CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1887 |
1.1899 |
0.0012 |
0.1% |
1.1979 |
| High |
1.1912 |
1.1933 |
0.0021 |
0.2% |
1.1986 |
| Low |
1.1848 |
1.1844 |
-0.0004 |
0.0% |
1.1848 |
| Close |
1.1882 |
1.1861 |
-0.0021 |
-0.2% |
1.1882 |
| Range |
0.0064 |
0.0089 |
0.0025 |
38.3% |
0.0138 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.0% |
0.0000 |
| Volume |
333 |
676 |
343 |
103.0% |
2,214 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2145 |
1.2091 |
1.1910 |
|
| R3 |
1.2056 |
1.2003 |
1.1885 |
|
| R2 |
1.1968 |
1.1968 |
1.1877 |
|
| R1 |
1.1914 |
1.1914 |
1.1869 |
1.1897 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1870 |
| S1 |
1.1826 |
1.1826 |
1.1853 |
1.1808 |
| S2 |
1.1791 |
1.1791 |
1.1845 |
|
| S3 |
1.1702 |
1.1737 |
1.1837 |
|
| S4 |
1.1614 |
1.1649 |
1.1812 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2239 |
1.1958 |
|
| R3 |
1.2181 |
1.2101 |
1.1920 |
|
| R2 |
1.2043 |
1.2043 |
1.1907 |
|
| R1 |
1.1963 |
1.1963 |
1.1895 |
1.1934 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1891 |
| S1 |
1.1825 |
1.1825 |
1.1869 |
1.1796 |
| S2 |
1.1767 |
1.1767 |
1.1857 |
|
| S3 |
1.1629 |
1.1687 |
1.1844 |
|
| S4 |
1.1491 |
1.1549 |
1.1806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1969 |
1.1844 |
0.0125 |
1.1% |
0.0062 |
0.5% |
14% |
False |
True |
487 |
| 10 |
1.2016 |
1.1844 |
0.0172 |
1.4% |
0.0056 |
0.5% |
10% |
False |
True |
727 |
| 20 |
1.2262 |
1.1844 |
0.0418 |
3.5% |
0.0063 |
0.5% |
4% |
False |
True |
745 |
| 40 |
1.2314 |
1.1844 |
0.0470 |
4.0% |
0.0064 |
0.5% |
4% |
False |
True |
497 |
| 60 |
1.2314 |
1.1844 |
0.0470 |
4.0% |
0.0061 |
0.5% |
4% |
False |
True |
367 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
16% |
False |
False |
285 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
16% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2309 |
|
2.618 |
1.2164 |
|
1.618 |
1.2076 |
|
1.000 |
1.2021 |
|
0.618 |
1.1987 |
|
HIGH |
1.1933 |
|
0.618 |
1.1899 |
|
0.500 |
1.1888 |
|
0.382 |
1.1878 |
|
LOW |
1.1844 |
|
0.618 |
1.1789 |
|
1.000 |
1.1756 |
|
1.618 |
1.1701 |
|
2.618 |
1.1612 |
|
4.250 |
1.1468 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1888 |
| PP |
1.1879 |
1.1879 |
| S1 |
1.1870 |
1.1870 |
|