CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1864 |
-0.0003 |
0.0% |
1.1898 |
| High |
1.1886 |
1.1864 |
-0.0022 |
-0.2% |
1.1930 |
| Low |
1.1858 |
1.1783 |
-0.0075 |
-0.6% |
1.1783 |
| Close |
1.1866 |
1.1787 |
-0.0079 |
-0.7% |
1.1787 |
| Range |
0.0029 |
0.0081 |
0.0053 |
184.2% |
0.0147 |
| ATR |
0.0056 |
0.0057 |
0.0002 |
3.5% |
0.0000 |
| Volume |
444 |
423 |
-21 |
-4.7% |
2,328 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.2001 |
1.1831 |
|
| R3 |
1.1973 |
1.1920 |
1.1809 |
|
| R2 |
1.1892 |
1.1892 |
1.1801 |
|
| R1 |
1.1839 |
1.1839 |
1.1794 |
1.1825 |
| PP |
1.1811 |
1.1811 |
1.1811 |
1.1804 |
| S1 |
1.1758 |
1.1758 |
1.1779 |
1.1744 |
| S2 |
1.1730 |
1.1730 |
1.1772 |
|
| S3 |
1.1649 |
1.1677 |
1.1764 |
|
| S4 |
1.1568 |
1.1596 |
1.1742 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2273 |
1.2176 |
1.1867 |
|
| R3 |
1.2126 |
1.2030 |
1.1827 |
|
| R2 |
1.1980 |
1.1980 |
1.1813 |
|
| R1 |
1.1883 |
1.1883 |
1.1800 |
1.1858 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1821 |
| S1 |
1.1737 |
1.1737 |
1.1773 |
1.1712 |
| S2 |
1.1687 |
1.1687 |
1.1760 |
|
| S3 |
1.1540 |
1.1590 |
1.1746 |
|
| S4 |
1.1394 |
1.1444 |
1.1706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1930 |
1.1783 |
0.0147 |
1.2% |
0.0051 |
0.4% |
2% |
False |
True |
465 |
| 10 |
1.1940 |
1.1783 |
0.0157 |
1.3% |
0.0056 |
0.5% |
2% |
False |
True |
461 |
| 20 |
1.1940 |
1.1783 |
0.0157 |
1.3% |
0.0056 |
0.5% |
2% |
False |
True |
386 |
| 40 |
1.2234 |
1.1783 |
0.0451 |
3.8% |
0.0061 |
0.5% |
1% |
False |
True |
516 |
| 60 |
1.2314 |
1.1783 |
0.0531 |
4.5% |
0.0061 |
0.5% |
1% |
False |
True |
467 |
| 80 |
1.2314 |
1.1783 |
0.0531 |
4.5% |
0.0060 |
0.5% |
1% |
False |
True |
384 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
3% |
False |
False |
315 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
3% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2076 |
|
1.618 |
1.1995 |
|
1.000 |
1.1945 |
|
0.618 |
1.1914 |
|
HIGH |
1.1864 |
|
0.618 |
1.1833 |
|
0.500 |
1.1824 |
|
0.382 |
1.1814 |
|
LOW |
1.1783 |
|
0.618 |
1.1733 |
|
1.000 |
1.1702 |
|
1.618 |
1.1652 |
|
2.618 |
1.1571 |
|
4.250 |
1.1439 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1824 |
1.1856 |
| PP |
1.1811 |
1.1833 |
| S1 |
1.1799 |
1.1810 |
|