CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2102 |
1.2103 |
0.0001 |
0.0% |
1.1992 |
| High |
1.2105 |
1.2147 |
0.0042 |
0.3% |
1.2113 |
| Low |
1.2069 |
1.2068 |
-0.0002 |
0.0% |
1.1956 |
| Close |
1.2099 |
1.2137 |
0.0038 |
0.3% |
1.2105 |
| Range |
0.0036 |
0.0079 |
0.0043 |
119.4% |
0.0157 |
| ATR |
0.0063 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
126,390 |
193,239 |
66,849 |
52.9% |
803,768 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2354 |
1.2324 |
1.2180 |
|
| R3 |
1.2275 |
1.2245 |
1.2158 |
|
| R2 |
1.2196 |
1.2196 |
1.2151 |
|
| R1 |
1.2166 |
1.2166 |
1.2144 |
1.2181 |
| PP |
1.2117 |
1.2117 |
1.2117 |
1.2124 |
| S1 |
1.2087 |
1.2087 |
1.2129 |
1.2102 |
| S2 |
1.2038 |
1.2038 |
1.2122 |
|
| S3 |
1.1959 |
1.2008 |
1.2115 |
|
| S4 |
1.1880 |
1.1929 |
1.2093 |
|
|
| 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 |
1.2147 |
1.2007 |
0.0140 |
1.2% |
0.0067 |
0.6% |
93% |
True |
False |
158,981 |
| 10 |
1.2147 |
1.1956 |
0.0191 |
1.6% |
0.0063 |
0.5% |
95% |
True |
False |
155,526 |
| 20 |
1.2147 |
1.1722 |
0.0425 |
3.5% |
0.0063 |
0.5% |
98% |
True |
False |
155,915 |
| 40 |
1.2147 |
1.1722 |
0.0425 |
3.5% |
0.0067 |
0.6% |
98% |
True |
False |
154,489 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
76% |
False |
False |
104,116 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
62% |
False |
False |
78,218 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
62% |
False |
False |
62,631 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0071 |
0.6% |
65% |
False |
False |
52,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2482 |
|
2.618 |
1.2353 |
|
1.618 |
1.2274 |
|
1.000 |
1.2226 |
|
0.618 |
1.2195 |
|
HIGH |
1.2147 |
|
0.618 |
1.2116 |
|
0.500 |
1.2107 |
|
0.382 |
1.2098 |
|
LOW |
1.2068 |
|
0.618 |
1.2019 |
|
1.000 |
1.1989 |
|
1.618 |
1.1940 |
|
2.618 |
1.1861 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2127 |
| PP |
1.2117 |
1.2117 |
| S1 |
1.2107 |
1.2107 |
|