CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1793 |
1.1809 |
0.0017 |
0.1% |
1.1892 |
| High |
1.1818 |
1.1843 |
0.0025 |
0.2% |
1.1895 |
| Low |
1.1764 |
1.1769 |
0.0005 |
0.0% |
1.1786 |
| Close |
1.1813 |
1.1783 |
-0.0030 |
-0.2% |
1.1822 |
| Range |
0.0054 |
0.0074 |
0.0020 |
37.4% |
0.0110 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.3% |
0.0000 |
| Volume |
137,004 |
207,055 |
70,051 |
51.1% |
756,735 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1974 |
1.1823 |
|
| R3 |
1.1945 |
1.1901 |
1.1803 |
|
| R2 |
1.1872 |
1.1872 |
1.1796 |
|
| R1 |
1.1827 |
1.1827 |
1.1790 |
1.1813 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1791 |
| S1 |
1.1754 |
1.1754 |
1.1776 |
1.1739 |
| S2 |
1.1725 |
1.1725 |
1.1770 |
|
| S3 |
1.1651 |
1.1680 |
1.1763 |
|
| S4 |
1.1578 |
1.1607 |
1.1743 |
|
|
| 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 |
1.1843 |
1.1764 |
0.0079 |
0.7% |
0.0053 |
0.5% |
24% |
True |
False |
172,520 |
| 10 |
1.1896 |
1.1764 |
0.0132 |
1.1% |
0.0059 |
0.5% |
14% |
False |
False |
163,158 |
| 20 |
1.1995 |
1.1764 |
0.0231 |
2.0% |
0.0059 |
0.5% |
8% |
False |
False |
164,047 |
| 40 |
1.2289 |
1.1764 |
0.0525 |
4.5% |
0.0065 |
0.6% |
4% |
False |
False |
148,490 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0066 |
0.6% |
4% |
False |
False |
99,426 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
7% |
False |
False |
74,668 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
7% |
False |
False |
59,803 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.7% |
0.0064 |
0.5% |
7% |
False |
False |
49,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2035 |
|
1.618 |
1.1961 |
|
1.000 |
1.1916 |
|
0.618 |
1.1888 |
|
HIGH |
1.1843 |
|
0.618 |
1.1814 |
|
0.500 |
1.1806 |
|
0.382 |
1.1797 |
|
LOW |
1.1769 |
|
0.618 |
1.1724 |
|
1.000 |
1.1696 |
|
1.618 |
1.1650 |
|
2.618 |
1.1577 |
|
4.250 |
1.1457 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1806 |
1.1803 |
| PP |
1.1798 |
1.1797 |
| S1 |
1.1791 |
1.1790 |
|