CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1944 |
1.1892 |
-0.0052 |
-0.4% |
1.1914 |
| High |
1.1949 |
1.1923 |
-0.0026 |
-0.2% |
1.2016 |
| Low |
1.1886 |
1.1877 |
-0.0010 |
-0.1% |
1.1890 |
| Close |
1.1887 |
1.1880 |
-0.0007 |
-0.1% |
1.1972 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-26.4% |
0.0126 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
259 |
1,039 |
780 |
301.2% |
4,776 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2031 |
1.2002 |
1.1905 |
|
| R3 |
1.1985 |
1.1956 |
1.1893 |
|
| R2 |
1.1939 |
1.1939 |
1.1888 |
|
| R1 |
1.1910 |
1.1910 |
1.1884 |
1.1901 |
| PP |
1.1893 |
1.1893 |
1.1893 |
1.1889 |
| S1 |
1.1864 |
1.1864 |
1.1876 |
1.1855 |
| S2 |
1.1847 |
1.1847 |
1.1872 |
|
| S3 |
1.1801 |
1.1818 |
1.1867 |
|
| S4 |
1.1755 |
1.1772 |
1.1855 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2279 |
1.2041 |
|
| R3 |
1.2210 |
1.2154 |
1.2006 |
|
| R2 |
1.2085 |
1.2085 |
1.1995 |
|
| R1 |
1.2028 |
1.2028 |
1.1983 |
1.2056 |
| PP |
1.1959 |
1.1959 |
1.1959 |
1.1973 |
| S1 |
1.1903 |
1.1903 |
1.1960 |
1.1931 |
| S2 |
1.1834 |
1.1834 |
1.1948 |
|
| S3 |
1.1708 |
1.1777 |
1.1937 |
|
| S4 |
1.1583 |
1.1652 |
1.1902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2016 |
1.1877 |
0.0139 |
1.2% |
0.0050 |
0.4% |
3% |
False |
True |
536 |
| 10 |
1.2016 |
1.1877 |
0.0139 |
1.2% |
0.0056 |
0.5% |
3% |
False |
True |
695 |
| 20 |
1.2262 |
1.1877 |
0.0385 |
3.2% |
0.0062 |
0.5% |
1% |
False |
True |
715 |
| 40 |
1.2314 |
1.1877 |
0.0438 |
3.7% |
0.0065 |
0.5% |
1% |
False |
True |
478 |
| 60 |
1.2314 |
1.1877 |
0.0438 |
3.7% |
0.0061 |
0.5% |
1% |
False |
True |
355 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
20% |
False |
False |
275 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
20% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.2043 |
|
1.618 |
1.1997 |
|
1.000 |
1.1969 |
|
0.618 |
1.1951 |
|
HIGH |
1.1923 |
|
0.618 |
1.1905 |
|
0.500 |
1.1900 |
|
0.382 |
1.1894 |
|
LOW |
1.1877 |
|
0.618 |
1.1848 |
|
1.000 |
1.1831 |
|
1.618 |
1.1802 |
|
2.618 |
1.1756 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1923 |
| PP |
1.1893 |
1.1909 |
| S1 |
1.1887 |
1.1894 |
|