CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1830 |
1.1855 |
0.0025 |
0.2% |
1.1821 |
| High |
1.1861 |
1.1903 |
0.0042 |
0.4% |
1.1843 |
| Low |
1.1783 |
1.1851 |
0.0068 |
0.6% |
1.1764 |
| Close |
1.1850 |
1.1901 |
0.0052 |
0.4% |
1.1783 |
| Range |
0.0078 |
0.0052 |
-0.0026 |
-33.3% |
0.0079 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
192,120 |
150,212 |
-41,908 |
-21.8% |
867,350 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.2023 |
1.1930 |
|
| R3 |
1.1989 |
1.1971 |
1.1915 |
|
| R2 |
1.1937 |
1.1937 |
1.1911 |
|
| R1 |
1.1919 |
1.1919 |
1.1906 |
1.1928 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1890 |
| S1 |
1.1867 |
1.1867 |
1.1896 |
1.1876 |
| S2 |
1.1833 |
1.1833 |
1.1891 |
|
| S3 |
1.1781 |
1.1815 |
1.1887 |
|
| S4 |
1.1729 |
1.1763 |
1.1872 |
|
|
| 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 |
1.1903 |
1.1766 |
0.0137 |
1.2% |
0.0058 |
0.5% |
99% |
True |
False |
153,315 |
| 10 |
1.1903 |
1.1764 |
0.0139 |
1.2% |
0.0055 |
0.5% |
99% |
True |
False |
162,917 |
| 20 |
1.1912 |
1.1764 |
0.0148 |
1.2% |
0.0061 |
0.5% |
93% |
False |
False |
167,246 |
| 40 |
1.2242 |
1.1764 |
0.0478 |
4.0% |
0.0064 |
0.5% |
29% |
False |
False |
166,808 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.4% |
0.0065 |
0.5% |
26% |
False |
False |
112,131 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.4% |
0.0064 |
0.5% |
26% |
False |
False |
84,224 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
28% |
False |
False |
67,453 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
28% |
False |
False |
56,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2124 |
|
2.618 |
1.2039 |
|
1.618 |
1.1987 |
|
1.000 |
1.1955 |
|
0.618 |
1.1935 |
|
HIGH |
1.1903 |
|
0.618 |
1.1883 |
|
0.500 |
1.1877 |
|
0.382 |
1.1871 |
|
LOW |
1.1851 |
|
0.618 |
1.1819 |
|
1.000 |
1.1799 |
|
1.618 |
1.1767 |
|
2.618 |
1.1715 |
|
4.250 |
1.1630 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1893 |
1.1881 |
| PP |
1.1885 |
1.1862 |
| S1 |
1.1877 |
1.1842 |
|