CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2021 |
09-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1808 |
1.1860 |
0.0052 |
0.4% |
1.1883 |
| High |
1.1884 |
1.1896 |
0.0013 |
0.1% |
1.1912 |
| Low |
1.1799 |
1.1840 |
0.0042 |
0.4% |
1.1797 |
| Close |
1.1855 |
1.1892 |
0.0037 |
0.3% |
1.1892 |
| Range |
0.0085 |
0.0056 |
-0.0029 |
-34.1% |
0.0115 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
177,382 |
134,943 |
-42,439 |
-23.9% |
737,665 |
|
| Daily Pivots for day following 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2044 |
1.2024 |
1.1923 |
|
| R3 |
1.1988 |
1.1968 |
1.1907 |
|
| R2 |
1.1932 |
1.1932 |
1.1902 |
|
| R1 |
1.1912 |
1.1912 |
1.1897 |
1.1922 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1881 |
| S1 |
1.1856 |
1.1856 |
1.1887 |
1.1866 |
| S2 |
1.1820 |
1.1820 |
1.1882 |
|
| S3 |
1.1764 |
1.1800 |
1.1877 |
|
| S4 |
1.1708 |
1.1744 |
1.1861 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2210 |
1.2166 |
1.1955 |
|
| R3 |
1.2096 |
1.2051 |
1.1923 |
|
| R2 |
1.1981 |
1.1981 |
1.1913 |
|
| R1 |
1.1937 |
1.1937 |
1.1902 |
1.1959 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1878 |
| S1 |
1.1822 |
1.1822 |
1.1882 |
1.1845 |
| S2 |
1.1752 |
1.1752 |
1.1871 |
|
| S3 |
1.1638 |
1.1708 |
1.1861 |
|
| S4 |
1.1523 |
1.1593 |
1.1829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1912 |
1.1797 |
0.0115 |
1.0% |
0.0071 |
0.6% |
83% |
False |
False |
185,456 |
| 10 |
1.1995 |
1.1797 |
0.0198 |
1.7% |
0.0061 |
0.5% |
48% |
False |
False |
166,831 |
| 20 |
1.2215 |
1.1797 |
0.0418 |
3.5% |
0.0069 |
0.6% |
23% |
False |
False |
177,196 |
| 40 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
19% |
False |
False |
111,469 |
| 60 |
1.2293 |
1.1797 |
0.0496 |
4.2% |
0.0066 |
0.6% |
19% |
False |
False |
74,554 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
27% |
False |
False |
56,000 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
27% |
False |
False |
44,854 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
27% |
False |
False |
37,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2134 |
|
2.618 |
1.2043 |
|
1.618 |
1.1987 |
|
1.000 |
1.1952 |
|
0.618 |
1.1931 |
|
HIGH |
1.1896 |
|
0.618 |
1.1875 |
|
0.500 |
1.1868 |
|
0.382 |
1.1861 |
|
LOW |
1.1840 |
|
0.618 |
1.1805 |
|
1.000 |
1.1784 |
|
1.618 |
1.1749 |
|
2.618 |
1.1693 |
|
4.250 |
1.1602 |
|
|
| Fisher Pivots for day following 09-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1884 |
1.1877 |
| PP |
1.1876 |
1.1862 |
| S1 |
1.1868 |
1.1847 |
|