CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1783 |
0.0000 |
0.0% |
1.1821 |
| High |
1.1798 |
1.1829 |
0.0031 |
0.3% |
1.1843 |
| Low |
1.1766 |
1.1774 |
0.0008 |
0.1% |
1.1764 |
| Close |
1.1783 |
1.1813 |
0.0030 |
0.3% |
1.1783 |
| Range |
0.0032 |
0.0055 |
0.0023 |
70.3% |
0.0079 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
127,442 |
131,803 |
4,361 |
3.4% |
867,350 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1969 |
1.1945 |
1.1842 |
|
| R3 |
1.1914 |
1.1891 |
1.1827 |
|
| R2 |
1.1860 |
1.1860 |
1.1822 |
|
| R1 |
1.1836 |
1.1836 |
1.1817 |
1.1848 |
| PP |
1.1805 |
1.1805 |
1.1805 |
1.1811 |
| S1 |
1.1782 |
1.1782 |
1.1808 |
1.1793 |
| S2 |
1.1751 |
1.1751 |
1.1803 |
|
| S3 |
1.1696 |
1.1727 |
1.1798 |
|
| S4 |
1.1642 |
1.1673 |
1.1783 |
|
|
| 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% |
0.0052 |
0.4% |
62% |
False |
False |
155,022 |
| 10 |
1.1890 |
1.1764 |
0.0126 |
1.1% |
0.0058 |
0.5% |
38% |
False |
False |
163,795 |
| 20 |
1.1964 |
1.1764 |
0.0200 |
1.7% |
0.0059 |
0.5% |
24% |
False |
False |
164,699 |
| 40 |
1.2279 |
1.1764 |
0.0515 |
4.4% |
0.0064 |
0.5% |
9% |
False |
False |
154,703 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0066 |
0.6% |
9% |
False |
False |
103,725 |
| 80 |
1.2293 |
1.1754 |
0.0539 |
4.6% |
0.0064 |
0.5% |
11% |
False |
False |
77,897 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
12% |
False |
False |
62,395 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
12% |
False |
False |
52,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2060 |
|
2.618 |
1.1971 |
|
1.618 |
1.1917 |
|
1.000 |
1.1883 |
|
0.618 |
1.1862 |
|
HIGH |
1.1829 |
|
0.618 |
1.1808 |
|
0.500 |
1.1801 |
|
0.382 |
1.1795 |
|
LOW |
1.1774 |
|
0.618 |
1.1740 |
|
1.000 |
1.1720 |
|
1.618 |
1.1686 |
|
2.618 |
1.1631 |
|
4.250 |
1.1542 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1809 |
1.1810 |
| PP |
1.1805 |
1.1807 |
| S1 |
1.1801 |
1.1804 |
|