1.1857 |
1.1865 |
|