CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1792 |
1.1847 |
0.0055 |
0.5% |
1.1883 |
| High |
1.1854 |
1.1864 |
0.0011 |
0.1% |
1.1912 |
| Low |
1.1786 |
1.1810 |
0.0024 |
0.2% |
1.1797 |
| Close |
1.1844 |
1.1821 |
-0.0024 |
-0.2% |
1.1892 |
| Range |
0.0068 |
0.0055 |
-0.0014 |
-19.9% |
0.0115 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
168,261 |
127,524 |
-40,737 |
-24.2% |
737,665 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1962 |
1.1850 |
|
| R3 |
1.1940 |
1.1908 |
1.1835 |
|
| R2 |
1.1886 |
1.1886 |
1.1830 |
|
| R1 |
1.1853 |
1.1853 |
1.1825 |
1.1842 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1826 |
| S1 |
1.1799 |
1.1799 |
1.1816 |
1.1788 |
| S2 |
1.1777 |
1.1777 |
1.1811 |
|
| S3 |
1.1722 |
1.1744 |
1.1806 |
|
| S4 |
1.1668 |
1.1690 |
1.1791 |
|
|
| 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% |
0.0065 |
0.6% |
32% |
False |
False |
153,797 |
| 10 |
1.1912 |
1.1786 |
0.0126 |
1.1% |
0.0067 |
0.6% |
28% |
False |
False |
171,576 |
| 20 |
1.2027 |
1.1786 |
0.0241 |
2.0% |
0.0066 |
0.6% |
15% |
False |
False |
173,815 |
| 40 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
7% |
False |
False |
127,204 |
| 60 |
1.2293 |
1.1786 |
0.0507 |
4.3% |
0.0067 |
0.6% |
7% |
False |
False |
85,096 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
14% |
False |
False |
63,918 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
14% |
False |
False |
51,183 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
14% |
False |
False |
42,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2096 |
|
2.618 |
1.2007 |
|
1.618 |
1.1952 |
|
1.000 |
1.1919 |
|
0.618 |
1.1898 |
|
HIGH |
1.1864 |
|
0.618 |
1.1843 |
|
0.500 |
1.1837 |
|
0.382 |
1.1830 |
|
LOW |
1.1810 |
|
0.618 |
1.1776 |
|
1.000 |
1.1755 |
|
1.618 |
1.1721 |
|
2.618 |
1.1667 |
|
4.250 |
1.1578 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1838 |
| PP |
1.1831 |
1.1832 |
| S1 |
1.1826 |
1.1826 |
|