CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1935 |
1.1938 |
0.0003 |
0.0% |
1.1867 |
| High |
1.1965 |
1.1953 |
-0.0012 |
-0.1% |
1.1965 |
| Low |
1.1910 |
1.1927 |
0.0017 |
0.1% |
1.1824 |
| Close |
1.1913 |
1.1930 |
0.0017 |
0.1% |
1.1913 |
| Range |
0.0055 |
0.0026 |
-0.0029 |
-52.7% |
0.0141 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
43 |
4 |
-39 |
-90.7% |
92 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2014 |
1.1998 |
1.1944 |
|
| R3 |
1.1988 |
1.1972 |
1.1937 |
|
| R2 |
1.1962 |
1.1962 |
1.1934 |
|
| R1 |
1.1946 |
1.1946 |
1.1932 |
1.1941 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1934 |
| S1 |
1.1920 |
1.1920 |
1.1927 |
1.1915 |
| S2 |
1.1910 |
1.1910 |
1.1925 |
|
| S3 |
1.1884 |
1.1894 |
1.1922 |
|
| S4 |
1.1858 |
1.1868 |
1.1915 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2322 |
1.2258 |
1.1990 |
|
| R3 |
1.2182 |
1.2118 |
1.1952 |
|
| R2 |
1.2041 |
1.2041 |
1.1939 |
|
| R1 |
1.1977 |
1.1977 |
1.1926 |
1.2009 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1917 |
| S1 |
1.1837 |
1.1837 |
1.1900 |
1.1869 |
| S2 |
1.1760 |
1.1760 |
1.1887 |
|
| S3 |
1.1620 |
1.1696 |
1.1874 |
|
| S4 |
1.1479 |
1.1556 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1965 |
1.1830 |
0.0135 |
1.1% |
0.0049 |
0.4% |
74% |
False |
False |
18 |
| 10 |
1.1965 |
1.1813 |
0.0152 |
1.3% |
0.0049 |
0.4% |
77% |
False |
False |
31 |
| 20 |
1.1965 |
1.1813 |
0.0152 |
1.3% |
0.0055 |
0.5% |
77% |
False |
False |
33 |
| 40 |
1.2286 |
1.1813 |
0.0473 |
4.0% |
0.0056 |
0.5% |
25% |
False |
False |
28 |
| 60 |
1.2334 |
1.1813 |
0.0521 |
4.4% |
0.0052 |
0.4% |
22% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2063 |
|
2.618 |
1.2021 |
|
1.618 |
1.1995 |
|
1.000 |
1.1979 |
|
0.618 |
1.1969 |
|
HIGH |
1.1953 |
|
0.618 |
1.1943 |
|
0.500 |
1.1940 |
|
0.382 |
1.1936 |
|
LOW |
1.1927 |
|
0.618 |
1.1910 |
|
1.000 |
1.1901 |
|
1.618 |
1.1884 |
|
2.618 |
1.1858 |
|
4.250 |
1.1816 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1937 |
| PP |
1.1936 |
1.1935 |
| S1 |
1.1933 |
1.1932 |
|