CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1814 |
0.0031 |
0.3% |
1.1821 |
| High |
1.1829 |
1.1853 |
0.0024 |
0.2% |
1.1843 |
| Low |
1.1774 |
1.1781 |
0.0007 |
0.1% |
1.1764 |
| Close |
1.1813 |
1.1834 |
0.0022 |
0.2% |
1.1783 |
| Range |
0.0055 |
0.0072 |
0.0018 |
32.1% |
0.0079 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.4% |
0.0000 |
| Volume |
131,803 |
164,998 |
33,195 |
25.2% |
867,350 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2038 |
1.2008 |
1.1874 |
|
| R3 |
1.1966 |
1.1936 |
1.1854 |
|
| R2 |
1.1894 |
1.1894 |
1.1847 |
|
| R1 |
1.1864 |
1.1864 |
1.1841 |
1.1879 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1830 |
| S1 |
1.1792 |
1.1792 |
1.1827 |
1.1807 |
| S2 |
1.1750 |
1.1750 |
1.1821 |
|
| S3 |
1.1678 |
1.1720 |
1.1814 |
|
| S4 |
1.1606 |
1.1648 |
1.1794 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1986 |
1.1826 |
|
| R3 |
1.1953 |
1.1907 |
1.1804 |
|
| R2 |
1.1875 |
1.1875 |
1.1797 |
|
| R1 |
1.1829 |
1.1829 |
1.1790 |
1.1813 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1788 |
| S1 |
1.1750 |
1.1750 |
1.1775 |
1.1734 |
| S2 |
1.1718 |
1.1718 |
1.1768 |
|
| S3 |
1.1639 |
1.1672 |
1.1761 |
|
| S4 |
1.1561 |
1.1593 |
1.1739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1853 |
1.1764 |
0.0089 |
0.7% |
0.0057 |
0.5% |
79% |
True |
False |
153,660 |
| 10 |
1.1864 |
1.1764 |
0.0100 |
0.8% |
0.0055 |
0.5% |
70% |
False |
False |
158,262 |
| 20 |
1.1948 |
1.1764 |
0.0184 |
1.6% |
0.0061 |
0.5% |
38% |
False |
False |
165,742 |
| 40 |
1.2279 |
1.1764 |
0.0515 |
4.3% |
0.0064 |
0.5% |
14% |
False |
False |
158,742 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0065 |
0.5% |
13% |
False |
False |
106,448 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0065 |
0.5% |
13% |
False |
False |
79,953 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
16% |
False |
False |
64,038 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
16% |
False |
False |
53,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2159 |
|
2.618 |
1.2041 |
|
1.618 |
1.1969 |
|
1.000 |
1.1925 |
|
0.618 |
1.1897 |
|
HIGH |
1.1853 |
|
0.618 |
1.1825 |
|
0.500 |
1.1817 |
|
0.382 |
1.1808 |
|
LOW |
1.1781 |
|
0.618 |
1.1736 |
|
1.000 |
1.1709 |
|
1.618 |
1.1664 |
|
2.618 |
1.1592 |
|
4.250 |
1.1475 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1826 |
| PP |
1.1822 |
1.1818 |
| S1 |
1.1817 |
1.1809 |
|