CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1839 |
1.1829 |
-0.0010 |
-0.1% |
1.1910 |
| High |
1.1858 |
1.1836 |
-0.0022 |
-0.2% |
1.1917 |
| Low |
1.1799 |
1.1790 |
-0.0009 |
-0.1% |
1.1808 |
| Close |
1.1826 |
1.1817 |
-0.0010 |
-0.1% |
1.1844 |
| Range |
0.0059 |
0.0046 |
-0.0013 |
-22.0% |
0.0109 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
275 |
330 |
55 |
20.0% |
1,692 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1952 |
1.1930 |
1.1842 |
|
| R3 |
1.1906 |
1.1884 |
1.1829 |
|
| R2 |
1.1860 |
1.1860 |
1.1825 |
|
| R1 |
1.1838 |
1.1838 |
1.1821 |
1.1826 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1808 |
| S1 |
1.1792 |
1.1792 |
1.1812 |
1.1780 |
| S2 |
1.1768 |
1.1768 |
1.1808 |
|
| S3 |
1.1722 |
1.1746 |
1.1804 |
|
| S4 |
1.1676 |
1.1700 |
1.1791 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.2122 |
1.1903 |
|
| R3 |
1.2074 |
1.2013 |
1.1873 |
|
| R2 |
1.1965 |
1.1965 |
1.1863 |
|
| R1 |
1.1904 |
1.1904 |
1.1853 |
1.1880 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1844 |
| S1 |
1.1795 |
1.1795 |
1.1834 |
1.1771 |
| S2 |
1.1747 |
1.1747 |
1.1824 |
|
| S3 |
1.1638 |
1.1686 |
1.1814 |
|
| S4 |
1.1529 |
1.1577 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1885 |
1.1790 |
0.0095 |
0.8% |
0.0051 |
0.4% |
28% |
False |
True |
229 |
| 10 |
1.1918 |
1.1790 |
0.0128 |
1.1% |
0.0059 |
0.5% |
21% |
False |
True |
330 |
| 20 |
1.2016 |
1.1790 |
0.0226 |
1.9% |
0.0058 |
0.5% |
12% |
False |
True |
529 |
| 40 |
1.2314 |
1.1790 |
0.0524 |
4.4% |
0.0063 |
0.5% |
5% |
False |
True |
533 |
| 60 |
1.2314 |
1.1790 |
0.0524 |
4.4% |
0.0062 |
0.5% |
5% |
False |
True |
411 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
8% |
False |
False |
323 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0061 |
0.5% |
8% |
False |
False |
267 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
8% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2032 |
|
2.618 |
1.1956 |
|
1.618 |
1.1910 |
|
1.000 |
1.1882 |
|
0.618 |
1.1864 |
|
HIGH |
1.1836 |
|
0.618 |
1.1818 |
|
0.500 |
1.1813 |
|
0.382 |
1.1808 |
|
LOW |
1.1790 |
|
0.618 |
1.1762 |
|
1.000 |
1.1744 |
|
1.618 |
1.1716 |
|
2.618 |
1.1670 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1815 |
1.1824 |
| PP |
1.1814 |
1.1821 |
| S1 |
1.1813 |
1.1819 |
|