CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1777 |
1.1831 |
0.0054 |
0.5% |
1.1812 |
| High |
1.1838 |
1.1895 |
0.0057 |
0.5% |
1.1814 |
| Low |
1.1754 |
1.1812 |
0.0058 |
0.5% |
1.1722 |
| Close |
1.1829 |
1.1888 |
0.0059 |
0.5% |
1.1789 |
| Range |
0.0084 |
0.0083 |
-0.0001 |
-1.2% |
0.0092 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0000 |
| Volume |
97,590 |
170,700 |
73,110 |
74.9% |
633,175 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.2084 |
1.1933 |
|
| R3 |
1.2031 |
1.2001 |
1.1910 |
|
| R2 |
1.1948 |
1.1948 |
1.1903 |
|
| R1 |
1.1918 |
1.1918 |
1.1895 |
1.1933 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1872 |
| S1 |
1.1835 |
1.1835 |
1.1880 |
1.1850 |
| S2 |
1.1782 |
1.1782 |
1.1872 |
|
| S3 |
1.1699 |
1.1752 |
1.1865 |
|
| S4 |
1.1616 |
1.1669 |
1.1842 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2012 |
1.1839 |
|
| R3 |
1.1959 |
1.1920 |
1.1814 |
|
| R2 |
1.1867 |
1.1867 |
1.1805 |
|
| R1 |
1.1828 |
1.1828 |
1.1797 |
1.1801 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1761 |
| S1 |
1.1736 |
1.1736 |
1.1780 |
1.1709 |
| S2 |
1.1683 |
1.1683 |
1.1772 |
|
| S3 |
1.1591 |
1.1644 |
1.1763 |
|
| S4 |
1.1499 |
1.1552 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1722 |
0.0173 |
1.5% |
0.0071 |
0.6% |
96% |
True |
False |
152,844 |
| 10 |
1.1963 |
1.1722 |
0.0241 |
2.0% |
0.0064 |
0.5% |
69% |
False |
False |
156,636 |
| 20 |
1.2015 |
1.1722 |
0.0293 |
2.5% |
0.0069 |
0.6% |
57% |
False |
False |
178,748 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
30% |
False |
False |
93,373 |
| 60 |
1.2327 |
1.1722 |
0.0605 |
5.1% |
0.0072 |
0.6% |
27% |
False |
False |
62,460 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
25% |
False |
False |
46,925 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
25% |
False |
False |
37,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2247 |
|
2.618 |
1.2112 |
|
1.618 |
1.2029 |
|
1.000 |
1.1978 |
|
0.618 |
1.1946 |
|
HIGH |
1.1895 |
|
0.618 |
1.1863 |
|
0.500 |
1.1853 |
|
0.382 |
1.1843 |
|
LOW |
1.1812 |
|
0.618 |
1.1760 |
|
1.000 |
1.1729 |
|
1.618 |
1.1677 |
|
2.618 |
1.1594 |
|
4.250 |
1.1459 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1876 |
1.1862 |
| PP |
1.1865 |
1.1837 |
| S1 |
1.1853 |
1.1812 |
|