CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.1992 |
0.0012 |
0.1% |
1.1916 |
| High |
1.2009 |
1.2063 |
0.0054 |
0.4% |
1.2009 |
| Low |
1.1965 |
1.1956 |
-0.0009 |
-0.1% |
1.1886 |
| Close |
1.1993 |
1.2053 |
0.0061 |
0.5% |
1.1993 |
| Range |
0.0044 |
0.0107 |
0.0063 |
142.0% |
0.0123 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.1% |
0.0000 |
| Volume |
130,084 |
204,416 |
74,332 |
57.1% |
758,437 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2305 |
1.2112 |
|
| R3 |
1.2237 |
1.2198 |
1.2082 |
|
| R2 |
1.2130 |
1.2130 |
1.2073 |
|
| R1 |
1.2092 |
1.2092 |
1.2063 |
1.2111 |
| PP |
1.2024 |
1.2024 |
1.2024 |
1.2034 |
| S1 |
1.1985 |
1.1985 |
1.2043 |
1.2005 |
| S2 |
1.1917 |
1.1917 |
1.2033 |
|
| S3 |
1.1811 |
1.1879 |
1.2024 |
|
| S4 |
1.1704 |
1.1772 |
1.1994 |
|
|
| 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 |
1.2063 |
1.1893 |
0.0170 |
1.4% |
0.0061 |
0.5% |
94% |
True |
False |
164,261 |
| 10 |
1.2063 |
1.1812 |
0.0251 |
2.1% |
0.0061 |
0.5% |
96% |
True |
False |
161,062 |
| 20 |
1.2063 |
1.1722 |
0.0341 |
2.8% |
0.0062 |
0.5% |
97% |
True |
False |
157,809 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
60% |
False |
False |
129,044 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
60% |
False |
False |
86,380 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
49% |
False |
False |
64,889 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
49% |
False |
False |
51,954 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
53% |
False |
False |
43,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2341 |
|
1.618 |
1.2235 |
|
1.000 |
1.2169 |
|
0.618 |
1.2128 |
|
HIGH |
1.2063 |
|
0.618 |
1.2022 |
|
0.500 |
1.2009 |
|
0.382 |
1.1997 |
|
LOW |
1.1956 |
|
0.618 |
1.1890 |
|
1.000 |
1.1850 |
|
1.618 |
1.1784 |
|
2.618 |
1.1677 |
|
4.250 |
1.1503 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2038 |
1.2038 |
| PP |
1.2024 |
1.2024 |
| S1 |
1.2009 |
1.2009 |
|