CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1881 |
1.1910 |
0.0029 |
0.2% |
1.1899 |
| High |
1.1918 |
1.1917 |
-0.0001 |
0.0% |
1.1933 |
| Low |
1.1862 |
1.1874 |
0.0012 |
0.1% |
1.1820 |
| Close |
1.1914 |
1.1895 |
-0.0020 |
-0.2% |
1.1914 |
| Range |
0.0056 |
0.0043 |
-0.0013 |
-22.5% |
0.0113 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
547 |
686 |
139 |
25.4% |
1,686 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2024 |
1.2002 |
1.1918 |
|
| R3 |
1.1981 |
1.1959 |
1.1906 |
|
| R2 |
1.1938 |
1.1938 |
1.1902 |
|
| R1 |
1.1916 |
1.1916 |
1.1898 |
1.1906 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1890 |
| S1 |
1.1873 |
1.1873 |
1.1891 |
1.1863 |
| S2 |
1.1852 |
1.1852 |
1.1887 |
|
| S3 |
1.1809 |
1.1830 |
1.1883 |
|
| S4 |
1.1766 |
1.1787 |
1.1871 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2184 |
1.1976 |
|
| R3 |
1.2115 |
1.2071 |
1.1945 |
|
| R2 |
1.2002 |
1.2002 |
1.1935 |
|
| R1 |
1.1958 |
1.1958 |
1.1924 |
1.1980 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1900 |
| S1 |
1.1845 |
1.1845 |
1.1904 |
1.1867 |
| S2 |
1.1776 |
1.1776 |
1.1893 |
|
| S3 |
1.1663 |
1.1732 |
1.1883 |
|
| S4 |
1.1550 |
1.1619 |
1.1852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1933 |
1.1820 |
0.0113 |
1.0% |
0.0065 |
0.5% |
66% |
False |
False |
474 |
| 10 |
1.1986 |
1.1820 |
0.0167 |
1.4% |
0.0059 |
0.5% |
45% |
False |
False |
458 |
| 20 |
1.2190 |
1.1820 |
0.0370 |
3.1% |
0.0064 |
0.5% |
20% |
False |
False |
665 |
| 40 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0064 |
0.5% |
15% |
False |
False |
514 |
| 60 |
1.2314 |
1.1820 |
0.0495 |
4.2% |
0.0062 |
0.5% |
15% |
False |
False |
393 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
23% |
False |
False |
306 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
23% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2099 |
|
2.618 |
1.2029 |
|
1.618 |
1.1986 |
|
1.000 |
1.1960 |
|
0.618 |
1.1943 |
|
HIGH |
1.1917 |
|
0.618 |
1.1900 |
|
0.500 |
1.1895 |
|
0.382 |
1.1890 |
|
LOW |
1.1874 |
|
0.618 |
1.1847 |
|
1.000 |
1.1831 |
|
1.618 |
1.1804 |
|
2.618 |
1.1761 |
|
4.250 |
1.1691 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1886 |
| PP |
1.1895 |
1.1878 |
| S1 |
1.1895 |
1.1869 |
|