CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1883 |
0.0018 |
0.1% |
1.1956 |
| High |
1.1891 |
1.1912 |
0.0021 |
0.2% |
1.1964 |
| Low |
1.1824 |
1.1821 |
-0.0003 |
0.0% |
1.1824 |
| Close |
1.1861 |
1.1840 |
-0.0021 |
-0.2% |
1.1861 |
| Range |
0.0068 |
0.0091 |
0.0024 |
34.8% |
0.0140 |
| ATR |
0.0065 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
189,619 |
267,001 |
77,382 |
40.8% |
800,443 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2130 |
1.2076 |
1.1890 |
|
| R3 |
1.2039 |
1.1985 |
1.1865 |
|
| R2 |
1.1948 |
1.1948 |
1.1856 |
|
| R1 |
1.1894 |
1.1894 |
1.1848 |
1.1876 |
| PP |
1.1857 |
1.1857 |
1.1857 |
1.1848 |
| S1 |
1.1803 |
1.1803 |
1.1831 |
1.1785 |
| S2 |
1.1766 |
1.1766 |
1.1823 |
|
| S3 |
1.1675 |
1.1712 |
1.1814 |
|
| S4 |
1.1584 |
1.1621 |
1.1789 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2303 |
1.2222 |
1.1938 |
|
| R3 |
1.2163 |
1.2082 |
1.1899 |
|
| R2 |
1.2023 |
1.2023 |
1.1886 |
|
| R1 |
1.1942 |
1.1942 |
1.1873 |
1.1912 |
| PP |
1.1883 |
1.1883 |
1.1883 |
1.1868 |
| S1 |
1.1802 |
1.1802 |
1.1848 |
1.1772 |
| S2 |
1.1743 |
1.1743 |
1.1835 |
|
| S3 |
1.1603 |
1.1662 |
1.1822 |
|
| S4 |
1.1463 |
1.1522 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1948 |
1.1821 |
0.0128 |
1.1% |
0.0065 |
0.5% |
15% |
False |
True |
184,661 |
| 10 |
1.1995 |
1.1821 |
0.0174 |
1.5% |
0.0059 |
0.5% |
11% |
False |
True |
163,288 |
| 20 |
1.2242 |
1.1821 |
0.0421 |
3.6% |
0.0066 |
0.6% |
5% |
False |
True |
192,955 |
| 40 |
1.2293 |
1.1821 |
0.0472 |
4.0% |
0.0066 |
0.6% |
4% |
False |
True |
99,784 |
| 60 |
1.2293 |
1.1821 |
0.0472 |
4.0% |
0.0066 |
0.6% |
4% |
False |
True |
66,725 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
17% |
False |
False |
50,126 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
17% |
False |
False |
40,148 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
17% |
False |
False |
33,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2298 |
|
2.618 |
1.2150 |
|
1.618 |
1.2059 |
|
1.000 |
1.2003 |
|
0.618 |
1.1968 |
|
HIGH |
1.1912 |
|
0.618 |
1.1877 |
|
0.500 |
1.1866 |
|
0.382 |
1.1855 |
|
LOW |
1.1821 |
|
0.618 |
1.1764 |
|
1.000 |
1.1730 |
|
1.618 |
1.1673 |
|
2.618 |
1.1582 |
|
4.250 |
1.1434 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1866 |
1.1866 |
| PP |
1.1857 |
1.1857 |
| S1 |
1.1848 |
1.1848 |
|