CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1881 |
1.1872 |
-0.0009 |
-0.1% |
1.1783 |
| High |
1.1903 |
1.1909 |
0.0006 |
0.1% |
1.1919 |
| Low |
1.1863 |
1.1842 |
-0.0021 |
-0.2% |
1.1774 |
| Close |
1.1872 |
1.1848 |
-0.0025 |
-0.2% |
1.1866 |
| Range |
0.0041 |
0.0068 |
0.0027 |
66.7% |
0.0145 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.1% |
0.0000 |
| Volume |
93,174 |
153,353 |
60,179 |
64.6% |
803,040 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2069 |
1.2026 |
1.1885 |
|
| R3 |
1.2001 |
1.1958 |
1.1866 |
|
| R2 |
1.1934 |
1.1934 |
1.1860 |
|
| R1 |
1.1891 |
1.1891 |
1.1854 |
1.1878 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1860 |
| S1 |
1.1823 |
1.1823 |
1.1841 |
1.1811 |
| S2 |
1.1799 |
1.1799 |
1.1835 |
|
| S3 |
1.1731 |
1.1756 |
1.1829 |
|
| S4 |
1.1664 |
1.1688 |
1.1810 |
|
|
| 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 |
1.1842 |
0.0078 |
0.7% |
0.0051 |
0.4% |
8% |
False |
True |
133,740 |
| 10 |
1.1919 |
1.1766 |
0.0153 |
1.3% |
0.0057 |
0.5% |
53% |
False |
False |
149,212 |
| 20 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0058 |
0.5% |
54% |
False |
False |
154,701 |
| 40 |
1.2242 |
1.1764 |
0.0478 |
4.0% |
0.0063 |
0.5% |
17% |
False |
False |
175,282 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0064 |
0.5% |
16% |
False |
False |
120,720 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0064 |
0.5% |
16% |
False |
False |
90,696 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
19% |
False |
False |
72,619 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
19% |
False |
False |
60,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2196 |
|
2.618 |
1.2086 |
|
1.618 |
1.2018 |
|
1.000 |
1.1977 |
|
0.618 |
1.1951 |
|
HIGH |
1.1909 |
|
0.618 |
1.1883 |
|
0.500 |
1.1875 |
|
0.382 |
1.1867 |
|
LOW |
1.1842 |
|
0.618 |
1.1800 |
|
1.000 |
1.1774 |
|
1.618 |
1.1732 |
|
2.618 |
1.1665 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1875 |
| PP |
1.1866 |
1.1866 |
| S1 |
1.1857 |
1.1857 |
|