CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1897 |
1.1876 |
-0.0021 |
-0.2% |
1.1783 |
| High |
1.1919 |
1.1907 |
-0.0013 |
-0.1% |
1.1919 |
| Low |
1.1862 |
1.1869 |
0.0007 |
0.1% |
1.1774 |
| Close |
1.1866 |
1.1883 |
0.0017 |
0.1% |
1.1866 |
| Range |
0.0058 |
0.0038 |
-0.0020 |
-33.9% |
0.0145 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
163,907 |
108,058 |
-55,849 |
-34.1% |
803,040 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2000 |
1.1979 |
1.1903 |
|
| R3 |
1.1962 |
1.1941 |
1.1893 |
|
| R2 |
1.1924 |
1.1924 |
1.1889 |
|
| R1 |
1.1903 |
1.1903 |
1.1886 |
1.1914 |
| PP |
1.1886 |
1.1886 |
1.1886 |
1.1891 |
| S1 |
1.1865 |
1.1865 |
1.1879 |
1.1876 |
| S2 |
1.1848 |
1.1848 |
1.1876 |
|
| S3 |
1.1810 |
1.1827 |
1.1872 |
|
| S4 |
1.1772 |
1.1789 |
1.1862 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2222 |
1.1946 |
|
| R3 |
1.2143 |
1.2077 |
1.1906 |
|
| R2 |
1.1998 |
1.1998 |
1.1893 |
|
| R1 |
1.1932 |
1.1932 |
1.1879 |
1.1965 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1787 |
1.1787 |
1.1853 |
1.1820 |
| S2 |
1.1708 |
1.1708 |
1.1839 |
|
| S3 |
1.1563 |
1.1642 |
1.1826 |
|
| S4 |
1.1418 |
1.1497 |
1.1786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1781 |
0.0139 |
1.2% |
0.0060 |
0.5% |
74% |
False |
False |
155,859 |
| 10 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0056 |
0.5% |
76% |
False |
False |
155,440 |
| 20 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0060 |
0.5% |
76% |
False |
False |
163,642 |
| 40 |
1.2242 |
1.1764 |
0.0478 |
4.0% |
0.0062 |
0.5% |
25% |
False |
False |
172,727 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.4% |
0.0065 |
0.5% |
22% |
False |
False |
116,637 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.4% |
0.0064 |
0.5% |
22% |
False |
False |
87,618 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
25% |
False |
False |
70,168 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
25% |
False |
False |
58,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2068 |
|
2.618 |
1.2006 |
|
1.618 |
1.1968 |
|
1.000 |
1.1945 |
|
0.618 |
1.1930 |
|
HIGH |
1.1907 |
|
0.618 |
1.1892 |
|
0.500 |
1.1888 |
|
0.382 |
1.1883 |
|
LOW |
1.1869 |
|
0.618 |
1.1845 |
|
1.000 |
1.1831 |
|
1.618 |
1.1807 |
|
2.618 |
1.1769 |
|
4.250 |
1.1707 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1885 |
| PP |
1.1886 |
1.1884 |
| S1 |
1.1884 |
1.1883 |
|