CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1980 |
-0.0015 |
-0.1% |
1.1916 |
| High |
1.2008 |
1.2009 |
0.0001 |
0.0% |
1.2009 |
| Low |
1.1971 |
1.1965 |
-0.0006 |
-0.1% |
1.1886 |
| Close |
1.1989 |
1.1993 |
0.0004 |
0.0% |
1.1993 |
| Range |
0.0038 |
0.0044 |
0.0007 |
17.3% |
0.0123 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
152,660 |
130,084 |
-22,576 |
-14.8% |
758,437 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2121 |
1.2101 |
1.2017 |
|
| R3 |
1.2077 |
1.2057 |
1.2005 |
|
| R2 |
1.2033 |
1.2033 |
1.2001 |
|
| R1 |
1.2013 |
1.2013 |
1.1997 |
1.2023 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1994 |
| S1 |
1.1969 |
1.1969 |
1.1988 |
1.1979 |
| S2 |
1.1945 |
1.1945 |
1.1984 |
|
| S3 |
1.1901 |
1.1925 |
1.1980 |
|
| S4 |
1.1857 |
1.1881 |
1.1968 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2284 |
1.2060 |
|
| R3 |
1.2207 |
1.2161 |
1.2026 |
|
| R2 |
1.2085 |
1.2085 |
1.2015 |
|
| R1 |
1.2039 |
1.2039 |
1.2004 |
1.2062 |
| PP |
1.1962 |
1.1962 |
1.1962 |
1.1974 |
| S1 |
1.1916 |
1.1916 |
1.1981 |
1.1939 |
| S2 |
1.1840 |
1.1840 |
1.1970 |
|
| S3 |
1.1717 |
1.1794 |
1.1959 |
|
| S4 |
1.1595 |
1.1671 |
1.1925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2009 |
1.1886 |
0.0123 |
1.0% |
0.0050 |
0.4% |
87% |
True |
False |
151,687 |
| 10 |
1.2009 |
1.1754 |
0.0255 |
2.1% |
0.0059 |
0.5% |
94% |
True |
False |
150,380 |
| 20 |
1.2009 |
1.1722 |
0.0287 |
2.4% |
0.0060 |
0.5% |
94% |
True |
False |
156,307 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
49% |
False |
False |
124,059 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0068 |
0.6% |
49% |
False |
False |
82,979 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
40% |
False |
False |
62,339 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
40% |
False |
False |
49,910 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
45% |
False |
False |
41,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2196 |
|
2.618 |
1.2124 |
|
1.618 |
1.2080 |
|
1.000 |
1.2053 |
|
0.618 |
1.2036 |
|
HIGH |
1.2009 |
|
0.618 |
1.1992 |
|
0.500 |
1.1987 |
|
0.382 |
1.1981 |
|
LOW |
1.1965 |
|
0.618 |
1.1937 |
|
1.000 |
1.1921 |
|
1.618 |
1.1893 |
|
2.618 |
1.1849 |
|
4.250 |
1.1778 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1991 |
1.1990 |
| PP |
1.1989 |
1.1988 |
| S1 |
1.1987 |
1.1986 |
|