CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.2015 |
-0.0005 |
0.0% |
1.2109 |
| High |
1.2036 |
1.2081 |
0.0045 |
0.4% |
1.2162 |
| Low |
1.1995 |
1.2002 |
0.0007 |
0.1% |
1.2027 |
| Close |
1.2009 |
1.2064 |
0.0055 |
0.5% |
1.2033 |
| Range |
0.0041 |
0.0080 |
0.0039 |
93.9% |
0.0135 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.6% |
0.0000 |
| Volume |
133,771 |
148,610 |
14,839 |
11.1% |
840,399 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2255 |
1.2107 |
|
| R3 |
1.2208 |
1.2175 |
1.2085 |
|
| R2 |
1.2128 |
1.2128 |
1.2078 |
|
| R1 |
1.2096 |
1.2096 |
1.2071 |
1.2112 |
| PP |
1.2049 |
1.2049 |
1.2049 |
1.2057 |
| S1 |
1.2016 |
1.2016 |
1.2056 |
1.2033 |
| S2 |
1.1969 |
1.1969 |
1.2049 |
|
| S3 |
1.1890 |
1.1937 |
1.2042 |
|
| S4 |
1.1810 |
1.1857 |
1.2020 |
|
|
| 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 |
1.2137 |
1.1995 |
0.0142 |
1.2% |
0.0072 |
0.6% |
48% |
False |
False |
157,233 |
| 10 |
1.2162 |
1.1995 |
0.0167 |
1.4% |
0.0067 |
0.6% |
41% |
False |
False |
156,011 |
| 20 |
1.2162 |
1.1883 |
0.0279 |
2.3% |
0.0063 |
0.5% |
65% |
False |
False |
156,073 |
| 40 |
1.2162 |
1.1722 |
0.0440 |
3.6% |
0.0065 |
0.5% |
78% |
False |
False |
165,011 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0068 |
0.6% |
62% |
False |
False |
119,690 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
62% |
False |
False |
89,934 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
51% |
False |
False |
72,013 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0069 |
0.6% |
51% |
False |
False |
60,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2419 |
|
2.618 |
1.2289 |
|
1.618 |
1.2210 |
|
1.000 |
1.2161 |
|
0.618 |
1.2130 |
|
HIGH |
1.2081 |
|
0.618 |
1.2051 |
|
0.500 |
1.2041 |
|
0.382 |
1.2032 |
|
LOW |
1.2002 |
|
0.618 |
1.1952 |
|
1.000 |
1.1922 |
|
1.618 |
1.1873 |
|
2.618 |
1.1793 |
|
4.250 |
1.1664 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2056 |
1.2055 |
| PP |
1.2049 |
1.2047 |
| S1 |
1.2041 |
1.2038 |
|