CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1815 |
1.1870 |
0.0055 |
0.5% |
1.1899 |
| High |
1.1874 |
1.1885 |
0.0011 |
0.1% |
1.1933 |
| Low |
1.1808 |
1.1833 |
0.0025 |
0.2% |
1.1820 |
| Close |
1.1866 |
1.1842 |
-0.0024 |
-0.2% |
1.1914 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-21.1% |
0.0113 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
308 |
120 |
-188 |
-61.0% |
1,686 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1979 |
1.1871 |
|
| R3 |
1.1958 |
1.1926 |
1.1856 |
|
| R2 |
1.1906 |
1.1906 |
1.1852 |
|
| R1 |
1.1874 |
1.1874 |
1.1847 |
1.1864 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1848 |
| S1 |
1.1821 |
1.1821 |
1.1837 |
1.1811 |
| S2 |
1.1801 |
1.1801 |
1.1832 |
|
| S3 |
1.1748 |
1.1769 |
1.1828 |
|
| S4 |
1.1696 |
1.1716 |
1.1813 |
|
|
| 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 |
1.1918 |
1.1808 |
0.0110 |
0.9% |
0.0064 |
0.5% |
31% |
False |
False |
425 |
| 10 |
1.1933 |
1.1808 |
0.0125 |
1.1% |
0.0066 |
0.6% |
28% |
False |
False |
463 |
| 20 |
1.2048 |
1.1808 |
0.0241 |
2.0% |
0.0064 |
0.5% |
14% |
False |
False |
663 |
| 40 |
1.2314 |
1.1808 |
0.0507 |
4.3% |
0.0065 |
0.5% |
7% |
False |
False |
530 |
| 60 |
1.2314 |
1.1808 |
0.0507 |
4.3% |
0.0063 |
0.5% |
7% |
False |
False |
405 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
13% |
False |
False |
315 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0061 |
0.5% |
13% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2108 |
|
2.618 |
1.2022 |
|
1.618 |
1.1970 |
|
1.000 |
1.1938 |
|
0.618 |
1.1917 |
|
HIGH |
1.1885 |
|
0.618 |
1.1865 |
|
0.500 |
1.1859 |
|
0.382 |
1.1853 |
|
LOW |
1.1833 |
|
0.618 |
1.1800 |
|
1.000 |
1.1780 |
|
1.618 |
1.1748 |
|
2.618 |
1.1695 |
|
4.250 |
1.1609 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1859 |
| PP |
1.1853 |
1.1854 |
| S1 |
1.1848 |
1.1848 |
|