CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1829 |
1.1806 |
-0.0023 |
-0.2% |
1.1910 |
| High |
1.1836 |
1.1839 |
0.0003 |
0.0% |
1.1917 |
| Low |
1.1790 |
1.1786 |
-0.0004 |
0.0% |
1.1808 |
| Close |
1.1817 |
1.1835 |
0.0018 |
0.2% |
1.1844 |
| Range |
0.0046 |
0.0053 |
0.0007 |
14.1% |
0.0109 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
330 |
373 |
43 |
13.0% |
1,692 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1977 |
1.1958 |
1.1863 |
|
| R3 |
1.1925 |
1.1906 |
1.1849 |
|
| R2 |
1.1872 |
1.1872 |
1.1844 |
|
| R1 |
1.1853 |
1.1853 |
1.1839 |
1.1863 |
| PP |
1.1820 |
1.1820 |
1.1820 |
1.1824 |
| S1 |
1.1801 |
1.1801 |
1.1830 |
1.1810 |
| S2 |
1.1767 |
1.1767 |
1.1825 |
|
| S3 |
1.1715 |
1.1748 |
1.1820 |
|
| S4 |
1.1662 |
1.1696 |
1.1806 |
|
|
| 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 |
1.1885 |
1.1786 |
0.0099 |
0.8% |
0.0048 |
0.4% |
49% |
False |
True |
242 |
| 10 |
1.1918 |
1.1786 |
0.0132 |
1.1% |
0.0059 |
0.5% |
37% |
False |
True |
342 |
| 20 |
1.2016 |
1.1786 |
0.0230 |
1.9% |
0.0057 |
0.5% |
21% |
False |
True |
527 |
| 40 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0062 |
0.5% |
9% |
False |
True |
539 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0062 |
0.5% |
9% |
False |
True |
416 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
12% |
False |
False |
327 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0061 |
0.5% |
12% |
False |
False |
269 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
12% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2062 |
|
2.618 |
1.1976 |
|
1.618 |
1.1923 |
|
1.000 |
1.1891 |
|
0.618 |
1.1871 |
|
HIGH |
1.1839 |
|
0.618 |
1.1818 |
|
0.500 |
1.1812 |
|
0.382 |
1.1806 |
|
LOW |
1.1786 |
|
0.618 |
1.1754 |
|
1.000 |
1.1734 |
|
1.618 |
1.1701 |
|
2.618 |
1.1649 |
|
4.250 |
1.1563 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1830 |
| PP |
1.1820 |
1.1826 |
| S1 |
1.1812 |
1.1822 |
|