CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1833 |
1.1881 |
0.0048 |
0.4% |
1.1899 |
| High |
1.1904 |
1.1918 |
0.0014 |
0.1% |
1.1933 |
| Low |
1.1821 |
1.1862 |
0.0042 |
0.4% |
1.1820 |
| Close |
1.1877 |
1.1914 |
0.0038 |
0.3% |
1.1914 |
| Range |
0.0083 |
0.0056 |
-0.0028 |
-33.1% |
0.0113 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
206 |
547 |
341 |
165.5% |
1,686 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2064 |
1.2045 |
1.1945 |
|
| R3 |
1.2009 |
1.1989 |
1.1929 |
|
| R2 |
1.1953 |
1.1953 |
1.1924 |
|
| R1 |
1.1934 |
1.1934 |
1.1919 |
1.1944 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1903 |
| S1 |
1.1878 |
1.1878 |
1.1909 |
1.1888 |
| S2 |
1.1842 |
1.1842 |
1.1904 |
|
| S3 |
1.1787 |
1.1823 |
1.1899 |
|
| S4 |
1.1731 |
1.1767 |
1.1883 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2184 |
1.1976 |
|
| R3 |
1.2115 |
1.2071 |
1.1945 |
|
| R2 |
1.2002 |
1.2002 |
1.1935 |
|
| R1 |
1.1958 |
1.1958 |
1.1924 |
1.1980 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1900 |
| S1 |
1.1845 |
1.1845 |
1.1904 |
1.1867 |
| S2 |
1.1776 |
1.1776 |
1.1893 |
|
| S3 |
1.1663 |
1.1732 |
1.1883 |
|
| S4 |
1.1550 |
1.1619 |
1.1852 |
|
|
| 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 |
0.9% |
0.0069 |
0.6% |
84% |
False |
False |
403 |
| 10 |
1.2016 |
1.1820 |
0.0196 |
1.6% |
0.0059 |
0.5% |
48% |
False |
False |
470 |
| 20 |
1.2234 |
1.1820 |
0.0414 |
3.5% |
0.0067 |
0.6% |
23% |
False |
False |
645 |
| 40 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0064 |
0.5% |
19% |
False |
False |
507 |
| 60 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0062 |
0.5% |
19% |
False |
False |
383 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
26% |
False |
False |
297 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
26% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2153 |
|
2.618 |
1.2063 |
|
1.618 |
1.2007 |
|
1.000 |
1.1973 |
|
0.618 |
1.1952 |
|
HIGH |
1.1918 |
|
0.618 |
1.1896 |
|
0.500 |
1.1890 |
|
0.382 |
1.1883 |
|
LOW |
1.1862 |
|
0.618 |
1.1828 |
|
1.000 |
1.1807 |
|
1.618 |
1.1772 |
|
2.618 |
1.1717 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.1899 |
| PP |
1.1898 |
1.1884 |
| S1 |
1.1890 |
1.1869 |
|