CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1837 |
-0.0047 |
-0.4% |
1.1956 |
| High |
1.1912 |
1.1854 |
-0.0058 |
-0.5% |
1.1964 |
| Low |
1.1821 |
1.1797 |
-0.0024 |
-0.2% |
1.1824 |
| Close |
1.1840 |
1.1822 |
-0.0018 |
-0.2% |
1.1861 |
| Range |
0.0091 |
0.0057 |
-0.0035 |
-37.9% |
0.0140 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
267,001 |
158,339 |
-108,662 |
-40.7% |
800,443 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1964 |
1.1853 |
|
| R3 |
1.1937 |
1.1908 |
1.1837 |
|
| R2 |
1.1881 |
1.1881 |
1.1832 |
|
| R1 |
1.1851 |
1.1851 |
1.1827 |
1.1838 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1817 |
| S1 |
1.1795 |
1.1795 |
1.1816 |
1.1781 |
| S2 |
1.1768 |
1.1768 |
1.1811 |
|
| S3 |
1.1711 |
1.1738 |
1.1806 |
|
| S4 |
1.1655 |
1.1682 |
1.1790 |
|
|
| 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 |
1.1927 |
1.1797 |
0.0130 |
1.1% |
0.0065 |
0.6% |
19% |
False |
True |
187,643 |
| 10 |
1.1995 |
1.1797 |
0.0198 |
1.7% |
0.0057 |
0.5% |
12% |
False |
True |
162,957 |
| 20 |
1.2242 |
1.1797 |
0.0445 |
3.8% |
0.0067 |
0.6% |
6% |
False |
True |
195,864 |
| 40 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0067 |
0.6% |
5% |
False |
True |
103,730 |
| 60 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
5% |
False |
True |
69,361 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
14% |
False |
False |
52,099 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.6% |
14% |
False |
False |
41,731 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
14% |
False |
False |
34,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2094 |
|
2.618 |
1.2001 |
|
1.618 |
1.1945 |
|
1.000 |
1.1910 |
|
0.618 |
1.1888 |
|
HIGH |
1.1854 |
|
0.618 |
1.1832 |
|
0.500 |
1.1825 |
|
0.382 |
1.1819 |
|
LOW |
1.1797 |
|
0.618 |
1.1762 |
|
1.000 |
1.1741 |
|
1.618 |
1.1706 |
|
2.618 |
1.1649 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1825 |
1.1854 |
| PP |
1.1824 |
1.1843 |
| S1 |
1.1823 |
1.1832 |
|