CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1824 |
0.0018 |
0.2% |
1.1910 |
| High |
1.1839 |
1.1863 |
0.0024 |
0.2% |
1.1917 |
| Low |
1.1786 |
1.1792 |
0.0006 |
0.0% |
1.1808 |
| Close |
1.1835 |
1.1805 |
-0.0030 |
-0.3% |
1.1844 |
| Range |
0.0053 |
0.0071 |
0.0019 |
35.2% |
0.0109 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.3% |
0.0000 |
| Volume |
373 |
271 |
-102 |
-27.3% |
1,692 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1990 |
1.1844 |
|
| R3 |
1.1962 |
1.1919 |
1.1824 |
|
| R2 |
1.1891 |
1.1891 |
1.1818 |
|
| R1 |
1.1848 |
1.1848 |
1.1811 |
1.1834 |
| PP |
1.1820 |
1.1820 |
1.1820 |
1.1813 |
| S1 |
1.1777 |
1.1777 |
1.1798 |
1.1763 |
| S2 |
1.1749 |
1.1749 |
1.1791 |
|
| S3 |
1.1678 |
1.1706 |
1.1785 |
|
| S4 |
1.1607 |
1.1635 |
1.1765 |
|
|
| 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 |
1.1863 |
1.1786 |
0.0077 |
0.6% |
0.0052 |
0.4% |
24% |
True |
False |
272 |
| 10 |
1.1918 |
1.1786 |
0.0132 |
1.1% |
0.0058 |
0.5% |
14% |
False |
False |
348 |
| 20 |
1.2016 |
1.1786 |
0.0230 |
1.9% |
0.0058 |
0.5% |
8% |
False |
False |
439 |
| 40 |
1.2310 |
1.1786 |
0.0524 |
4.4% |
0.0063 |
0.5% |
4% |
False |
False |
506 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0063 |
0.5% |
4% |
False |
False |
414 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0061 |
0.5% |
6% |
False |
False |
330 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0061 |
0.5% |
6% |
False |
False |
272 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
6% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2164 |
|
2.618 |
1.2048 |
|
1.618 |
1.1977 |
|
1.000 |
1.1934 |
|
0.618 |
1.1906 |
|
HIGH |
1.1863 |
|
0.618 |
1.1835 |
|
0.500 |
1.1827 |
|
0.382 |
1.1819 |
|
LOW |
1.1792 |
|
0.618 |
1.1748 |
|
1.000 |
1.1721 |
|
1.618 |
1.1677 |
|
2.618 |
1.1606 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1824 |
| PP |
1.1820 |
1.1818 |
| S1 |
1.1812 |
1.1811 |
|