CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2138 |
1.2136 |
-0.0003 |
0.0% |
1.2109 |
| High |
1.2162 |
1.2137 |
-0.0025 |
-0.2% |
1.2162 |
| Low |
1.2113 |
1.2027 |
-0.0087 |
-0.7% |
1.2027 |
| Close |
1.2136 |
1.2033 |
-0.0103 |
-0.8% |
1.2033 |
| Range |
0.0049 |
0.0111 |
0.0062 |
127.8% |
0.0135 |
| ATR |
0.0063 |
0.0067 |
0.0003 |
5.3% |
0.0000 |
| Volume |
153,721 |
217,930 |
64,209 |
41.8% |
840,399 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2397 |
1.2325 |
1.2093 |
|
| R3 |
1.2286 |
1.2215 |
1.2063 |
|
| R2 |
1.2176 |
1.2176 |
1.2053 |
|
| R1 |
1.2104 |
1.2104 |
1.2043 |
1.2085 |
| PP |
1.2065 |
1.2065 |
1.2065 |
1.2056 |
| S1 |
1.1994 |
1.1994 |
1.2022 |
1.1974 |
| S2 |
1.1955 |
1.1955 |
1.2012 |
|
| S3 |
1.1844 |
1.1883 |
1.2002 |
|
| S4 |
1.1734 |
1.1773 |
1.1972 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2391 |
1.2107 |
|
| R3 |
1.2344 |
1.2256 |
1.2070 |
|
| R2 |
1.2209 |
1.2209 |
1.2057 |
|
| R1 |
1.2121 |
1.2121 |
1.2045 |
1.2097 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2062 |
| S1 |
1.1986 |
1.1986 |
1.2020 |
1.1962 |
| S2 |
1.1939 |
1.1939 |
1.2008 |
|
| S3 |
1.1804 |
1.1851 |
1.1995 |
|
| S4 |
1.1669 |
1.1716 |
1.1958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2162 |
1.2027 |
0.0135 |
1.1% |
0.0066 |
0.5% |
4% |
False |
True |
168,079 |
| 10 |
1.2162 |
1.1956 |
0.0206 |
1.7% |
0.0070 |
0.6% |
37% |
False |
False |
164,416 |
| 20 |
1.2162 |
1.1754 |
0.0408 |
3.4% |
0.0065 |
0.5% |
68% |
False |
False |
157,398 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.7% |
0.0067 |
0.6% |
71% |
False |
False |
163,031 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
57% |
False |
False |
110,288 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
46% |
False |
False |
82,855 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
46% |
False |
False |
66,345 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
46% |
False |
False |
55,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2607 |
|
2.618 |
1.2426 |
|
1.618 |
1.2316 |
|
1.000 |
1.2248 |
|
0.618 |
1.2205 |
|
HIGH |
1.2137 |
|
0.618 |
1.2095 |
|
0.500 |
1.2082 |
|
0.382 |
1.2069 |
|
LOW |
1.2027 |
|
0.618 |
1.1958 |
|
1.000 |
1.1916 |
|
1.618 |
1.1848 |
|
2.618 |
1.1737 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2082 |
1.2094 |
| PP |
1.2065 |
1.2074 |
| S1 |
1.2049 |
1.2053 |
|