CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2020 |
-0.0053 |
-0.4% |
1.2109 |
| High |
1.2075 |
1.2036 |
-0.0039 |
-0.3% |
1.2162 |
| Low |
1.2009 |
1.1995 |
-0.0014 |
-0.1% |
1.2027 |
| Close |
1.2022 |
1.2009 |
-0.0013 |
-0.1% |
1.2033 |
| Range |
0.0066 |
0.0041 |
-0.0025 |
-37.9% |
0.0135 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
160,001 |
133,771 |
-26,230 |
-16.4% |
840,399 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2136 |
1.2114 |
1.2032 |
|
| R3 |
1.2095 |
1.2073 |
1.2020 |
|
| R2 |
1.2054 |
1.2054 |
1.2017 |
|
| R1 |
1.2032 |
1.2032 |
1.2013 |
1.2023 |
| PP |
1.2013 |
1.2013 |
1.2013 |
1.2009 |
| S1 |
1.1991 |
1.1991 |
1.2005 |
1.1982 |
| S2 |
1.1972 |
1.1972 |
1.2001 |
|
| S3 |
1.1931 |
1.1950 |
1.1998 |
|
| S4 |
1.1890 |
1.1909 |
1.1986 |
|
|
| 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 |
1.1995 |
0.0167 |
1.4% |
0.0066 |
0.5% |
8% |
False |
True |
158,255 |
| 10 |
1.2162 |
1.1995 |
0.0167 |
1.4% |
0.0067 |
0.6% |
8% |
False |
True |
158,618 |
| 20 |
1.2162 |
1.1876 |
0.0286 |
2.4% |
0.0062 |
0.5% |
47% |
False |
False |
156,254 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.7% |
0.0065 |
0.5% |
65% |
False |
False |
169,352 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0068 |
0.6% |
52% |
False |
False |
117,220 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
52% |
False |
False |
88,081 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
43% |
False |
False |
70,529 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0069 |
0.6% |
43% |
False |
False |
58,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2210 |
|
2.618 |
1.2143 |
|
1.618 |
1.2102 |
|
1.000 |
1.2077 |
|
0.618 |
1.2061 |
|
HIGH |
1.2036 |
|
0.618 |
1.2020 |
|
0.500 |
1.2016 |
|
0.382 |
1.2011 |
|
LOW |
1.1995 |
|
0.618 |
1.1970 |
|
1.000 |
1.1954 |
|
1.618 |
1.1929 |
|
2.618 |
1.1888 |
|
4.250 |
1.1821 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2016 |
1.2041 |
| PP |
1.2013 |
1.2030 |
| S1 |
1.2011 |
1.2020 |
|