CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1831 |
1.1890 |
0.0059 |
0.5% |
1.1812 |
| High |
1.1895 |
1.1932 |
0.0037 |
0.3% |
1.1814 |
| Low |
1.1812 |
1.1877 |
0.0066 |
0.6% |
1.1722 |
| Close |
1.1888 |
1.1883 |
-0.0005 |
0.0% |
1.1789 |
| Range |
0.0083 |
0.0055 |
-0.0029 |
-34.3% |
0.0092 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
170,700 |
174,211 |
3,511 |
2.1% |
633,175 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2026 |
1.1912 |
|
| R3 |
1.2006 |
1.1972 |
1.1897 |
|
| R2 |
1.1952 |
1.1952 |
1.1892 |
|
| R1 |
1.1917 |
1.1917 |
1.1887 |
1.1907 |
| PP |
1.1897 |
1.1897 |
1.1897 |
1.1892 |
| S1 |
1.1863 |
1.1863 |
1.1878 |
1.1853 |
| S2 |
1.1843 |
1.1843 |
1.1873 |
|
| S3 |
1.1788 |
1.1808 |
1.1868 |
|
| S4 |
1.1734 |
1.1754 |
1.1853 |
|
|
| 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 |
1.1932 |
1.1722 |
0.0210 |
1.8% |
0.0069 |
0.6% |
77% |
True |
False |
156,897 |
| 10 |
1.1932 |
1.1722 |
0.0210 |
1.8% |
0.0059 |
0.5% |
77% |
True |
False |
156,421 |
| 20 |
1.2015 |
1.1722 |
0.0293 |
2.5% |
0.0068 |
0.6% |
55% |
False |
False |
182,450 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
29% |
False |
False |
97,703 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
29% |
False |
False |
65,357 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
24% |
False |
False |
49,098 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
24% |
False |
False |
39,299 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0068 |
0.6% |
29% |
False |
False |
32,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.2074 |
|
1.618 |
1.2020 |
|
1.000 |
1.1986 |
|
0.618 |
1.1965 |
|
HIGH |
1.1932 |
|
0.618 |
1.1911 |
|
0.500 |
1.1904 |
|
0.382 |
1.1898 |
|
LOW |
1.1877 |
|
0.618 |
1.1843 |
|
1.000 |
1.1823 |
|
1.618 |
1.1789 |
|
2.618 |
1.1734 |
|
4.250 |
1.1645 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1869 |
| PP |
1.1897 |
1.1856 |
| S1 |
1.1890 |
1.1843 |
|