CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1821 |
1.1808 |
-0.0013 |
-0.1% |
1.1892 |
| High |
1.1838 |
1.1815 |
-0.0023 |
-0.2% |
1.1895 |
| Low |
1.1777 |
1.1768 |
-0.0009 |
-0.1% |
1.1786 |
| Close |
1.1804 |
1.1795 |
-0.0010 |
-0.1% |
1.1822 |
| Range |
0.0062 |
0.0047 |
-0.0015 |
-23.6% |
0.0110 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
224,040 |
171,809 |
-52,231 |
-23.3% |
756,735 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1934 |
1.1911 |
1.1820 |
|
| R3 |
1.1887 |
1.1864 |
1.1807 |
|
| R2 |
1.1840 |
1.1840 |
1.1803 |
|
| R1 |
1.1817 |
1.1817 |
1.1799 |
1.1805 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1786 |
| S1 |
1.1770 |
1.1770 |
1.1790 |
1.1758 |
| S2 |
1.1746 |
1.1746 |
1.1786 |
|
| S3 |
1.1699 |
1.1723 |
1.1782 |
|
| S4 |
1.1652 |
1.1676 |
1.1769 |
|
|
| 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 |
1.1864 |
1.1768 |
0.0096 |
0.8% |
0.0052 |
0.4% |
28% |
False |
True |
162,865 |
| 10 |
1.1896 |
1.1768 |
0.0128 |
1.1% |
0.0061 |
0.5% |
21% |
False |
True |
162,324 |
| 20 |
1.1995 |
1.1768 |
0.0227 |
1.9% |
0.0060 |
0.5% |
12% |
False |
True |
162,806 |
| 40 |
1.2293 |
1.1768 |
0.0525 |
4.4% |
0.0065 |
0.6% |
5% |
False |
True |
140,046 |
| 60 |
1.2293 |
1.1768 |
0.0525 |
4.4% |
0.0066 |
0.6% |
5% |
False |
True |
93,711 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
9% |
False |
False |
70,377 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
9% |
False |
False |
56,366 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.7% |
0.0064 |
0.5% |
9% |
False |
False |
46,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1938 |
|
1.618 |
1.1891 |
|
1.000 |
1.1862 |
|
0.618 |
1.1844 |
|
HIGH |
1.1815 |
|
0.618 |
1.1797 |
|
0.500 |
1.1792 |
|
0.382 |
1.1786 |
|
LOW |
1.1768 |
|
0.618 |
1.1739 |
|
1.000 |
1.1721 |
|
1.618 |
1.1692 |
|
2.618 |
1.1645 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1794 |
1.1803 |
| PP |
1.1793 |
1.1800 |
| S1 |
1.1792 |
1.1797 |
|