CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1992 |
1.2050 |
0.0059 |
0.5% |
1.1916 |
| High |
1.2063 |
1.2094 |
0.0031 |
0.3% |
1.2009 |
| Low |
1.1956 |
1.2036 |
0.0080 |
0.7% |
1.1886 |
| Close |
1.2053 |
1.2044 |
-0.0009 |
-0.1% |
1.1993 |
| Range |
0.0107 |
0.0058 |
-0.0049 |
-45.5% |
0.0123 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
204,416 |
151,021 |
-53,395 |
-26.1% |
758,437 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2232 |
1.2196 |
1.2076 |
|
| R3 |
1.2174 |
1.2138 |
1.2060 |
|
| R2 |
1.2116 |
1.2116 |
1.2055 |
|
| R1 |
1.2080 |
1.2080 |
1.2049 |
1.2069 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2052 |
| S1 |
1.2022 |
1.2022 |
1.2039 |
1.2011 |
| S2 |
1.2000 |
1.2000 |
1.2033 |
|
| S3 |
1.1942 |
1.1964 |
1.2028 |
|
| S4 |
1.1884 |
1.1906 |
1.2012 |
|
|
| 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 |
1.2094 |
1.1956 |
0.0138 |
1.1% |
0.0057 |
0.5% |
64% |
True |
False |
158,161 |
| 10 |
1.2094 |
1.1876 |
0.0218 |
1.8% |
0.0059 |
0.5% |
77% |
True |
False |
159,094 |
| 20 |
1.2094 |
1.1722 |
0.0372 |
3.1% |
0.0061 |
0.5% |
87% |
True |
False |
157,865 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
59% |
False |
False |
132,640 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
59% |
False |
False |
88,893 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
48% |
False |
False |
66,772 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
48% |
False |
False |
53,464 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
52% |
False |
False |
44,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2340 |
|
2.618 |
1.2245 |
|
1.618 |
1.2187 |
|
1.000 |
1.2152 |
|
0.618 |
1.2129 |
|
HIGH |
1.2094 |
|
0.618 |
1.2071 |
|
0.500 |
1.2065 |
|
0.382 |
1.2058 |
|
LOW |
1.2036 |
|
0.618 |
1.2000 |
|
1.000 |
1.1978 |
|
1.618 |
1.1942 |
|
2.618 |
1.1884 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2065 |
1.2038 |
| PP |
1.2058 |
1.2031 |
| S1 |
1.2051 |
1.2025 |
|