CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1888 |
-0.0002 |
0.0% |
1.1812 |
| High |
1.1932 |
1.1943 |
0.0012 |
0.1% |
1.1814 |
| Low |
1.1877 |
1.1876 |
-0.0001 |
0.0% |
1.1722 |
| Close |
1.1883 |
1.1933 |
0.0051 |
0.4% |
1.1789 |
| Range |
0.0055 |
0.0067 |
0.0013 |
22.9% |
0.0092 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
174,211 |
152,234 |
-21,977 |
-12.6% |
633,175 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2093 |
1.1970 |
|
| R3 |
1.2051 |
1.2026 |
1.1951 |
|
| R2 |
1.1984 |
1.1984 |
1.1945 |
|
| R1 |
1.1959 |
1.1959 |
1.1939 |
1.1972 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1924 |
| S1 |
1.1892 |
1.1892 |
1.1927 |
1.1905 |
| S2 |
1.1850 |
1.1850 |
1.1921 |
|
| S3 |
1.1783 |
1.1825 |
1.1915 |
|
| S4 |
1.1716 |
1.1758 |
1.1896 |
|
|
| 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 |
1.1943 |
1.1730 |
0.0214 |
1.8% |
0.0071 |
0.6% |
95% |
True |
False |
151,184 |
| 10 |
1.1943 |
1.1722 |
0.0222 |
1.9% |
0.0062 |
0.5% |
95% |
True |
False |
154,996 |
| 20 |
1.2015 |
1.1722 |
0.0293 |
2.5% |
0.0068 |
0.6% |
72% |
False |
False |
173,949 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
38% |
False |
False |
101,498 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
38% |
False |
False |
67,888 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
32% |
False |
False |
50,998 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
32% |
False |
False |
40,821 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
36% |
False |
False |
34,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2228 |
|
2.618 |
1.2118 |
|
1.618 |
1.2051 |
|
1.000 |
1.2010 |
|
0.618 |
1.1984 |
|
HIGH |
1.1943 |
|
0.618 |
1.1917 |
|
0.500 |
1.1910 |
|
0.382 |
1.1902 |
|
LOW |
1.1876 |
|
0.618 |
1.1835 |
|
1.000 |
1.1809 |
|
1.618 |
1.1768 |
|
2.618 |
1.1701 |
|
4.250 |
1.1591 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1925 |
1.1914 |
| PP |
1.1917 |
1.1896 |
| S1 |
1.1910 |
1.1877 |
|