CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1916 |
-0.0014 |
-0.1% |
1.1777 |
| High |
1.1936 |
1.1935 |
-0.0001 |
0.0% |
1.1943 |
| Low |
1.1883 |
1.1886 |
0.0004 |
0.0% |
1.1754 |
| Close |
1.1919 |
1.1921 |
0.0002 |
0.0% |
1.1919 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0190 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
150,628 |
141,547 |
-9,081 |
-6.0% |
745,363 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2040 |
1.1947 |
|
| R3 |
1.2012 |
1.1991 |
1.1934 |
|
| R2 |
1.1963 |
1.1963 |
1.1929 |
|
| R1 |
1.1942 |
1.1942 |
1.1925 |
1.1952 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1919 |
| S1 |
1.1893 |
1.1893 |
1.1916 |
1.1903 |
| S2 |
1.1865 |
1.1865 |
1.1912 |
|
| S3 |
1.1816 |
1.1844 |
1.1907 |
|
| S4 |
1.1767 |
1.1795 |
1.1894 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2440 |
1.2369 |
1.2023 |
|
| R3 |
1.2251 |
1.2179 |
1.1971 |
|
| R2 |
1.2061 |
1.2061 |
1.1953 |
|
| R1 |
1.1990 |
1.1990 |
1.1936 |
1.2026 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1890 |
| S1 |
1.1800 |
1.1800 |
1.1901 |
1.1836 |
| S2 |
1.1682 |
1.1682 |
1.1884 |
|
| S3 |
1.1493 |
1.1611 |
1.1866 |
|
| S4 |
1.1303 |
1.1421 |
1.1814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1943 |
1.1812 |
0.0132 |
1.1% |
0.0061 |
0.5% |
83% |
False |
False |
157,864 |
| 10 |
1.1943 |
1.1722 |
0.0222 |
1.9% |
0.0061 |
0.5% |
90% |
False |
False |
152,008 |
| 20 |
1.2011 |
1.1722 |
0.0290 |
2.4% |
0.0066 |
0.5% |
69% |
False |
False |
160,775 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
36% |
False |
False |
108,730 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
36% |
False |
False |
72,736 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
30% |
False |
False |
54,642 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
30% |
False |
False |
43,743 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0068 |
0.6% |
35% |
False |
False |
36,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.2063 |
|
1.618 |
1.2014 |
|
1.000 |
1.1984 |
|
0.618 |
1.1965 |
|
HIGH |
1.1935 |
|
0.618 |
1.1916 |
|
0.500 |
1.1911 |
|
0.382 |
1.1905 |
|
LOW |
1.1886 |
|
0.618 |
1.1856 |
|
1.000 |
1.1837 |
|
1.618 |
1.1807 |
|
2.618 |
1.1758 |
|
4.250 |
1.1678 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1917 |
| PP |
1.1914 |
1.1913 |
| S1 |
1.1911 |
1.1910 |
|