CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1806 |
1.1807 |
0.0001 |
0.0% |
1.1839 |
| High |
1.1819 |
1.1850 |
0.0031 |
0.3% |
1.1863 |
| Low |
1.1788 |
1.1797 |
0.0009 |
0.1% |
1.1786 |
| Close |
1.1805 |
1.1835 |
0.0030 |
0.3% |
1.1805 |
| Range |
0.0031 |
0.0053 |
0.0022 |
71.0% |
0.0077 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
186 |
577 |
391 |
210.2% |
1,435 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1963 |
1.1864 |
|
| R3 |
1.1933 |
1.1910 |
1.1849 |
|
| R2 |
1.1880 |
1.1880 |
1.1844 |
|
| R1 |
1.1857 |
1.1857 |
1.1839 |
1.1869 |
| PP |
1.1827 |
1.1827 |
1.1827 |
1.1833 |
| S1 |
1.1804 |
1.1804 |
1.1830 |
1.1816 |
| S2 |
1.1774 |
1.1774 |
1.1825 |
|
| S3 |
1.1721 |
1.1751 |
1.1820 |
|
| S4 |
1.1668 |
1.1698 |
1.1805 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2047 |
1.2002 |
1.1847 |
|
| R3 |
1.1971 |
1.1926 |
1.1826 |
|
| R2 |
1.1894 |
1.1894 |
1.1819 |
|
| R1 |
1.1849 |
1.1849 |
1.1812 |
1.1834 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1810 |
| S1 |
1.1773 |
1.1773 |
1.1797 |
1.1757 |
| S2 |
1.1741 |
1.1741 |
1.1790 |
|
| S3 |
1.1665 |
1.1696 |
1.1783 |
|
| S4 |
1.1588 |
1.1620 |
1.1762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1863 |
1.1786 |
0.0077 |
0.6% |
0.0051 |
0.4% |
63% |
False |
False |
347 |
| 10 |
1.1911 |
1.1786 |
0.0125 |
1.1% |
0.0056 |
0.5% |
39% |
False |
False |
301 |
| 20 |
1.1986 |
1.1786 |
0.0200 |
1.7% |
0.0058 |
0.5% |
24% |
False |
False |
380 |
| 40 |
1.2299 |
1.1786 |
0.0513 |
4.3% |
0.0062 |
0.5% |
9% |
False |
False |
510 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0063 |
0.5% |
9% |
False |
False |
418 |
| 80 |
1.2314 |
1.1780 |
0.0535 |
4.5% |
0.0061 |
0.5% |
10% |
False |
False |
338 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
12% |
False |
False |
279 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
12% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2075 |
|
2.618 |
1.1989 |
|
1.618 |
1.1936 |
|
1.000 |
1.1903 |
|
0.618 |
1.1883 |
|
HIGH |
1.1850 |
|
0.618 |
1.1830 |
|
0.500 |
1.1824 |
|
0.382 |
1.1817 |
|
LOW |
1.1797 |
|
0.618 |
1.1764 |
|
1.000 |
1.1744 |
|
1.618 |
1.1711 |
|
2.618 |
1.1658 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1831 |
| PP |
1.1827 |
1.1828 |
| S1 |
1.1824 |
1.1825 |
|