CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1855 |
1.1897 |
0.0042 |
0.4% |
1.1783 |
| High |
1.1903 |
1.1919 |
0.0016 |
0.1% |
1.1919 |
| Low |
1.1851 |
1.1862 |
0.0011 |
0.1% |
1.1774 |
| Close |
1.1901 |
1.1866 |
-0.0035 |
-0.3% |
1.1866 |
| Range |
0.0052 |
0.0058 |
0.0006 |
10.6% |
0.0145 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
150,212 |
163,907 |
13,695 |
9.1% |
803,040 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.2018 |
1.1898 |
|
| R3 |
1.1997 |
1.1960 |
1.1882 |
|
| R2 |
1.1940 |
1.1940 |
1.1877 |
|
| R1 |
1.1903 |
1.1903 |
1.1871 |
1.1893 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1877 |
| S1 |
1.1845 |
1.1845 |
1.1861 |
1.1835 |
| S2 |
1.1825 |
1.1825 |
1.1855 |
|
| S3 |
1.1767 |
1.1788 |
1.1850 |
|
| S4 |
1.1710 |
1.1730 |
1.1834 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2222 |
1.1946 |
|
| R3 |
1.2143 |
1.2077 |
1.1906 |
|
| R2 |
1.1998 |
1.1998 |
1.1893 |
|
| R1 |
1.1932 |
1.1932 |
1.1879 |
1.1965 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1870 |
| S1 |
1.1787 |
1.1787 |
1.1853 |
1.1820 |
| S2 |
1.1708 |
1.1708 |
1.1839 |
|
| S3 |
1.1563 |
1.1642 |
1.1826 |
|
| S4 |
1.1418 |
1.1497 |
1.1786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1774 |
0.0145 |
1.2% |
0.0063 |
0.5% |
63% |
True |
False |
160,608 |
| 10 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0058 |
0.5% |
66% |
True |
False |
167,039 |
| 20 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0062 |
0.5% |
66% |
True |
False |
167,720 |
| 40 |
1.2242 |
1.1764 |
0.0478 |
4.0% |
0.0063 |
0.5% |
21% |
False |
False |
170,319 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0066 |
0.6% |
19% |
False |
False |
114,847 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0064 |
0.5% |
19% |
False |
False |
86,271 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
22% |
False |
False |
69,090 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
22% |
False |
False |
57,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.2070 |
|
1.618 |
1.2012 |
|
1.000 |
1.1977 |
|
0.618 |
1.1955 |
|
HIGH |
1.1919 |
|
0.618 |
1.1897 |
|
0.500 |
1.1890 |
|
0.382 |
1.1883 |
|
LOW |
1.1862 |
|
0.618 |
1.1826 |
|
1.000 |
1.1804 |
|
1.618 |
1.1768 |
|
2.618 |
1.1711 |
|
4.250 |
1.1617 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1890 |
1.1861 |
| PP |
1.1882 |
1.1856 |
| S1 |
1.1874 |
1.1851 |
|