CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2015 |
1.2072 |
0.0057 |
0.5% |
1.2040 |
| High |
1.2081 |
1.2180 |
0.0099 |
0.8% |
1.2180 |
| Low |
1.2002 |
1.2061 |
0.0060 |
0.5% |
1.1995 |
| Close |
1.2064 |
1.2174 |
0.0110 |
0.9% |
1.2174 |
| Range |
0.0080 |
0.0119 |
0.0040 |
49.7% |
0.0185 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.8% |
0.0000 |
| Volume |
148,610 |
226,470 |
77,860 |
52.4% |
794,708 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2495 |
1.2453 |
1.2239 |
|
| R3 |
1.2376 |
1.2334 |
1.2206 |
|
| R2 |
1.2257 |
1.2257 |
1.2195 |
|
| R1 |
1.2215 |
1.2215 |
1.2184 |
1.2236 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2149 |
| S1 |
1.2096 |
1.2096 |
1.2163 |
1.2117 |
| S2 |
1.2019 |
1.2019 |
1.2152 |
|
| S3 |
1.1900 |
1.1977 |
1.2141 |
|
| S4 |
1.1781 |
1.1858 |
1.2108 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2607 |
1.2275 |
|
| R3 |
1.2486 |
1.2422 |
1.2224 |
|
| R2 |
1.2301 |
1.2301 |
1.2207 |
|
| R1 |
1.2237 |
1.2237 |
1.2190 |
1.2269 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2132 |
| S1 |
1.2052 |
1.2052 |
1.2157 |
1.2084 |
| S2 |
1.1931 |
1.1931 |
1.2140 |
|
| S3 |
1.1746 |
1.1867 |
1.2123 |
|
| S4 |
1.1561 |
1.1682 |
1.2072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2180 |
1.1995 |
0.0185 |
1.5% |
0.0074 |
0.6% |
96% |
True |
False |
158,941 |
| 10 |
1.2180 |
1.1995 |
0.0185 |
1.5% |
0.0070 |
0.6% |
96% |
True |
False |
163,510 |
| 20 |
1.2180 |
1.1886 |
0.0294 |
2.4% |
0.0066 |
0.5% |
98% |
True |
False |
159,865 |
| 40 |
1.2180 |
1.1722 |
0.0459 |
3.8% |
0.0067 |
0.5% |
99% |
True |
False |
162,479 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
82% |
False |
False |
123,425 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
82% |
False |
False |
92,758 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
67% |
False |
False |
74,273 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0069 |
0.6% |
67% |
False |
False |
61,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2686 |
|
2.618 |
1.2492 |
|
1.618 |
1.2373 |
|
1.000 |
1.2299 |
|
0.618 |
1.2254 |
|
HIGH |
1.2180 |
|
0.618 |
1.2135 |
|
0.500 |
1.2121 |
|
0.382 |
1.2106 |
|
LOW |
1.2061 |
|
0.618 |
1.1987 |
|
1.000 |
1.1942 |
|
1.618 |
1.1868 |
|
2.618 |
1.1749 |
|
4.250 |
1.1555 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2156 |
1.2145 |
| PP |
1.2138 |
1.2116 |
| S1 |
1.2121 |
1.2088 |
|