CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1922 |
1.1935 |
0.0013 |
0.1% |
1.1867 |
| High |
1.1949 |
1.1965 |
0.0016 |
0.1% |
1.1965 |
| Low |
1.1922 |
1.1910 |
-0.0013 |
-0.1% |
1.1824 |
| Close |
1.1949 |
1.1913 |
-0.0036 |
-0.3% |
1.1913 |
| Range |
0.0027 |
0.0055 |
0.0028 |
103.7% |
0.0141 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
27 |
43 |
16 |
59.3% |
92 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2094 |
1.2059 |
1.1943 |
|
| R3 |
1.2039 |
1.2004 |
1.1928 |
|
| R2 |
1.1984 |
1.1984 |
1.1923 |
|
| R1 |
1.1949 |
1.1949 |
1.1918 |
1.1939 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1924 |
| S1 |
1.1894 |
1.1894 |
1.1908 |
1.1884 |
| S2 |
1.1874 |
1.1874 |
1.1903 |
|
| S3 |
1.1819 |
1.1839 |
1.1898 |
|
| S4 |
1.1764 |
1.1784 |
1.1883 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2258 |
1.1990 |
|
| R3 |
1.2182 |
1.2118 |
1.1952 |
|
| R2 |
1.2041 |
1.2041 |
1.1939 |
|
| R1 |
1.1977 |
1.1977 |
1.1926 |
1.2009 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1917 |
| S1 |
1.1837 |
1.1837 |
1.1900 |
1.1869 |
| S2 |
1.1760 |
1.1760 |
1.1887 |
|
| S3 |
1.1620 |
1.1696 |
1.1874 |
|
| S4 |
1.1479 |
1.1556 |
1.1836 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2198 |
|
2.618 |
1.2108 |
|
1.618 |
1.2053 |
|
1.000 |
1.2020 |
|
0.618 |
1.1998 |
|
HIGH |
1.1965 |
|
0.618 |
1.1943 |
|
0.500 |
1.1937 |
|
0.382 |
1.1931 |
|
LOW |
1.1910 |
|
0.618 |
1.1876 |
|
1.000 |
1.1855 |
|
1.618 |
1.1821 |
|
2.618 |
1.1766 |
|
4.250 |
1.1676 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1909 |
| PP |
1.1929 |
1.1905 |
| S1 |
1.1921 |
1.1901 |
|