CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2103 |
1.2138 |
0.0036 |
0.3% |
1.1992 |
| High |
1.2147 |
1.2162 |
0.0015 |
0.1% |
1.2113 |
| Low |
1.2068 |
1.2113 |
0.0046 |
0.4% |
1.1956 |
| Close |
1.2137 |
1.2136 |
-0.0001 |
0.0% |
1.2105 |
| Range |
0.0079 |
0.0049 |
-0.0031 |
-38.6% |
0.0157 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
193,239 |
153,721 |
-39,518 |
-20.5% |
803,768 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2257 |
1.2162 |
|
| R3 |
1.2234 |
1.2209 |
1.2149 |
|
| R2 |
1.2185 |
1.2185 |
1.2144 |
|
| R1 |
1.2160 |
1.2160 |
1.2140 |
1.2149 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2131 |
| S1 |
1.2112 |
1.2112 |
1.2131 |
1.2100 |
| S2 |
1.2088 |
1.2088 |
1.2127 |
|
| S3 |
1.2040 |
1.2063 |
1.2122 |
|
| S4 |
1.1991 |
1.2015 |
1.2109 |
|
|
| 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 |
1.2162 |
1.2025 |
0.0137 |
1.1% |
0.0062 |
0.5% |
81% |
True |
False |
154,788 |
| 10 |
1.2162 |
1.1956 |
0.0206 |
1.7% |
0.0064 |
0.5% |
87% |
True |
False |
155,632 |
| 20 |
1.2162 |
1.1730 |
0.0432 |
3.6% |
0.0063 |
0.5% |
94% |
True |
False |
154,561 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.6% |
0.0067 |
0.5% |
94% |
True |
False |
158,169 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
75% |
False |
False |
106,665 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
62% |
False |
False |
80,134 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
62% |
False |
False |
64,168 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
62% |
False |
False |
53,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2368 |
|
2.618 |
1.2288 |
|
1.618 |
1.2240 |
|
1.000 |
1.2210 |
|
0.618 |
1.2191 |
|
HIGH |
1.2162 |
|
0.618 |
1.2143 |
|
0.500 |
1.2137 |
|
0.382 |
1.2132 |
|
LOW |
1.2113 |
|
0.618 |
1.2083 |
|
1.000 |
1.2065 |
|
1.618 |
1.2035 |
|
2.618 |
1.1986 |
|
4.250 |
1.1907 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2137 |
1.2129 |
| PP |
1.2137 |
1.2122 |
| S1 |
1.2136 |
1.2115 |
|