CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1808 |
-0.0029 |
-0.2% |
1.1956 |
| High |
1.1854 |
1.1884 |
0.0030 |
0.3% |
1.1964 |
| Low |
1.1797 |
1.1799 |
0.0002 |
0.0% |
1.1824 |
| Close |
1.1822 |
1.1855 |
0.0034 |
0.3% |
1.1861 |
| Range |
0.0057 |
0.0085 |
0.0029 |
50.4% |
0.0140 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.1% |
0.0000 |
| Volume |
158,339 |
177,382 |
19,043 |
12.0% |
800,443 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2101 |
1.2063 |
1.1902 |
|
| R3 |
1.2016 |
1.1978 |
1.1878 |
|
| R2 |
1.1931 |
1.1931 |
1.1871 |
|
| R1 |
1.1893 |
1.1893 |
1.1863 |
1.1912 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1855 |
| S1 |
1.1808 |
1.1808 |
1.1847 |
1.1827 |
| S2 |
1.1761 |
1.1761 |
1.1839 |
|
| S3 |
1.1676 |
1.1723 |
1.1832 |
|
| S4 |
1.1591 |
1.1638 |
1.1808 |
|
|
| 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 |
1.1912 |
1.1797 |
0.0115 |
1.0% |
0.0070 |
0.6% |
51% |
False |
False |
189,355 |
| 10 |
1.1995 |
1.1797 |
0.0198 |
1.7% |
0.0060 |
0.5% |
29% |
False |
False |
164,935 |
| 20 |
1.2218 |
1.1797 |
0.0421 |
3.5% |
0.0069 |
0.6% |
14% |
False |
False |
187,307 |
| 40 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0067 |
0.6% |
12% |
False |
False |
108,151 |
| 60 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
12% |
False |
False |
72,312 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
20% |
False |
False |
54,315 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
20% |
False |
False |
43,505 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
20% |
False |
False |
36,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2106 |
|
1.618 |
1.2021 |
|
1.000 |
1.1969 |
|
0.618 |
1.1936 |
|
HIGH |
1.1884 |
|
0.618 |
1.1851 |
|
0.500 |
1.1841 |
|
0.382 |
1.1831 |
|
LOW |
1.1799 |
|
0.618 |
1.1746 |
|
1.000 |
1.1714 |
|
1.618 |
1.1661 |
|
2.618 |
1.1576 |
|
4.250 |
1.1437 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1850 |
1.1855 |
| PP |
1.1846 |
1.1855 |
| S1 |
1.1841 |
1.1854 |
|