CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1867 |
-0.0003 |
0.0% |
1.1921 |
| High |
1.1882 |
1.1883 |
0.0002 |
0.0% |
1.1942 |
| Low |
1.1854 |
1.1826 |
-0.0028 |
-0.2% |
1.1835 |
| Close |
1.1870 |
1.1852 |
-0.0018 |
-0.1% |
1.1870 |
| Range |
0.0028 |
0.0057 |
0.0030 |
107.3% |
0.0107 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
120 |
22 |
-98 |
-81.7% |
197 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2025 |
1.1995 |
1.1883 |
|
| R3 |
1.1968 |
1.1938 |
1.1868 |
|
| R2 |
1.1911 |
1.1911 |
1.1862 |
|
| R1 |
1.1881 |
1.1881 |
1.1857 |
1.1868 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1847 |
| S1 |
1.1824 |
1.1824 |
1.1847 |
1.1811 |
| S2 |
1.1797 |
1.1797 |
1.1842 |
|
| S3 |
1.1740 |
1.1767 |
1.1836 |
|
| S4 |
1.1683 |
1.1710 |
1.1821 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2203 |
1.2143 |
1.1928 |
|
| R3 |
1.2096 |
1.2036 |
1.1899 |
|
| R2 |
1.1989 |
1.1989 |
1.1889 |
|
| R1 |
1.1929 |
1.1929 |
1.1879 |
1.1906 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1870 |
| S1 |
1.1822 |
1.1822 |
1.1860 |
1.1799 |
| S2 |
1.1775 |
1.1775 |
1.1850 |
|
| S3 |
1.1668 |
1.1715 |
1.1840 |
|
| S4 |
1.1561 |
1.1608 |
1.1811 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2125 |
|
2.618 |
1.2032 |
|
1.618 |
1.1975 |
|
1.000 |
1.1940 |
|
0.618 |
1.1918 |
|
HIGH |
1.1883 |
|
0.618 |
1.1861 |
|
0.500 |
1.1855 |
|
0.382 |
1.1848 |
|
LOW |
1.1826 |
|
0.618 |
1.1791 |
|
1.000 |
1.1769 |
|
1.618 |
1.1734 |
|
2.618 |
1.1677 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1855 |
1.1868 |
| PP |
1.1854 |
1.1863 |
| S1 |
1.1853 |
1.1857 |
|