CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1872 |
1.1845 |
-0.0027 |
-0.2% |
1.1783 |
| High |
1.1909 |
1.1866 |
-0.0044 |
-0.4% |
1.1919 |
| Low |
1.1842 |
1.1837 |
-0.0005 |
0.0% |
1.1774 |
| Close |
1.1848 |
1.1845 |
-0.0003 |
0.0% |
1.1866 |
| Range |
0.0068 |
0.0029 |
-0.0039 |
-57.0% |
0.0145 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
153,353 |
121,046 |
-32,307 |
-21.1% |
803,040 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1936 |
1.1919 |
1.1860 |
|
| R3 |
1.1907 |
1.1890 |
1.1852 |
|
| R2 |
1.1878 |
1.1878 |
1.1850 |
|
| R1 |
1.1861 |
1.1861 |
1.1847 |
1.1855 |
| PP |
1.1849 |
1.1849 |
1.1849 |
1.1846 |
| S1 |
1.1832 |
1.1832 |
1.1842 |
1.1826 |
| S2 |
1.1820 |
1.1820 |
1.1839 |
|
| S3 |
1.1791 |
1.1803 |
1.1837 |
|
| S4 |
1.1762 |
1.1774 |
1.1829 |
|
|
| 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 |
1.1837 |
0.0083 |
0.7% |
0.0047 |
0.4% |
10% |
False |
True |
127,907 |
| 10 |
1.1919 |
1.1766 |
0.0153 |
1.3% |
0.0052 |
0.4% |
51% |
False |
False |
140,611 |
| 20 |
1.1919 |
1.1764 |
0.0155 |
1.3% |
0.0056 |
0.5% |
52% |
False |
False |
151,884 |
| 40 |
1.2218 |
1.1764 |
0.0454 |
3.8% |
0.0062 |
0.5% |
18% |
False |
False |
169,596 |
| 60 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0063 |
0.5% |
15% |
False |
False |
122,729 |
| 80 |
1.2293 |
1.1764 |
0.0529 |
4.5% |
0.0063 |
0.5% |
15% |
False |
False |
92,205 |
| 100 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0064 |
0.5% |
18% |
False |
False |
73,829 |
| 120 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
18% |
False |
False |
61,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1941 |
|
1.618 |
1.1912 |
|
1.000 |
1.1895 |
|
0.618 |
1.1883 |
|
HIGH |
1.1866 |
|
0.618 |
1.1854 |
|
0.500 |
1.1851 |
|
0.382 |
1.1848 |
|
LOW |
1.1837 |
|
0.618 |
1.1819 |
|
1.000 |
1.1808 |
|
1.618 |
1.1790 |
|
2.618 |
1.1761 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1851 |
1.1873 |
| PP |
1.1849 |
1.1863 |
| S1 |
1.1847 |
1.1854 |
|