CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1916 |
1.1928 |
0.0012 |
0.1% |
1.1777 |
| High |
1.1935 |
1.1972 |
0.0037 |
0.3% |
1.1943 |
| Low |
1.1886 |
1.1893 |
0.0007 |
0.1% |
1.1754 |
| Close |
1.1921 |
1.1962 |
0.0041 |
0.3% |
1.1919 |
| Range |
0.0049 |
0.0079 |
0.0030 |
61.2% |
0.0190 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.3% |
0.0000 |
| Volume |
141,547 |
181,518 |
39,971 |
28.2% |
745,363 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2179 |
1.2149 |
1.2005 |
|
| R3 |
1.2100 |
1.2070 |
1.1983 |
|
| R2 |
1.2021 |
1.2021 |
1.1976 |
|
| R1 |
1.1991 |
1.1991 |
1.1969 |
1.2006 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1949 |
| S1 |
1.1912 |
1.1912 |
1.1954 |
1.1927 |
| S2 |
1.1863 |
1.1863 |
1.1947 |
|
| S3 |
1.1784 |
1.1833 |
1.1940 |
|
| S4 |
1.1705 |
1.1754 |
1.1918 |
|
|
| 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 |
1.1972 |
1.1876 |
0.0096 |
0.8% |
0.0061 |
0.5% |
90% |
True |
False |
160,027 |
| 10 |
1.1972 |
1.1722 |
0.0250 |
2.1% |
0.0066 |
0.6% |
96% |
True |
False |
156,435 |
| 20 |
1.2011 |
1.1722 |
0.0290 |
2.4% |
0.0067 |
0.6% |
83% |
False |
False |
162,315 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0072 |
0.6% |
44% |
False |
False |
113,260 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
44% |
False |
False |
75,753 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
36% |
False |
False |
56,909 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
36% |
False |
False |
45,558 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
40% |
False |
False |
37,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2307 |
|
2.618 |
1.2178 |
|
1.618 |
1.2099 |
|
1.000 |
1.2051 |
|
0.618 |
1.2020 |
|
HIGH |
1.1972 |
|
0.618 |
1.1941 |
|
0.500 |
1.1932 |
|
0.382 |
1.1923 |
|
LOW |
1.1893 |
|
0.618 |
1.1844 |
|
1.000 |
1.1814 |
|
1.618 |
1.1765 |
|
2.618 |
1.1686 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1952 |
1.1950 |
| PP |
1.1942 |
1.1939 |
| S1 |
1.1932 |
1.1927 |
|