CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1821 |
-0.0004 |
0.0% |
1.1892 |
| High |
1.1836 |
1.1838 |
0.0003 |
0.0% |
1.1895 |
| Low |
1.1805 |
1.1777 |
-0.0029 |
-0.2% |
1.1786 |
| Close |
1.1822 |
1.1804 |
-0.0018 |
-0.2% |
1.1822 |
| Range |
0.0031 |
0.0062 |
0.0031 |
101.6% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
122,693 |
224,040 |
101,347 |
82.6% |
756,735 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1991 |
1.1959 |
1.1838 |
|
| R3 |
1.1929 |
1.1897 |
1.1821 |
|
| R2 |
1.1868 |
1.1868 |
1.1815 |
|
| R1 |
1.1836 |
1.1836 |
1.1810 |
1.1821 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1799 |
| S1 |
1.1774 |
1.1774 |
1.1798 |
1.1760 |
| S2 |
1.1745 |
1.1745 |
1.1793 |
|
| S3 |
1.1683 |
1.1713 |
1.1787 |
|
| S4 |
1.1622 |
1.1651 |
1.1770 |
|
|
| 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 |
1.1890 |
1.1777 |
0.0114 |
1.0% |
0.0064 |
0.5% |
24% |
False |
True |
172,568 |
| 10 |
1.1912 |
1.1777 |
0.0135 |
1.1% |
0.0065 |
0.6% |
20% |
False |
True |
171,844 |
| 20 |
1.1995 |
1.1777 |
0.0218 |
1.8% |
0.0061 |
0.5% |
13% |
False |
True |
164,512 |
| 40 |
1.2293 |
1.1777 |
0.0516 |
4.4% |
0.0066 |
0.6% |
5% |
False |
True |
135,775 |
| 60 |
1.2293 |
1.1777 |
0.0516 |
4.4% |
0.0066 |
0.6% |
5% |
False |
True |
90,855 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
11% |
False |
False |
68,239 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
11% |
False |
False |
54,649 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
11% |
False |
False |
45,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.1999 |
|
1.618 |
1.1938 |
|
1.000 |
1.1900 |
|
0.618 |
1.1876 |
|
HIGH |
1.1838 |
|
0.618 |
1.1815 |
|
0.500 |
1.1807 |
|
0.382 |
1.1800 |
|
LOW |
1.1777 |
|
0.618 |
1.1738 |
|
1.000 |
1.1715 |
|
1.618 |
1.1677 |
|
2.618 |
1.1615 |
|
4.250 |
1.1515 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1807 |
1.1820 |
| PP |
1.1806 |
1.1815 |
| S1 |
1.1805 |
1.1809 |
|