CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1808 |
1.1793 |
-0.0016 |
-0.1% |
1.1892 |
| High |
1.1815 |
1.1818 |
0.0003 |
0.0% |
1.1895 |
| Low |
1.1768 |
1.1764 |
-0.0004 |
0.0% |
1.1786 |
| Close |
1.1795 |
1.1813 |
0.0018 |
0.2% |
1.1822 |
| Range |
0.0047 |
0.0054 |
0.0007 |
13.8% |
0.0110 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
171,809 |
137,004 |
-34,805 |
-20.3% |
756,735 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1959 |
1.1939 |
1.1842 |
|
| R3 |
1.1905 |
1.1886 |
1.1827 |
|
| R2 |
1.1852 |
1.1852 |
1.1822 |
|
| R1 |
1.1832 |
1.1832 |
1.1817 |
1.1842 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1803 |
| S1 |
1.1779 |
1.1779 |
1.1808 |
1.1788 |
| S2 |
1.1745 |
1.1745 |
1.1803 |
|
| S3 |
1.1691 |
1.1725 |
1.1798 |
|
| S4 |
1.1638 |
1.1672 |
1.1783 |
|
|
| 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 |
1.1764 |
0.0100 |
0.8% |
0.0049 |
0.4% |
49% |
False |
True |
156,614 |
| 10 |
1.1896 |
1.1764 |
0.0132 |
1.1% |
0.0060 |
0.5% |
37% |
False |
True |
160,191 |
| 20 |
1.1995 |
1.1764 |
0.0231 |
2.0% |
0.0059 |
0.5% |
21% |
False |
True |
161,574 |
| 40 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0065 |
0.5% |
9% |
False |
True |
143,416 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0066 |
0.6% |
9% |
False |
True |
95,981 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
12% |
False |
False |
72,084 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
12% |
False |
False |
57,733 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
12% |
False |
False |
48,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2045 |
|
2.618 |
1.1958 |
|
1.618 |
1.1904 |
|
1.000 |
1.1871 |
|
0.618 |
1.1851 |
|
HIGH |
1.1818 |
|
0.618 |
1.1797 |
|
0.500 |
1.1791 |
|
0.382 |
1.1784 |
|
LOW |
1.1764 |
|
0.618 |
1.1731 |
|
1.000 |
1.1711 |
|
1.618 |
1.1677 |
|
2.618 |
1.1624 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1805 |
1.1809 |
| PP |
1.1798 |
1.1805 |
| S1 |
1.1791 |
1.1801 |
|