CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1898 |
1.1904 |
0.0006 |
0.1% |
1.1807 |
| High |
1.1929 |
1.1924 |
-0.0005 |
0.0% |
1.1940 |
| Low |
1.1891 |
1.1885 |
-0.0006 |
0.0% |
1.1797 |
| Close |
1.1904 |
1.1894 |
-0.0011 |
-0.1% |
1.1888 |
| Range |
0.0038 |
0.0039 |
0.0001 |
1.3% |
0.0143 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
588 |
172 |
-416 |
-70.7% |
2,284 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1993 |
1.1915 |
|
| R3 |
1.1978 |
1.1955 |
1.1904 |
|
| R2 |
1.1939 |
1.1939 |
1.1901 |
|
| R1 |
1.1916 |
1.1916 |
1.1897 |
1.1909 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1897 |
| S1 |
1.1878 |
1.1878 |
1.1890 |
1.1870 |
| S2 |
1.1862 |
1.1862 |
1.1886 |
|
| S3 |
1.1824 |
1.1839 |
1.1883 |
|
| S4 |
1.1785 |
1.1801 |
1.1872 |
|
|
| 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 |
1.1806 |
0.0134 |
1.1% |
0.0052 |
0.4% |
66% |
False |
False |
417 |
| 10 |
1.1940 |
1.1786 |
0.0154 |
1.3% |
0.0054 |
0.5% |
70% |
False |
False |
387 |
| 20 |
1.1940 |
1.1786 |
0.0154 |
1.3% |
0.0056 |
0.5% |
70% |
False |
False |
359 |
| 40 |
1.2262 |
1.1786 |
0.0476 |
4.0% |
0.0060 |
0.5% |
23% |
False |
False |
552 |
| 60 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0061 |
0.5% |
20% |
False |
False |
451 |
| 80 |
1.2314 |
1.1786 |
0.0528 |
4.4% |
0.0060 |
0.5% |
20% |
False |
False |
365 |
| 100 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0059 |
0.5% |
22% |
False |
False |
300 |
| 120 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
22% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2087 |
|
2.618 |
1.2024 |
|
1.618 |
1.1986 |
|
1.000 |
1.1962 |
|
0.618 |
1.1947 |
|
HIGH |
1.1924 |
|
0.618 |
1.1909 |
|
0.500 |
1.1904 |
|
0.382 |
1.1900 |
|
LOW |
1.1885 |
|
0.618 |
1.1861 |
|
1.000 |
1.1847 |
|
1.618 |
1.1823 |
|
2.618 |
1.1784 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1912 |
| PP |
1.1901 |
1.1906 |
| S1 |
1.1897 |
1.1900 |
|