CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1899 |
1.1855 |
-0.0044 |
-0.4% |
1.1979 |
| High |
1.1933 |
1.1874 |
-0.0059 |
-0.5% |
1.1986 |
| Low |
1.1844 |
1.1820 |
-0.0025 |
-0.2% |
1.1848 |
| Close |
1.1861 |
1.1843 |
-0.0018 |
-0.2% |
1.1882 |
| Range |
0.0089 |
0.0055 |
-0.0034 |
-38.4% |
0.0138 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
676 |
257 |
-419 |
-62.0% |
2,214 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2009 |
1.1981 |
1.1873 |
|
| R3 |
1.1955 |
1.1926 |
1.1858 |
|
| R2 |
1.1900 |
1.1900 |
1.1853 |
|
| R1 |
1.1872 |
1.1872 |
1.1848 |
1.1859 |
| PP |
1.1846 |
1.1846 |
1.1846 |
1.1839 |
| S1 |
1.1817 |
1.1817 |
1.1838 |
1.1804 |
| S2 |
1.1791 |
1.1791 |
1.1833 |
|
| S3 |
1.1737 |
1.1763 |
1.1828 |
|
| S4 |
1.1682 |
1.1708 |
1.1813 |
|
|
| 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 |
1.1949 |
1.1820 |
0.0129 |
1.1% |
0.0063 |
0.5% |
18% |
False |
True |
512 |
| 10 |
1.2016 |
1.1820 |
0.0196 |
1.7% |
0.0055 |
0.5% |
12% |
False |
True |
713 |
| 20 |
1.2262 |
1.1820 |
0.0442 |
3.7% |
0.0064 |
0.5% |
5% |
False |
True |
755 |
| 40 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0064 |
0.5% |
5% |
False |
True |
502 |
| 60 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0061 |
0.5% |
5% |
False |
True |
371 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
13% |
False |
False |
288 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
13% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2106 |
|
2.618 |
1.2017 |
|
1.618 |
1.1962 |
|
1.000 |
1.1929 |
|
0.618 |
1.1908 |
|
HIGH |
1.1874 |
|
0.618 |
1.1853 |
|
0.500 |
1.1847 |
|
0.382 |
1.1840 |
|
LOW |
1.1820 |
|
0.618 |
1.1786 |
|
1.000 |
1.1765 |
|
1.618 |
1.1731 |
|
2.618 |
1.1677 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1876 |
| PP |
1.1846 |
1.1865 |
| S1 |
1.1844 |
1.1854 |
|