CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1824 |
1.1806 |
-0.0018 |
-0.1% |
1.1839 |
| High |
1.1863 |
1.1819 |
-0.0044 |
-0.4% |
1.1863 |
| Low |
1.1792 |
1.1788 |
-0.0004 |
0.0% |
1.1786 |
| Close |
1.1805 |
1.1805 |
0.0000 |
0.0% |
1.1805 |
| Range |
0.0071 |
0.0031 |
-0.0040 |
-56.3% |
0.0077 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
271 |
186 |
-85 |
-31.4% |
1,435 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1882 |
1.1822 |
|
| R3 |
1.1866 |
1.1851 |
1.1813 |
|
| R2 |
1.1835 |
1.1835 |
1.1810 |
|
| R1 |
1.1820 |
1.1820 |
1.1807 |
1.1812 |
| PP |
1.1804 |
1.1804 |
1.1804 |
1.1800 |
| S1 |
1.1789 |
1.1789 |
1.1802 |
1.1781 |
| S2 |
1.1773 |
1.1773 |
1.1799 |
|
| S3 |
1.1742 |
1.1758 |
1.1796 |
|
| S4 |
1.1711 |
1.1727 |
1.1787 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.2002 |
1.1847 |
|
| R3 |
1.1971 |
1.1926 |
1.1826 |
|
| R2 |
1.1894 |
1.1894 |
1.1819 |
|
| R1 |
1.1849 |
1.1849 |
1.1812 |
1.1834 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1810 |
| S1 |
1.1773 |
1.1773 |
1.1797 |
1.1757 |
| S2 |
1.1741 |
1.1741 |
1.1790 |
|
| S3 |
1.1665 |
1.1696 |
1.1783 |
|
| S4 |
1.1588 |
1.1620 |
1.1762 |
|
|
| 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% |
False |
False |
287 |
| 10 |
1.1917 |
1.1786 |
0.0131 |
1.1% |
0.0055 |
0.5% |
14% |
False |
False |
312 |
| 20 |
1.2016 |
1.1786 |
0.0230 |
1.9% |
0.0057 |
0.5% |
8% |
False |
False |
391 |
| 40 |
1.2299 |
1.1786 |
0.0513 |
4.3% |
0.0062 |
0.5% |
4% |
False |
False |
501 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0062 |
0.5% |
4% |
False |
False |
414 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0061 |
0.5% |
6% |
False |
False |
332 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
6% |
False |
False |
273 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
6% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1951 |
|
2.618 |
1.1900 |
|
1.618 |
1.1869 |
|
1.000 |
1.1850 |
|
0.618 |
1.1838 |
|
HIGH |
1.1819 |
|
0.618 |
1.1807 |
|
0.500 |
1.1804 |
|
0.382 |
1.1800 |
|
LOW |
1.1788 |
|
0.618 |
1.1769 |
|
1.000 |
1.1757 |
|
1.618 |
1.1738 |
|
2.618 |
1.1707 |
|
4.250 |
1.1656 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1804 |
1.1824 |
| PP |
1.1804 |
1.1818 |
| S1 |
1.1804 |
1.1811 |
|