CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1825 |
-0.0023 |
-0.2% |
1.1892 |
| High |
1.1864 |
1.1836 |
-0.0029 |
-0.2% |
1.1895 |
| Low |
1.1810 |
1.1805 |
-0.0005 |
0.0% |
1.1786 |
| Close |
1.1821 |
1.1822 |
0.0002 |
0.0% |
1.1822 |
| Range |
0.0055 |
0.0031 |
-0.0024 |
-44.0% |
0.0110 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
127,524 |
122,693 |
-4,831 |
-3.8% |
756,735 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1912 |
1.1898 |
1.1839 |
|
| R3 |
1.1882 |
1.1867 |
1.1830 |
|
| R2 |
1.1851 |
1.1851 |
1.1828 |
|
| R1 |
1.1837 |
1.1837 |
1.1825 |
1.1829 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1817 |
| S1 |
1.1806 |
1.1806 |
1.1819 |
1.1798 |
| S2 |
1.1790 |
1.1790 |
1.1816 |
|
| S3 |
1.1760 |
1.1776 |
1.1814 |
|
| S4 |
1.1729 |
1.1745 |
1.1805 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2163 |
1.2102 |
1.1882 |
|
| R3 |
1.2053 |
1.1992 |
1.1852 |
|
| R2 |
1.1944 |
1.1944 |
1.1842 |
|
| R1 |
1.1883 |
1.1883 |
1.1832 |
1.1859 |
| PP |
1.1834 |
1.1834 |
1.1834 |
1.1822 |
| S1 |
1.1773 |
1.1773 |
1.1812 |
1.1749 |
| S2 |
1.1725 |
1.1725 |
1.1802 |
|
| S3 |
1.1615 |
1.1664 |
1.1792 |
|
| S4 |
1.1506 |
1.1554 |
1.1762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1786 |
0.0110 |
0.9% |
0.0060 |
0.5% |
33% |
False |
False |
151,347 |
| 10 |
1.1912 |
1.1786 |
0.0126 |
1.1% |
0.0066 |
0.6% |
29% |
False |
False |
168,401 |
| 20 |
1.1995 |
1.1786 |
0.0209 |
1.8% |
0.0062 |
0.5% |
17% |
False |
False |
164,622 |
| 40 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0066 |
0.6% |
7% |
False |
False |
130,214 |
| 60 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
7% |
False |
False |
87,132 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
14% |
False |
False |
65,444 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
14% |
False |
False |
52,409 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
14% |
False |
False |
43,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1965 |
|
2.618 |
1.1915 |
|
1.618 |
1.1885 |
|
1.000 |
1.1866 |
|
0.618 |
1.1854 |
|
HIGH |
1.1836 |
|
0.618 |
1.1824 |
|
0.500 |
1.1820 |
|
0.382 |
1.1817 |
|
LOW |
1.1805 |
|
0.618 |
1.1786 |
|
1.000 |
1.1775 |
|
1.618 |
1.1756 |
|
2.618 |
1.1725 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1821 |
1.1825 |
| PP |
1.1821 |
1.1824 |
| S1 |
1.1820 |
1.1823 |
|