CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1809 |
1.1783 |
-0.0026 |
-0.2% |
1.1821 |
| High |
1.1843 |
1.1798 |
-0.0045 |
-0.4% |
1.1843 |
| Low |
1.1769 |
1.1766 |
-0.0003 |
0.0% |
1.1764 |
| Close |
1.1783 |
1.1783 |
-0.0001 |
0.0% |
1.1783 |
| Range |
0.0074 |
0.0032 |
-0.0042 |
-56.5% |
0.0079 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
207,055 |
127,442 |
-79,613 |
-38.5% |
867,350 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1862 |
1.1800 |
|
| R3 |
1.1846 |
1.1830 |
1.1791 |
|
| R2 |
1.1814 |
1.1814 |
1.1788 |
|
| R1 |
1.1798 |
1.1798 |
1.1785 |
1.1790 |
| PP |
1.1782 |
1.1782 |
1.1782 |
1.1778 |
| S1 |
1.1766 |
1.1766 |
1.1780 |
1.1758 |
| S2 |
1.1750 |
1.1750 |
1.1777 |
|
| S3 |
1.1718 |
1.1734 |
1.1774 |
|
| S4 |
1.1686 |
1.1702 |
1.1765 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2032 |
1.1986 |
1.1826 |
|
| R3 |
1.1953 |
1.1907 |
1.1804 |
|
| R2 |
1.1875 |
1.1875 |
1.1797 |
|
| R1 |
1.1829 |
1.1829 |
1.1790 |
1.1813 |
| PP |
1.1796 |
1.1796 |
1.1796 |
1.1788 |
| S1 |
1.1750 |
1.1750 |
1.1775 |
1.1734 |
| S2 |
1.1718 |
1.1718 |
1.1768 |
|
| S3 |
1.1639 |
1.1672 |
1.1761 |
|
| S4 |
1.1561 |
1.1593 |
1.1739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1843 |
1.1764 |
0.0079 |
0.7% |
0.0054 |
0.5% |
24% |
False |
False |
173,470 |
| 10 |
1.1895 |
1.1764 |
0.0131 |
1.1% |
0.0057 |
0.5% |
14% |
False |
False |
162,408 |
| 20 |
1.1995 |
1.1764 |
0.0231 |
2.0% |
0.0059 |
0.5% |
8% |
False |
False |
164,619 |
| 40 |
1.2279 |
1.1764 |
0.0515 |
4.4% |
0.0064 |
0.5% |
4% |
False |
False |
151,559 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0066 |
0.6% |
4% |
False |
False |
101,537 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
7% |
False |
False |
76,255 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.6% |
7% |
False |
False |
61,077 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.7% |
0.0064 |
0.5% |
7% |
False |
False |
50,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1934 |
|
2.618 |
1.1882 |
|
1.618 |
1.1850 |
|
1.000 |
1.1830 |
|
0.618 |
1.1818 |
|
HIGH |
1.1798 |
|
0.618 |
1.1786 |
|
0.500 |
1.1782 |
|
0.382 |
1.1778 |
|
LOW |
1.1766 |
|
0.618 |
1.1746 |
|
1.000 |
1.1734 |
|
1.618 |
1.1714 |
|
2.618 |
1.1682 |
|
4.250 |
1.1630 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1782 |
1.1803 |
| PP |
1.1782 |
1.1796 |
| S1 |
1.1782 |
1.1789 |
|