CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2116 |
1.2118 |
0.0002 |
0.0% |
1.2010 |
| High |
1.2128 |
1.2169 |
0.0041 |
0.3% |
1.2136 |
| Low |
1.2093 |
1.2092 |
-0.0002 |
0.0% |
1.1981 |
| Close |
1.2123 |
1.2160 |
0.0037 |
0.3% |
1.2129 |
| Range |
0.0035 |
0.0077 |
0.0042 |
120.0% |
0.0155 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
360 |
810 |
450 |
125.0% |
2,534 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2371 |
1.2342 |
1.2202 |
|
| R3 |
1.2294 |
1.2265 |
1.2181 |
|
| R2 |
1.2217 |
1.2217 |
1.2174 |
|
| R1 |
1.2188 |
1.2188 |
1.2167 |
1.2203 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2147 |
| S1 |
1.2111 |
1.2111 |
1.2152 |
1.2126 |
| S2 |
1.2063 |
1.2063 |
1.2145 |
|
| S3 |
1.1986 |
1.2034 |
1.2138 |
|
| S4 |
1.1909 |
1.1957 |
1.2117 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2493 |
1.2214 |
|
| R3 |
1.2392 |
1.2338 |
1.2171 |
|
| R2 |
1.2237 |
1.2237 |
1.2157 |
|
| R1 |
1.2183 |
1.2183 |
1.2143 |
1.2210 |
| PP |
1.2082 |
1.2082 |
1.2082 |
1.2095 |
| S1 |
1.2028 |
1.2028 |
1.2114 |
1.2055 |
| S2 |
1.1927 |
1.1927 |
1.2100 |
|
| S3 |
1.1772 |
1.1873 |
1.2086 |
|
| S4 |
1.1617 |
1.1718 |
1.2043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2169 |
1.2031 |
0.0138 |
1.1% |
0.0066 |
0.5% |
93% |
True |
False |
618 |
| 10 |
1.2169 |
1.1981 |
0.0188 |
1.5% |
0.0061 |
0.5% |
95% |
True |
False |
512 |
| 20 |
1.2169 |
1.1746 |
0.0423 |
3.5% |
0.0061 |
0.5% |
98% |
True |
False |
411 |
| 40 |
1.2169 |
1.1746 |
0.0423 |
3.5% |
0.0064 |
0.5% |
98% |
True |
False |
387 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0062 |
0.5% |
75% |
False |
False |
311 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
62% |
False |
False |
243 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
62% |
False |
False |
196 |
| 120 |
1.2414 |
1.1716 |
0.0699 |
5.7% |
0.0061 |
0.5% |
64% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2370 |
|
1.618 |
1.2293 |
|
1.000 |
1.2246 |
|
0.618 |
1.2216 |
|
HIGH |
1.2169 |
|
0.618 |
1.2139 |
|
0.500 |
1.2130 |
|
0.382 |
1.2121 |
|
LOW |
1.2092 |
|
0.618 |
1.2044 |
|
1.000 |
1.2015 |
|
1.618 |
1.1967 |
|
2.618 |
1.1890 |
|
4.250 |
1.1764 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2150 |
1.2150 |
| PP |
1.2140 |
1.2140 |
| S1 |
1.2130 |
1.2130 |
|