CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1881 |
0.0005 |
0.0% |
1.1783 |
| High |
1.1907 |
1.1903 |
-0.0004 |
0.0% |
1.1919 |
| Low |
1.1869 |
1.1863 |
-0.0006 |
-0.1% |
1.1774 |
| Close |
1.1883 |
1.1872 |
-0.0011 |
-0.1% |
1.1866 |
| Range |
0.0038 |
0.0041 |
0.0003 |
6.6% |
0.0145 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
108,058 |
93,174 |
-14,884 |
-13.8% |
803,040 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2001 |
1.1977 |
1.1894 |
|
| R3 |
1.1960 |
1.1936 |
1.1883 |
|
| R2 |
1.1920 |
1.1920 |
1.1879 |
|
| R1 |
1.1896 |
1.1896 |
1.1876 |
1.1888 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1875 |
| S1 |
1.1855 |
1.1855 |
1.1868 |
1.1847 |
| S2 |
1.1839 |
1.1839 |
1.1865 |
|
| S3 |
1.1798 |
1.1815 |
1.1861 |
|
| S4 |
1.1758 |
1.1774 |
1.1850 |
|
|
| 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 |
1.1783 |
0.0136 |
1.1% |
0.0053 |
0.4% |
65% |
False |
False |
141,494 |
| 10 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0055 |
0.5% |
70% |
False |
False |
147,577 |
| 20 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0058 |
0.5% |
70% |
False |
False |
154,951 |
| 40 |
1.2242 |
1.1764 |
0.0478 |
4.0% |
0.0062 |
0.5% |
23% |
False |
False |
173,953 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0064 |
0.5% |
20% |
False |
False |
118,173 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0064 |
0.5% |
20% |
False |
False |
88,781 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
23% |
False |
False |
71,091 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
23% |
False |
False |
59,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.2009 |
|
1.618 |
1.1969 |
|
1.000 |
1.1944 |
|
0.618 |
1.1928 |
|
HIGH |
1.1903 |
|
0.618 |
1.1888 |
|
0.500 |
1.1883 |
|
0.382 |
1.1878 |
|
LOW |
1.1863 |
|
0.618 |
1.1837 |
|
1.000 |
1.1822 |
|
1.618 |
1.1797 |
|
2.618 |
1.1756 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1883 |
1.1890 |
| PP |
1.1879 |
1.1884 |
| S1 |
1.1876 |
1.1878 |
|