CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1839 |
1.1853 |
0.0014 |
0.1% |
1.1839 |
| High |
1.1874 |
1.1882 |
0.0009 |
0.1% |
1.1863 |
| Low |
1.1803 |
1.1806 |
0.0003 |
0.0% |
1.1786 |
| Close |
1.1856 |
1.1871 |
0.0016 |
0.1% |
1.1805 |
| Range |
0.0071 |
0.0076 |
0.0006 |
7.8% |
0.0077 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.0% |
0.0000 |
| Volume |
382 |
321 |
-61 |
-16.0% |
1,435 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2081 |
1.2052 |
1.1913 |
|
| R3 |
1.2005 |
1.1976 |
1.1892 |
|
| R2 |
1.1929 |
1.1929 |
1.1885 |
|
| R1 |
1.1900 |
1.1900 |
1.1878 |
1.1915 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1860 |
| S1 |
1.1824 |
1.1824 |
1.1864 |
1.1839 |
| S2 |
1.1777 |
1.1777 |
1.1857 |
|
| S3 |
1.1701 |
1.1748 |
1.1850 |
|
| S4 |
1.1625 |
1.1672 |
1.1829 |
|
|
| 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 |
1.1882 |
1.1788 |
0.0094 |
0.8% |
0.0060 |
0.5% |
88% |
True |
False |
347 |
| 10 |
1.1885 |
1.1786 |
0.0099 |
0.8% |
0.0054 |
0.5% |
86% |
False |
False |
294 |
| 20 |
1.1949 |
1.1786 |
0.0163 |
1.4% |
0.0060 |
0.5% |
52% |
False |
False |
386 |
| 40 |
1.2271 |
1.1786 |
0.0485 |
4.1% |
0.0062 |
0.5% |
18% |
False |
False |
522 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0062 |
0.5% |
16% |
False |
False |
427 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0061 |
0.5% |
16% |
False |
False |
347 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
18% |
False |
False |
284 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
18% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2081 |
|
1.618 |
1.2005 |
|
1.000 |
1.1958 |
|
0.618 |
1.1929 |
|
HIGH |
1.1882 |
|
0.618 |
1.1853 |
|
0.500 |
1.1844 |
|
0.382 |
1.1835 |
|
LOW |
1.1806 |
|
0.618 |
1.1759 |
|
1.000 |
1.1730 |
|
1.618 |
1.1683 |
|
2.618 |
1.1607 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1862 |
1.1861 |
| PP |
1.1853 |
1.1850 |
| S1 |
1.1844 |
1.1840 |
|