CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1877 |
1.1920 |
0.0044 |
0.4% |
1.1807 |
| High |
1.1925 |
1.1940 |
0.0015 |
0.1% |
1.1940 |
| Low |
1.1874 |
1.1884 |
0.0010 |
0.1% |
1.1797 |
| Close |
1.1923 |
1.1888 |
-0.0035 |
-0.3% |
1.1888 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0143 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
459 |
545 |
86 |
18.7% |
2,284 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2072 |
1.2036 |
1.1918 |
|
| R3 |
1.2016 |
1.1980 |
1.1903 |
|
| R2 |
1.1960 |
1.1960 |
1.1898 |
|
| R1 |
1.1924 |
1.1924 |
1.1893 |
1.1914 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1899 |
| S1 |
1.1868 |
1.1868 |
1.1882 |
1.1858 |
| S2 |
1.1848 |
1.1848 |
1.1877 |
|
| S3 |
1.1792 |
1.1812 |
1.1872 |
|
| S4 |
1.1736 |
1.1756 |
1.1857 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2237 |
1.1966 |
|
| R3 |
1.2160 |
1.2095 |
1.1927 |
|
| R2 |
1.2017 |
1.2017 |
1.1914 |
|
| R1 |
1.1952 |
1.1952 |
1.1901 |
1.1985 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1891 |
| S1 |
1.1810 |
1.1810 |
1.1874 |
1.1842 |
| S2 |
1.1732 |
1.1732 |
1.1861 |
|
| S3 |
1.1590 |
1.1667 |
1.1848 |
|
| S4 |
1.1447 |
1.1525 |
1.1809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1797 |
0.0143 |
1.2% |
0.0061 |
0.5% |
64% |
True |
False |
456 |
| 10 |
1.1940 |
1.1786 |
0.0154 |
1.3% |
0.0057 |
0.5% |
66% |
True |
False |
371 |
| 20 |
1.1940 |
1.1786 |
0.0154 |
1.3% |
0.0060 |
0.5% |
66% |
True |
False |
371 |
| 40 |
1.2262 |
1.1786 |
0.0476 |
4.0% |
0.0061 |
0.5% |
21% |
False |
False |
543 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0063 |
0.5% |
19% |
False |
False |
442 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0060 |
0.5% |
19% |
False |
False |
359 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
21% |
False |
False |
294 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
21% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.2086 |
|
1.618 |
1.2030 |
|
1.000 |
1.1996 |
|
0.618 |
1.1974 |
|
HIGH |
1.1940 |
|
0.618 |
1.1918 |
|
0.500 |
1.1912 |
|
0.382 |
1.1905 |
|
LOW |
1.1884 |
|
0.618 |
1.1849 |
|
1.000 |
1.1828 |
|
1.618 |
1.1793 |
|
2.618 |
1.1737 |
|
4.250 |
1.1646 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1883 |
| PP |
1.1904 |
1.1878 |
| S1 |
1.1896 |
1.1873 |
|