CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1807 |
1.1839 |
0.0033 |
0.3% |
1.1839 |
| High |
1.1850 |
1.1874 |
0.0024 |
0.2% |
1.1863 |
| Low |
1.1797 |
1.1803 |
0.0006 |
0.1% |
1.1786 |
| Close |
1.1835 |
1.1856 |
0.0021 |
0.2% |
1.1805 |
| Range |
0.0053 |
0.0071 |
0.0018 |
33.0% |
0.0077 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.5% |
0.0000 |
| Volume |
577 |
382 |
-195 |
-33.8% |
1,435 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.2026 |
1.1894 |
|
| R3 |
1.1985 |
1.1956 |
1.1875 |
|
| R2 |
1.1915 |
1.1915 |
1.1868 |
|
| R1 |
1.1885 |
1.1885 |
1.1862 |
1.1900 |
| PP |
1.1844 |
1.1844 |
1.1844 |
1.1851 |
| S1 |
1.1815 |
1.1815 |
1.1849 |
1.1829 |
| S2 |
1.1774 |
1.1774 |
1.1843 |
|
| S3 |
1.1703 |
1.1744 |
1.1836 |
|
| S4 |
1.1633 |
1.1674 |
1.1817 |
|
|
| 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 |
1.1874 |
1.1786 |
0.0088 |
0.7% |
0.0056 |
0.5% |
79% |
True |
False |
357 |
| 10 |
1.1885 |
1.1786 |
0.0099 |
0.8% |
0.0053 |
0.4% |
70% |
False |
False |
293 |
| 20 |
1.1969 |
1.1786 |
0.0183 |
1.5% |
0.0059 |
0.5% |
38% |
False |
False |
376 |
| 40 |
1.2299 |
1.1786 |
0.0513 |
4.3% |
0.0062 |
0.5% |
14% |
False |
False |
517 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0062 |
0.5% |
13% |
False |
False |
422 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.5% |
0.0061 |
0.5% |
13% |
False |
False |
343 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
15% |
False |
False |
283 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
15% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2173 |
|
2.618 |
1.2058 |
|
1.618 |
1.1988 |
|
1.000 |
1.1944 |
|
0.618 |
1.1917 |
|
HIGH |
1.1874 |
|
0.618 |
1.1847 |
|
0.500 |
1.1838 |
|
0.382 |
1.1830 |
|
LOW |
1.1803 |
|
0.618 |
1.1759 |
|
1.000 |
1.1733 |
|
1.618 |
1.1689 |
|
2.618 |
1.1618 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1850 |
1.1847 |
| PP |
1.1844 |
1.1839 |
| S1 |
1.1838 |
1.1831 |
|