CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1792 |
-0.0084 |
-0.7% |
1.1883 |
| High |
1.1890 |
1.1854 |
-0.0037 |
-0.3% |
1.1912 |
| Low |
1.1786 |
1.1786 |
-0.0001 |
0.0% |
1.1797 |
| Close |
1.1796 |
1.1844 |
0.0048 |
0.4% |
1.1892 |
| Range |
0.0104 |
0.0068 |
-0.0036 |
-34.6% |
0.0115 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
220,324 |
168,261 |
-52,063 |
-23.6% |
737,665 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.2006 |
1.1881 |
|
| R3 |
1.1964 |
1.1938 |
1.1863 |
|
| R2 |
1.1896 |
1.1896 |
1.1856 |
|
| R1 |
1.1870 |
1.1870 |
1.1850 |
1.1883 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1834 |
| S1 |
1.1802 |
1.1802 |
1.1838 |
1.1815 |
| S2 |
1.1760 |
1.1760 |
1.1832 |
|
| S3 |
1.1692 |
1.1734 |
1.1825 |
|
| S4 |
1.1624 |
1.1666 |
1.1807 |
|
|
| 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 |
1.1896 |
1.1786 |
0.0111 |
0.9% |
0.0071 |
0.6% |
53% |
False |
True |
163,768 |
| 10 |
1.1927 |
1.1786 |
0.0142 |
1.2% |
0.0068 |
0.6% |
41% |
False |
True |
175,705 |
| 20 |
1.2156 |
1.1786 |
0.0371 |
3.1% |
0.0070 |
0.6% |
16% |
False |
True |
177,732 |
| 40 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0068 |
0.6% |
12% |
False |
True |
124,045 |
| 60 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
12% |
False |
True |
82,980 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
18% |
False |
False |
62,326 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
18% |
False |
False |
49,907 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
18% |
False |
False |
41,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.2032 |
|
1.618 |
1.1964 |
|
1.000 |
1.1922 |
|
0.618 |
1.1896 |
|
HIGH |
1.1854 |
|
0.618 |
1.1828 |
|
0.500 |
1.1820 |
|
0.382 |
1.1811 |
|
LOW |
1.1786 |
|
0.618 |
1.1743 |
|
1.000 |
1.1718 |
|
1.618 |
1.1675 |
|
2.618 |
1.1607 |
|
4.250 |
1.1497 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1836 |
1.1843 |
| PP |
1.1828 |
1.1842 |
| S1 |
1.1820 |
1.1840 |
|