CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1910 |
1.1904 |
-0.0006 |
-0.1% |
1.1899 |
| High |
1.1917 |
1.1911 |
-0.0006 |
0.0% |
1.1933 |
| Low |
1.1874 |
1.1809 |
-0.0065 |
-0.5% |
1.1820 |
| Close |
1.1895 |
1.1818 |
-0.0077 |
-0.6% |
1.1914 |
| Range |
0.0043 |
0.0103 |
0.0060 |
138.4% |
0.0113 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.5% |
0.0000 |
| Volume |
686 |
466 |
-220 |
-32.1% |
1,686 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.2088 |
1.1874 |
|
| R3 |
1.2051 |
1.1985 |
1.1846 |
|
| R2 |
1.1948 |
1.1948 |
1.1836 |
|
| R1 |
1.1883 |
1.1883 |
1.1827 |
1.1864 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1836 |
| S1 |
1.1780 |
1.1780 |
1.1808 |
1.1762 |
| S2 |
1.1743 |
1.1743 |
1.1799 |
|
| S3 |
1.1641 |
1.1678 |
1.1789 |
|
| S4 |
1.1538 |
1.1575 |
1.1761 |
|
|
| 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 |
1.1918 |
1.1809 |
0.0109 |
0.9% |
0.0068 |
0.6% |
8% |
False |
True |
432 |
| 10 |
1.1969 |
1.1809 |
0.0161 |
1.4% |
0.0065 |
0.5% |
6% |
False |
True |
459 |
| 20 |
1.2190 |
1.1809 |
0.0381 |
3.2% |
0.0067 |
0.6% |
2% |
False |
True |
674 |
| 40 |
1.2314 |
1.1809 |
0.0506 |
4.3% |
0.0065 |
0.5% |
2% |
False |
True |
524 |
| 60 |
1.2314 |
1.1809 |
0.0506 |
4.3% |
0.0063 |
0.5% |
2% |
False |
True |
400 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
8% |
False |
False |
311 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0061 |
0.5% |
8% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2347 |
|
2.618 |
1.2179 |
|
1.618 |
1.2077 |
|
1.000 |
1.2014 |
|
0.618 |
1.1974 |
|
HIGH |
1.1911 |
|
0.618 |
1.1872 |
|
0.500 |
1.1860 |
|
0.382 |
1.1848 |
|
LOW |
1.1809 |
|
0.618 |
1.1745 |
|
1.000 |
1.1706 |
|
1.618 |
1.1643 |
|
2.618 |
1.1540 |
|
4.250 |
1.1373 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1863 |
| PP |
1.1846 |
1.1848 |
| S1 |
1.1832 |
1.1833 |
|