CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1892 |
1.1887 |
-0.0005 |
0.0% |
1.1979 |
| High |
1.1923 |
1.1912 |
-0.0011 |
-0.1% |
1.1986 |
| Low |
1.1877 |
1.1848 |
-0.0029 |
-0.2% |
1.1848 |
| Close |
1.1880 |
1.1882 |
0.0002 |
0.0% |
1.1882 |
| Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,039 |
333 |
-706 |
-67.9% |
2,214 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.2041 |
1.1917 |
|
| R3 |
1.2009 |
1.1977 |
1.1900 |
|
| R2 |
1.1945 |
1.1945 |
1.1894 |
|
| R1 |
1.1913 |
1.1913 |
1.1888 |
1.1897 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1873 |
| S1 |
1.1849 |
1.1849 |
1.1876 |
1.1833 |
| S2 |
1.1817 |
1.1817 |
1.1870 |
|
| S3 |
1.1753 |
1.1785 |
1.1864 |
|
| S4 |
1.1689 |
1.1721 |
1.1847 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2239 |
1.1958 |
|
| R3 |
1.2181 |
1.2101 |
1.1920 |
|
| R2 |
1.2043 |
1.2043 |
1.1907 |
|
| R1 |
1.1963 |
1.1963 |
1.1895 |
1.1934 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1891 |
| S1 |
1.1825 |
1.1825 |
1.1869 |
1.1796 |
| S2 |
1.1767 |
1.1767 |
1.1857 |
|
| S3 |
1.1629 |
1.1687 |
1.1844 |
|
| S4 |
1.1491 |
1.1549 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1986 |
1.1848 |
0.0138 |
1.2% |
0.0053 |
0.4% |
25% |
False |
True |
442 |
| 10 |
1.2016 |
1.1848 |
0.0168 |
1.4% |
0.0055 |
0.5% |
20% |
False |
True |
699 |
| 20 |
1.2262 |
1.1848 |
0.0414 |
3.5% |
0.0061 |
0.5% |
8% |
False |
True |
719 |
| 40 |
1.2314 |
1.1848 |
0.0466 |
3.9% |
0.0065 |
0.5% |
7% |
False |
True |
482 |
| 60 |
1.2314 |
1.1848 |
0.0466 |
3.9% |
0.0061 |
0.5% |
7% |
False |
True |
357 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
20% |
False |
False |
277 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
20% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2184 |
|
2.618 |
1.2080 |
|
1.618 |
1.2016 |
|
1.000 |
1.1976 |
|
0.618 |
1.1952 |
|
HIGH |
1.1912 |
|
0.618 |
1.1888 |
|
0.500 |
1.1880 |
|
0.382 |
1.1872 |
|
LOW |
1.1848 |
|
0.618 |
1.1808 |
|
1.000 |
1.1784 |
|
1.618 |
1.1744 |
|
2.618 |
1.1680 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1881 |
1.1898 |
| PP |
1.1881 |
1.1893 |
| S1 |
1.1880 |
1.1887 |
|