CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1900 |
1.1867 |
-0.0034 |
-0.3% |
1.1807 |
| High |
1.1930 |
1.1886 |
-0.0044 |
-0.4% |
1.1940 |
| Low |
1.1863 |
1.1858 |
-0.0005 |
0.0% |
1.1797 |
| Close |
1.1869 |
1.1866 |
-0.0003 |
0.0% |
1.1888 |
| Range |
0.0067 |
0.0029 |
-0.0039 |
-57.5% |
0.0143 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
701 |
444 |
-257 |
-36.7% |
2,284 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1955 |
1.1939 |
1.1881 |
|
| R3 |
1.1927 |
1.1910 |
1.1873 |
|
| R2 |
1.1898 |
1.1898 |
1.1871 |
|
| R1 |
1.1882 |
1.1882 |
1.1868 |
1.1876 |
| PP |
1.1870 |
1.1870 |
1.1870 |
1.1867 |
| S1 |
1.1853 |
1.1853 |
1.1863 |
1.1847 |
| S2 |
1.1841 |
1.1841 |
1.1860 |
|
| S3 |
1.1813 |
1.1825 |
1.1858 |
|
| S4 |
1.1784 |
1.1796 |
1.1850 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2237 |
1.1966 |
|
| R3 |
1.2160 |
1.2095 |
1.1927 |
|
| R2 |
1.2017 |
1.2017 |
1.1914 |
|
| R1 |
1.1952 |
1.1952 |
1.1901 |
1.1985 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1891 |
| S1 |
1.1810 |
1.1810 |
1.1874 |
1.1842 |
| S2 |
1.1732 |
1.1732 |
1.1861 |
|
| S3 |
1.1590 |
1.1667 |
1.1848 |
|
| S4 |
1.1447 |
1.1525 |
1.1809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1858 |
0.0082 |
0.7% |
0.0046 |
0.4% |
10% |
False |
True |
490 |
| 10 |
1.1940 |
1.1788 |
0.0152 |
1.3% |
0.0051 |
0.4% |
51% |
False |
False |
437 |
| 20 |
1.1940 |
1.1786 |
0.0154 |
1.3% |
0.0054 |
0.5% |
52% |
False |
False |
393 |
| 40 |
1.2236 |
1.1786 |
0.0450 |
3.8% |
0.0060 |
0.5% |
18% |
False |
False |
544 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0061 |
0.5% |
15% |
False |
False |
461 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0060 |
0.5% |
15% |
False |
False |
379 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
17% |
False |
False |
311 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
17% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2007 |
|
2.618 |
1.1961 |
|
1.618 |
1.1932 |
|
1.000 |
1.1915 |
|
0.618 |
1.1904 |
|
HIGH |
1.1886 |
|
0.618 |
1.1875 |
|
0.500 |
1.1872 |
|
0.382 |
1.1868 |
|
LOW |
1.1858 |
|
0.618 |
1.1840 |
|
1.000 |
1.1829 |
|
1.618 |
1.1811 |
|
2.618 |
1.1783 |
|
4.250 |
1.1736 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1872 |
1.1894 |
| PP |
1.1870 |
1.1884 |
| S1 |
1.1868 |
1.1875 |
|