CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1853 |
1.1877 |
0.0024 |
0.2% |
1.1839 |
| High |
1.1882 |
1.1925 |
0.0043 |
0.4% |
1.1863 |
| Low |
1.1806 |
1.1874 |
0.0068 |
0.6% |
1.1786 |
| Close |
1.1871 |
1.1923 |
0.0052 |
0.4% |
1.1805 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.9% |
0.0077 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
321 |
459 |
138 |
43.0% |
1,435 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2042 |
1.1951 |
|
| R3 |
1.2009 |
1.1991 |
1.1937 |
|
| R2 |
1.1958 |
1.1958 |
1.1932 |
|
| R1 |
1.1940 |
1.1940 |
1.1927 |
1.1949 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1911 |
| S1 |
1.1889 |
1.1889 |
1.1918 |
1.1898 |
| S2 |
1.1856 |
1.1856 |
1.1913 |
|
| S3 |
1.1805 |
1.1838 |
1.1908 |
|
| S4 |
1.1754 |
1.1787 |
1.1894 |
|
|
| 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 |
1.1925 |
1.1788 |
0.0137 |
1.1% |
0.0056 |
0.5% |
99% |
True |
False |
385 |
| 10 |
1.1925 |
1.1786 |
0.0139 |
1.2% |
0.0054 |
0.5% |
99% |
True |
False |
328 |
| 20 |
1.1933 |
1.1786 |
0.0147 |
1.2% |
0.0060 |
0.5% |
93% |
False |
False |
396 |
| 40 |
1.2262 |
1.1786 |
0.0476 |
4.0% |
0.0062 |
0.5% |
29% |
False |
False |
531 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0063 |
0.5% |
26% |
False |
False |
433 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0060 |
0.5% |
26% |
False |
False |
352 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
28% |
False |
False |
289 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
28% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2141 |
|
2.618 |
1.2058 |
|
1.618 |
1.2007 |
|
1.000 |
1.1976 |
|
0.618 |
1.1956 |
|
HIGH |
1.1925 |
|
0.618 |
1.1905 |
|
0.500 |
1.1899 |
|
0.382 |
1.1893 |
|
LOW |
1.1874 |
|
0.618 |
1.1842 |
|
1.000 |
1.1823 |
|
1.618 |
1.1791 |
|
2.618 |
1.1740 |
|
4.250 |
1.1657 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1915 |
1.1903 |
| PP |
1.1907 |
1.1883 |
| S1 |
1.1899 |
1.1864 |
|