CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1814 |
1.1830 |
0.0016 |
0.1% |
1.1821 |
| High |
1.1853 |
1.1861 |
0.0009 |
0.1% |
1.1843 |
| Low |
1.1781 |
1.1783 |
0.0003 |
0.0% |
1.1764 |
| Close |
1.1834 |
1.1850 |
0.0016 |
0.1% |
1.1783 |
| Range |
0.0072 |
0.0078 |
0.0006 |
8.3% |
0.0079 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
164,998 |
192,120 |
27,122 |
16.4% |
867,350 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2065 |
1.2035 |
1.1892 |
|
| R3 |
1.1987 |
1.1957 |
1.1871 |
|
| R2 |
1.1909 |
1.1909 |
1.1864 |
|
| R1 |
1.1879 |
1.1879 |
1.1857 |
1.1894 |
| PP |
1.1831 |
1.1831 |
1.1831 |
1.1839 |
| S1 |
1.1801 |
1.1801 |
1.1842 |
1.1816 |
| S2 |
1.1753 |
1.1753 |
1.1835 |
|
| S3 |
1.1675 |
1.1723 |
1.1828 |
|
| S4 |
1.1597 |
1.1645 |
1.1807 |
|
|
| 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 |
1.1861 |
1.1766 |
0.0095 |
0.8% |
0.0062 |
0.5% |
88% |
True |
False |
164,683 |
| 10 |
1.1864 |
1.1764 |
0.0100 |
0.8% |
0.0056 |
0.5% |
86% |
False |
False |
160,648 |
| 20 |
1.1927 |
1.1764 |
0.0163 |
1.4% |
0.0062 |
0.5% |
52% |
False |
False |
168,177 |
| 40 |
1.2251 |
1.1764 |
0.0487 |
4.1% |
0.0065 |
0.5% |
18% |
False |
False |
163,409 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0065 |
0.6% |
16% |
False |
False |
109,645 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0065 |
0.5% |
16% |
False |
False |
82,352 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
19% |
False |
False |
65,952 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
19% |
False |
False |
54,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2065 |
|
1.618 |
1.1987 |
|
1.000 |
1.1939 |
|
0.618 |
1.1909 |
|
HIGH |
1.1861 |
|
0.618 |
1.1831 |
|
0.500 |
1.1822 |
|
0.382 |
1.1813 |
|
LOW |
1.1783 |
|
0.618 |
1.1735 |
|
1.000 |
1.1705 |
|
1.618 |
1.1657 |
|
2.618 |
1.1579 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1840 |
1.1839 |
| PP |
1.1831 |
1.1828 |
| S1 |
1.1822 |
1.1818 |
|