CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2051 |
0.0001 |
0.0% |
1.1916 |
| High |
1.2094 |
1.2057 |
-0.0037 |
-0.3% |
1.2009 |
| Low |
1.2036 |
1.2012 |
-0.0024 |
-0.2% |
1.1886 |
| Close |
1.2044 |
1.2043 |
-0.0002 |
0.0% |
1.1993 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-22.4% |
0.0123 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
151,021 |
122,172 |
-28,849 |
-19.1% |
758,437 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2172 |
1.2152 |
1.2067 |
|
| R3 |
1.2127 |
1.2107 |
1.2055 |
|
| R2 |
1.2082 |
1.2082 |
1.2051 |
|
| R1 |
1.2062 |
1.2062 |
1.2047 |
1.2050 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2031 |
| S1 |
1.2017 |
1.2017 |
1.2038 |
1.2005 |
| S2 |
1.1992 |
1.1992 |
1.2034 |
|
| S3 |
1.1947 |
1.1972 |
1.2030 |
|
| S4 |
1.1902 |
1.1927 |
1.2018 |
|
|
| 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% |
0.0058 |
0.5% |
63% |
False |
False |
152,070 |
| 10 |
1.2094 |
1.1876 |
0.0218 |
1.8% |
0.0058 |
0.5% |
77% |
False |
False |
153,890 |
| 20 |
1.2094 |
1.1722 |
0.0372 |
3.1% |
0.0059 |
0.5% |
86% |
False |
False |
155,156 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
58% |
False |
False |
135,574 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
58% |
False |
False |
90,923 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
48% |
False |
False |
68,297 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
48% |
False |
False |
54,685 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
52% |
False |
False |
45,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2248 |
|
2.618 |
1.2175 |
|
1.618 |
1.2130 |
|
1.000 |
1.2102 |
|
0.618 |
1.2085 |
|
HIGH |
1.2057 |
|
0.618 |
1.2040 |
|
0.500 |
1.2035 |
|
0.382 |
1.2029 |
|
LOW |
1.2012 |
|
0.618 |
1.1984 |
|
1.000 |
1.1967 |
|
1.618 |
1.1939 |
|
2.618 |
1.1894 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2040 |
1.2037 |
| PP |
1.2037 |
1.2031 |
| S1 |
1.2035 |
1.2025 |
|