CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1736 |
1.1745 |
0.0009 |
0.1% |
1.1900 |
| High |
1.1779 |
1.1798 |
0.0019 |
0.2% |
1.1969 |
| Low |
1.1722 |
1.1730 |
0.0008 |
0.1% |
1.1780 |
| Close |
1.1742 |
1.1789 |
0.0047 |
0.4% |
1.1810 |
| Range |
0.0057 |
0.0068 |
0.0011 |
19.3% |
0.0189 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
180,803 |
161,185 |
-19,618 |
-10.9% |
814,790 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1950 |
1.1826 |
|
| R3 |
1.1908 |
1.1882 |
1.1807 |
|
| R2 |
1.1840 |
1.1840 |
1.1801 |
|
| R1 |
1.1814 |
1.1814 |
1.1795 |
1.1827 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1778 |
| S1 |
1.1746 |
1.1746 |
1.1782 |
1.1759 |
| S2 |
1.1704 |
1.1704 |
1.1776 |
|
| S3 |
1.1636 |
1.1678 |
1.1770 |
|
| S4 |
1.1568 |
1.1610 |
1.1751 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2304 |
1.1913 |
|
| R3 |
1.2231 |
1.2115 |
1.1861 |
|
| R2 |
1.2042 |
1.2042 |
1.1844 |
|
| R1 |
1.1926 |
1.1926 |
1.1827 |
1.1889 |
| PP |
1.1853 |
1.1853 |
1.1853 |
1.1835 |
| S1 |
1.1737 |
1.1737 |
1.1792 |
1.1700 |
| S2 |
1.1664 |
1.1664 |
1.1775 |
|
| S3 |
1.1475 |
1.1548 |
1.1758 |
|
| S4 |
1.1286 |
1.1359 |
1.1706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1825 |
1.1722 |
0.0103 |
0.9% |
0.0052 |
0.4% |
65% |
False |
False |
153,163 |
| 10 |
1.1969 |
1.1722 |
0.0248 |
2.1% |
0.0061 |
0.5% |
27% |
False |
False |
162,234 |
| 20 |
1.2015 |
1.1722 |
0.0293 |
2.5% |
0.0069 |
0.6% |
23% |
False |
False |
168,664 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.7% |
0.0071 |
0.6% |
12% |
False |
False |
86,733 |
| 60 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0072 |
0.6% |
10% |
False |
False |
58,007 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0072 |
0.6% |
10% |
False |
False |
43,581 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0071 |
0.6% |
10% |
False |
False |
34,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2087 |
|
2.618 |
1.1976 |
|
1.618 |
1.1908 |
|
1.000 |
1.1866 |
|
0.618 |
1.1840 |
|
HIGH |
1.1798 |
|
0.618 |
1.1772 |
|
0.500 |
1.1764 |
|
0.382 |
1.1755 |
|
LOW |
1.1730 |
|
0.618 |
1.1687 |
|
1.000 |
1.1662 |
|
1.618 |
1.1619 |
|
2.618 |
1.1551 |
|
4.250 |
1.1441 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1780 |
1.1779 |
| PP |
1.1772 |
1.1769 |
| S1 |
1.1764 |
1.1760 |
|