CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 08-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2021 |
08-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1833 |
-0.0023 |
-0.2% |
1.1979 |
| High |
1.1874 |
1.1904 |
0.0030 |
0.2% |
1.1986 |
| Low |
1.1820 |
1.1821 |
0.0001 |
0.0% |
1.1848 |
| Close |
1.1843 |
1.1877 |
0.0034 |
0.3% |
1.1882 |
| Range |
0.0055 |
0.0083 |
0.0029 |
52.3% |
0.0138 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
2.2% |
0.0000 |
| Volume |
257 |
206 |
-51 |
-19.8% |
2,214 |
|
| Daily Pivots for day following 08-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.2079 |
1.1922 |
|
| R3 |
1.2033 |
1.1996 |
1.1899 |
|
| R2 |
1.1950 |
1.1950 |
1.1892 |
|
| R1 |
1.1913 |
1.1913 |
1.1884 |
1.1932 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1876 |
| S1 |
1.1830 |
1.1830 |
1.1869 |
1.1849 |
| S2 |
1.1784 |
1.1784 |
1.1861 |
|
| S3 |
1.1701 |
1.1747 |
1.1854 |
|
| S4 |
1.1618 |
1.1664 |
1.1831 |
|
|
| 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 |
1.1933 |
1.1820 |
0.0113 |
1.0% |
0.0067 |
0.6% |
50% |
False |
False |
502 |
| 10 |
1.2016 |
1.1820 |
0.0196 |
1.7% |
0.0058 |
0.5% |
29% |
False |
False |
530 |
| 20 |
1.2236 |
1.1820 |
0.0417 |
3.5% |
0.0066 |
0.6% |
14% |
False |
False |
695 |
| 40 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0065 |
0.5% |
12% |
False |
False |
496 |
| 60 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0062 |
0.5% |
12% |
False |
False |
374 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
19% |
False |
False |
290 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
19% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2256 |
|
2.618 |
1.2121 |
|
1.618 |
1.2038 |
|
1.000 |
1.1987 |
|
0.618 |
1.1955 |
|
HIGH |
1.1904 |
|
0.618 |
1.1872 |
|
0.500 |
1.1862 |
|
0.382 |
1.1852 |
|
LOW |
1.1821 |
|
0.618 |
1.1769 |
|
1.000 |
1.1738 |
|
1.618 |
1.1686 |
|
2.618 |
1.1603 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 08-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1876 |
| PP |
1.1867 |
1.1876 |
| S1 |
1.1862 |
1.1876 |
|