CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2040 |
1.2073 |
0.0033 |
0.3% |
1.2109 |
| High |
1.2087 |
1.2075 |
-0.0012 |
-0.1% |
1.2162 |
| Low |
1.2023 |
1.2009 |
-0.0015 |
-0.1% |
1.2027 |
| Close |
1.2077 |
1.2022 |
-0.0055 |
-0.5% |
1.2033 |
| Range |
0.0064 |
0.0066 |
0.0003 |
3.9% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.2% |
0.0000 |
| Volume |
125,856 |
160,001 |
34,145 |
27.1% |
840,399 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2193 |
1.2058 |
|
| R3 |
1.2167 |
1.2127 |
1.2040 |
|
| R2 |
1.2101 |
1.2101 |
1.2034 |
|
| R1 |
1.2061 |
1.2061 |
1.2028 |
1.2048 |
| PP |
1.2035 |
1.2035 |
1.2035 |
1.2028 |
| S1 |
1.1995 |
1.1995 |
1.2015 |
1.1982 |
| S2 |
1.1969 |
1.1969 |
1.2009 |
|
| S3 |
1.1903 |
1.1929 |
1.2003 |
|
| S4 |
1.1837 |
1.1863 |
1.1985 |
|
|
| 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 |
1.2009 |
0.0153 |
1.3% |
0.0074 |
0.6% |
8% |
False |
True |
170,149 |
| 10 |
1.2162 |
1.2007 |
0.0155 |
1.3% |
0.0067 |
0.6% |
10% |
False |
False |
157,458 |
| 20 |
1.2162 |
1.1876 |
0.0286 |
2.4% |
0.0063 |
0.5% |
51% |
False |
False |
158,276 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.7% |
0.0066 |
0.5% |
68% |
False |
False |
168,512 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0068 |
0.6% |
55% |
False |
False |
115,007 |
| 80 |
1.2327 |
1.1722 |
0.0605 |
5.0% |
0.0070 |
0.6% |
50% |
False |
False |
86,414 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
45% |
False |
False |
69,195 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0069 |
0.6% |
45% |
False |
False |
57,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2355 |
|
2.618 |
1.2247 |
|
1.618 |
1.2181 |
|
1.000 |
1.2141 |
|
0.618 |
1.2115 |
|
HIGH |
1.2075 |
|
0.618 |
1.2049 |
|
0.500 |
1.2042 |
|
0.382 |
1.2034 |
|
LOW |
1.2009 |
|
0.618 |
1.1968 |
|
1.000 |
1.1943 |
|
1.618 |
1.1902 |
|
2.618 |
1.1836 |
|
4.250 |
1.1728 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2042 |
1.2073 |
| PP |
1.2035 |
1.2056 |
| S1 |
1.2028 |
1.2039 |
|