CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1965 |
1.1995 |
0.0030 |
0.2% |
1.1777 |
| High |
1.2003 |
1.2008 |
0.0005 |
0.0% |
1.1943 |
| Low |
1.1964 |
1.1971 |
0.0007 |
0.1% |
1.1754 |
| Close |
1.1986 |
1.1989 |
0.0003 |
0.0% |
1.1919 |
| Range |
0.0040 |
0.0038 |
-0.0002 |
-5.1% |
0.0190 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
152,628 |
152,660 |
32 |
0.0% |
745,363 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.2083 |
1.2010 |
|
| R3 |
1.2064 |
1.2045 |
1.1999 |
|
| R2 |
1.2027 |
1.2027 |
1.1996 |
|
| R1 |
1.2008 |
1.2008 |
1.1992 |
1.1999 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1985 |
| S1 |
1.1970 |
1.1970 |
1.1986 |
1.1961 |
| S2 |
1.1952 |
1.1952 |
1.1982 |
|
| S3 |
1.1914 |
1.1933 |
1.1979 |
|
| S4 |
1.1877 |
1.1895 |
1.1968 |
|
|
| 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 |
1.2008 |
1.1883 |
0.0126 |
1.0% |
0.0052 |
0.4% |
85% |
True |
False |
155,796 |
| 10 |
1.2008 |
1.1730 |
0.0279 |
2.3% |
0.0061 |
0.5% |
93% |
True |
False |
153,490 |
| 20 |
1.2011 |
1.1722 |
0.0290 |
2.4% |
0.0062 |
0.5% |
92% |
False |
False |
159,728 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
49% |
False |
False |
120,836 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
49% |
False |
False |
80,821 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
40% |
False |
False |
60,716 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
40% |
False |
False |
48,610 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
44% |
False |
False |
40,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2167 |
|
2.618 |
1.2106 |
|
1.618 |
1.2069 |
|
1.000 |
1.2046 |
|
0.618 |
1.2031 |
|
HIGH |
1.2008 |
|
0.618 |
1.1994 |
|
0.500 |
1.1989 |
|
0.382 |
1.1985 |
|
LOW |
1.1971 |
|
0.618 |
1.1947 |
|
1.000 |
1.1933 |
|
1.618 |
1.1910 |
|
2.618 |
1.1872 |
|
4.250 |
1.1811 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1989 |
1.1976 |
| PP |
1.1989 |
1.1963 |
| S1 |
1.1989 |
1.1950 |
|