CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2047 |
1.2029 |
-0.0019 |
-0.2% |
1.1992 |
| High |
1.2083 |
1.2113 |
0.0030 |
0.2% |
1.2113 |
| Low |
1.2007 |
1.2025 |
0.0019 |
0.2% |
1.1956 |
| Close |
1.2020 |
1.2105 |
0.0085 |
0.7% |
1.2105 |
| Range |
0.0077 |
0.0088 |
0.0012 |
15.0% |
0.0157 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.2% |
0.0000 |
| Volume |
174,686 |
151,473 |
-23,213 |
-13.3% |
803,768 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2345 |
1.2313 |
1.2153 |
|
| R3 |
1.2257 |
1.2225 |
1.2129 |
|
| R2 |
1.2169 |
1.2169 |
1.2121 |
|
| R1 |
1.2137 |
1.2137 |
1.2113 |
1.2153 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2089 |
| S1 |
1.2049 |
1.2049 |
1.2097 |
1.2065 |
| S2 |
1.1993 |
1.1993 |
1.2089 |
|
| S3 |
1.1905 |
1.1961 |
1.2081 |
|
| S4 |
1.1817 |
1.1873 |
1.2057 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2474 |
1.2191 |
|
| R3 |
1.2372 |
1.2317 |
1.2148 |
|
| R2 |
1.2215 |
1.2215 |
1.2134 |
|
| R1 |
1.2160 |
1.2160 |
1.2119 |
1.2188 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2072 |
| S1 |
1.2003 |
1.2003 |
1.2091 |
1.2031 |
| S2 |
1.1901 |
1.1901 |
1.2076 |
|
| S3 |
1.1744 |
1.1846 |
1.2062 |
|
| S4 |
1.1587 |
1.1689 |
1.2019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2113 |
1.1956 |
0.0157 |
1.3% |
0.0075 |
0.6% |
95% |
True |
False |
160,753 |
| 10 |
1.2113 |
1.1886 |
0.0227 |
1.9% |
0.0062 |
0.5% |
96% |
True |
False |
156,220 |
| 20 |
1.2113 |
1.1722 |
0.0392 |
3.2% |
0.0061 |
0.5% |
98% |
True |
False |
153,669 |
| 40 |
1.2210 |
1.1722 |
0.0489 |
4.0% |
0.0070 |
0.6% |
79% |
False |
False |
143,485 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
70% |
False |
False |
96,334 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
57% |
False |
False |
72,371 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
57% |
False |
False |
57,946 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
60% |
False |
False |
48,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2487 |
|
2.618 |
1.2343 |
|
1.618 |
1.2255 |
|
1.000 |
1.2201 |
|
0.618 |
1.2167 |
|
HIGH |
1.2113 |
|
0.618 |
1.2079 |
|
0.500 |
1.2069 |
|
0.382 |
1.2059 |
|
LOW |
1.2025 |
|
0.618 |
1.1971 |
|
1.000 |
1.1937 |
|
1.618 |
1.1883 |
|
2.618 |
1.1795 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2093 |
1.2090 |
| PP |
1.2081 |
1.2075 |
| S1 |
1.2069 |
1.2060 |
|