CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2109 |
1.2102 |
-0.0008 |
-0.1% |
1.1992 |
| High |
1.2129 |
1.2105 |
-0.0024 |
-0.2% |
1.2113 |
| Low |
1.2073 |
1.2069 |
-0.0004 |
0.0% |
1.1956 |
| Close |
1.2105 |
1.2099 |
-0.0006 |
0.0% |
1.2105 |
| Range |
0.0056 |
0.0036 |
-0.0020 |
-35.7% |
0.0157 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
149,119 |
126,390 |
-22,729 |
-15.2% |
803,768 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2199 |
1.2185 |
1.2119 |
|
| R3 |
1.2163 |
1.2149 |
1.2109 |
|
| R2 |
1.2127 |
1.2127 |
1.2106 |
|
| R1 |
1.2113 |
1.2113 |
1.2102 |
1.2102 |
| PP |
1.2091 |
1.2091 |
1.2091 |
1.2086 |
| S1 |
1.2077 |
1.2077 |
1.2096 |
1.2066 |
| S2 |
1.2055 |
1.2055 |
1.2092 |
|
| S3 |
1.2019 |
1.2041 |
1.2089 |
|
| S4 |
1.1983 |
1.2005 |
1.2079 |
|
|
| 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 |
1.2129 |
1.2007 |
0.0123 |
1.0% |
0.0060 |
0.5% |
76% |
False |
False |
144,768 |
| 10 |
1.2129 |
1.1956 |
0.0173 |
1.4% |
0.0059 |
0.5% |
83% |
False |
False |
151,464 |
| 20 |
1.2129 |
1.1722 |
0.0408 |
3.4% |
0.0062 |
0.5% |
93% |
False |
False |
153,950 |
| 40 |
1.2140 |
1.1722 |
0.0418 |
3.5% |
0.0068 |
0.6% |
90% |
False |
False |
150,090 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
69% |
False |
False |
100,910 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
56% |
False |
False |
75,806 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
56% |
False |
False |
60,699 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
59% |
False |
False |
50,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2258 |
|
2.618 |
1.2199 |
|
1.618 |
1.2163 |
|
1.000 |
1.2141 |
|
0.618 |
1.2127 |
|
HIGH |
1.2105 |
|
0.618 |
1.2091 |
|
0.500 |
1.2087 |
|
0.382 |
1.2083 |
|
LOW |
1.2069 |
|
0.618 |
1.2047 |
|
1.000 |
1.2033 |
|
1.618 |
1.2011 |
|
2.618 |
1.1975 |
|
4.250 |
1.1916 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2095 |
1.2092 |
| PP |
1.2091 |
1.2084 |
| S1 |
1.2087 |
1.2077 |
|