CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1876 |
-0.0016 |
-0.1% |
1.1883 |
| High |
1.1895 |
1.1890 |
-0.0005 |
0.0% |
1.1912 |
| Low |
1.1851 |
1.1786 |
-0.0065 |
-0.5% |
1.1797 |
| Close |
1.1873 |
1.1796 |
-0.0077 |
-0.6% |
1.1892 |
| Range |
0.0044 |
0.0104 |
0.0060 |
136.4% |
0.0115 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.3% |
0.0000 |
| Volume |
117,933 |
220,324 |
102,391 |
86.8% |
737,665 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2070 |
1.1853 |
|
| R3 |
1.2032 |
1.1966 |
1.1825 |
|
| R2 |
1.1928 |
1.1928 |
1.1815 |
|
| R1 |
1.1862 |
1.1862 |
1.1806 |
1.1843 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1815 |
| S1 |
1.1758 |
1.1758 |
1.1786 |
1.1739 |
| S2 |
1.1720 |
1.1720 |
1.1777 |
|
| S3 |
1.1616 |
1.1654 |
1.1767 |
|
| S4 |
1.1512 |
1.1550 |
1.1739 |
|
|
| 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 |
1.1896 |
1.1786 |
0.0110 |
0.9% |
0.0069 |
0.6% |
9% |
False |
True |
161,784 |
| 10 |
1.1948 |
1.1786 |
0.0162 |
1.4% |
0.0067 |
0.6% |
6% |
False |
True |
173,222 |
| 20 |
1.2169 |
1.1786 |
0.0383 |
3.2% |
0.0069 |
0.6% |
3% |
False |
True |
175,635 |
| 40 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
2% |
False |
True |
119,850 |
| 60 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
2% |
False |
True |
80,181 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
9% |
False |
False |
60,224 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
9% |
False |
False |
48,225 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
9% |
False |
False |
40,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2332 |
|
2.618 |
1.2162 |
|
1.618 |
1.2058 |
|
1.000 |
1.1994 |
|
0.618 |
1.1954 |
|
HIGH |
1.1890 |
|
0.618 |
1.1850 |
|
0.500 |
1.1838 |
|
0.382 |
1.1826 |
|
LOW |
1.1786 |
|
0.618 |
1.1722 |
|
1.000 |
1.1682 |
|
1.618 |
1.1618 |
|
2.618 |
1.1514 |
|
4.250 |
1.1344 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1838 |
1.1841 |
| PP |
1.1824 |
1.1826 |
| S1 |
1.1810 |
1.1811 |
|