CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1904 |
1.1815 |
-0.0089 |
-0.7% |
1.1899 |
| High |
1.1911 |
1.1874 |
-0.0037 |
-0.3% |
1.1933 |
| Low |
1.1809 |
1.1808 |
-0.0001 |
0.0% |
1.1820 |
| Close |
1.1818 |
1.1866 |
0.0048 |
0.4% |
1.1914 |
| Range |
0.0103 |
0.0067 |
-0.0036 |
-35.1% |
0.0113 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.1% |
0.0000 |
| Volume |
466 |
308 |
-158 |
-33.9% |
1,686 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2049 |
1.2024 |
1.1902 |
|
| R3 |
1.1982 |
1.1957 |
1.1884 |
|
| R2 |
1.1916 |
1.1916 |
1.1878 |
|
| R1 |
1.1891 |
1.1891 |
1.1872 |
1.1903 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1855 |
| S1 |
1.1824 |
1.1824 |
1.1859 |
1.1837 |
| S2 |
1.1783 |
1.1783 |
1.1853 |
|
| S3 |
1.1716 |
1.1758 |
1.1847 |
|
| S4 |
1.1650 |
1.1691 |
1.1829 |
|
|
| 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 |
1.1808 |
0.0110 |
0.9% |
0.0070 |
0.6% |
53% |
False |
True |
442 |
| 10 |
1.1949 |
1.1808 |
0.0141 |
1.2% |
0.0067 |
0.6% |
41% |
False |
True |
477 |
| 20 |
1.2177 |
1.1808 |
0.0369 |
3.1% |
0.0068 |
0.6% |
16% |
False |
True |
673 |
| 40 |
1.2314 |
1.1808 |
0.0507 |
4.3% |
0.0065 |
0.6% |
11% |
False |
True |
528 |
| 60 |
1.2314 |
1.1808 |
0.0507 |
4.3% |
0.0063 |
0.5% |
11% |
False |
True |
404 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
17% |
False |
False |
315 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0061 |
0.5% |
17% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.2048 |
|
1.618 |
1.1982 |
|
1.000 |
1.1941 |
|
0.618 |
1.1915 |
|
HIGH |
1.1874 |
|
0.618 |
1.1849 |
|
0.500 |
1.1841 |
|
0.382 |
1.1833 |
|
LOW |
1.1808 |
|
0.618 |
1.1766 |
|
1.000 |
1.1741 |
|
1.618 |
1.1700 |
|
2.618 |
1.1633 |
|
4.250 |
1.1525 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1857 |
1.1864 |
| PP |
1.1849 |
1.1863 |
| S1 |
1.1841 |
1.1862 |
|