CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1846 |
1.1839 |
-0.0008 |
-0.1% |
1.1910 |
| High |
1.1856 |
1.1858 |
0.0002 |
0.0% |
1.1917 |
| Low |
1.1827 |
1.1799 |
-0.0028 |
-0.2% |
1.1808 |
| Close |
1.1844 |
1.1826 |
-0.0018 |
-0.1% |
1.1844 |
| Range |
0.0030 |
0.0059 |
0.0030 |
100.0% |
0.0109 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
112 |
275 |
163 |
145.5% |
1,692 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2004 |
1.1974 |
1.1858 |
|
| R3 |
1.1945 |
1.1915 |
1.1842 |
|
| R2 |
1.1886 |
1.1886 |
1.1837 |
|
| R1 |
1.1856 |
1.1856 |
1.1831 |
1.1842 |
| PP |
1.1827 |
1.1827 |
1.1827 |
1.1820 |
| S1 |
1.1797 |
1.1797 |
1.1821 |
1.1783 |
| S2 |
1.1768 |
1.1768 |
1.1815 |
|
| S3 |
1.1709 |
1.1738 |
1.1810 |
|
| S4 |
1.1650 |
1.1679 |
1.1794 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.2122 |
1.1903 |
|
| R3 |
1.2074 |
1.2013 |
1.1873 |
|
| R2 |
1.1965 |
1.1965 |
1.1863 |
|
| R1 |
1.1904 |
1.1904 |
1.1853 |
1.1880 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1844 |
| S1 |
1.1795 |
1.1795 |
1.1834 |
1.1771 |
| S2 |
1.1747 |
1.1747 |
1.1824 |
|
| S3 |
1.1638 |
1.1686 |
1.1814 |
|
| S4 |
1.1529 |
1.1577 |
1.1784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1911 |
1.1799 |
0.0113 |
1.0% |
0.0062 |
0.5% |
24% |
False |
True |
256 |
| 10 |
1.1933 |
1.1799 |
0.0134 |
1.1% |
0.0063 |
0.5% |
21% |
False |
True |
365 |
| 20 |
1.2016 |
1.1799 |
0.0217 |
1.8% |
0.0059 |
0.5% |
13% |
False |
True |
532 |
| 40 |
1.2314 |
1.1799 |
0.0516 |
4.4% |
0.0063 |
0.5% |
5% |
False |
True |
531 |
| 60 |
1.2314 |
1.1799 |
0.0516 |
4.4% |
0.0062 |
0.5% |
5% |
False |
True |
406 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
10% |
False |
False |
319 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0061 |
0.5% |
10% |
False |
False |
265 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
10% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2108 |
|
2.618 |
1.2012 |
|
1.618 |
1.1953 |
|
1.000 |
1.1917 |
|
0.618 |
1.1894 |
|
HIGH |
1.1858 |
|
0.618 |
1.1835 |
|
0.500 |
1.1828 |
|
0.382 |
1.1821 |
|
LOW |
1.1799 |
|
0.618 |
1.1762 |
|
1.000 |
1.1740 |
|
1.618 |
1.1703 |
|
2.618 |
1.1644 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1828 |
1.1842 |
| PP |
1.1827 |
1.1837 |
| S1 |
1.1827 |
1.1831 |
|