CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1867 |
1.1871 |
0.0004 |
0.0% |
1.1867 |
| High |
1.1876 |
1.1899 |
0.0024 |
0.2% |
1.1889 |
| Low |
1.1824 |
1.1830 |
0.0006 |
0.1% |
1.1813 |
| Close |
1.1861 |
1.1883 |
0.0022 |
0.2% |
1.1831 |
| Range |
0.0052 |
0.0069 |
0.0018 |
34.0% |
0.0076 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
| Volume |
2 |
11 |
9 |
450.0% |
239 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2049 |
1.1920 |
|
| R3 |
1.2009 |
1.1980 |
1.1901 |
|
| R2 |
1.1940 |
1.1940 |
1.1895 |
|
| R1 |
1.1911 |
1.1911 |
1.1889 |
1.1925 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1878 |
| S1 |
1.1842 |
1.1842 |
1.1876 |
1.1856 |
| S2 |
1.1802 |
1.1802 |
1.1870 |
|
| S3 |
1.1733 |
1.1773 |
1.1864 |
|
| S4 |
1.1664 |
1.1704 |
1.1845 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2072 |
1.2027 |
1.1872 |
|
| R3 |
1.1996 |
1.1951 |
1.1851 |
|
| R2 |
1.1920 |
1.1920 |
1.1844 |
|
| R1 |
1.1875 |
1.1875 |
1.1837 |
1.1860 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1836 |
| S1 |
1.1799 |
1.1799 |
1.1824 |
1.1784 |
| S2 |
1.1768 |
1.1768 |
1.1817 |
|
| S3 |
1.1692 |
1.1723 |
1.1810 |
|
| S4 |
1.1616 |
1.1647 |
1.1789 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2080 |
|
1.618 |
1.2011 |
|
1.000 |
1.1968 |
|
0.618 |
1.1942 |
|
HIGH |
1.1899 |
|
0.618 |
1.1873 |
|
0.500 |
1.1865 |
|
0.382 |
1.1856 |
|
LOW |
1.1830 |
|
0.618 |
1.1787 |
|
1.000 |
1.1761 |
|
1.618 |
1.1718 |
|
2.618 |
1.1649 |
|
4.250 |
1.1537 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1877 |
1.1874 |
| PP |
1.1871 |
1.1866 |
| S1 |
1.1865 |
1.1857 |
|