CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1860 |
1.1892 |
0.0032 |
0.3% |
1.1883 |
| High |
1.1896 |
1.1895 |
-0.0001 |
0.0% |
1.1912 |
| Low |
1.1840 |
1.1851 |
0.0011 |
0.1% |
1.1797 |
| Close |
1.1892 |
1.1873 |
-0.0019 |
-0.2% |
1.1892 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0115 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
134,943 |
117,933 |
-17,010 |
-12.6% |
737,665 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2005 |
1.1983 |
1.1897 |
|
| R3 |
1.1961 |
1.1939 |
1.1885 |
|
| R2 |
1.1917 |
1.1917 |
1.1881 |
|
| R1 |
1.1895 |
1.1895 |
1.1877 |
1.1884 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1868 |
| S1 |
1.1851 |
1.1851 |
1.1869 |
1.1840 |
| S2 |
1.1829 |
1.1829 |
1.1865 |
|
| S3 |
1.1785 |
1.1807 |
1.1861 |
|
| S4 |
1.1741 |
1.1763 |
1.1849 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2210 |
1.2166 |
1.1955 |
|
| R3 |
1.2096 |
1.2051 |
1.1923 |
|
| R2 |
1.1981 |
1.1981 |
1.1913 |
|
| R1 |
1.1937 |
1.1937 |
1.1902 |
1.1959 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1878 |
| S1 |
1.1822 |
1.1822 |
1.1882 |
1.1845 |
| S2 |
1.1752 |
1.1752 |
1.1871 |
|
| S3 |
1.1638 |
1.1708 |
1.1861 |
|
| S4 |
1.1523 |
1.1593 |
1.1829 |
|
|
| 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% |
0.0067 |
0.6% |
66% |
False |
False |
171,119 |
| 10 |
1.1964 |
1.1797 |
0.0167 |
1.4% |
0.0061 |
0.5% |
46% |
False |
False |
165,604 |
| 20 |
1.2169 |
1.1797 |
0.0372 |
3.1% |
0.0066 |
0.6% |
20% |
False |
False |
170,709 |
| 40 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
15% |
False |
False |
114,392 |
| 60 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
15% |
False |
False |
76,514 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
23% |
False |
False |
57,473 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
23% |
False |
False |
46,022 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
23% |
False |
False |
38,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2082 |
|
2.618 |
1.2010 |
|
1.618 |
1.1966 |
|
1.000 |
1.1939 |
|
0.618 |
1.1922 |
|
HIGH |
1.1895 |
|
0.618 |
1.1878 |
|
0.500 |
1.1873 |
|
0.382 |
1.1868 |
|
LOW |
1.1851 |
|
0.618 |
1.1824 |
|
1.000 |
1.1807 |
|
1.618 |
1.1780 |
|
2.618 |
1.1736 |
|
4.250 |
1.1664 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1864 |
| PP |
1.1873 |
1.1856 |
| S1 |
1.1873 |
1.1847 |
|