CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2176 |
1.2139 |
-0.0037 |
-0.3% |
1.2040 |
| High |
1.2187 |
1.2190 |
0.0003 |
0.0% |
1.2180 |
| Low |
1.2136 |
1.2131 |
-0.0005 |
0.0% |
1.1995 |
| Close |
1.2154 |
1.2160 |
0.0006 |
0.0% |
1.2174 |
| Range |
0.0051 |
0.0059 |
0.0008 |
14.7% |
0.0185 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
151,684 |
153,792 |
2,108 |
1.4% |
794,708 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2306 |
1.2192 |
|
| R3 |
1.2277 |
1.2248 |
1.2176 |
|
| R2 |
1.2219 |
1.2219 |
1.2171 |
|
| R1 |
1.2189 |
1.2189 |
1.2165 |
1.2204 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2168 |
| S1 |
1.2131 |
1.2131 |
1.2155 |
1.2146 |
| S2 |
1.2102 |
1.2102 |
1.2149 |
|
| S3 |
1.2043 |
1.2072 |
1.2144 |
|
| S4 |
1.1985 |
1.2014 |
1.2128 |
|
|
| 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 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0070 |
0.6% |
85% |
True |
False |
162,865 |
| 10 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0072 |
0.6% |
85% |
True |
False |
166,507 |
| 20 |
1.2190 |
1.1956 |
0.0234 |
1.9% |
0.0065 |
0.5% |
87% |
True |
False |
158,986 |
| 40 |
1.2190 |
1.1722 |
0.0468 |
3.8% |
0.0066 |
0.5% |
94% |
True |
False |
160,650 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0070 |
0.6% |
80% |
False |
False |
128,502 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
80% |
False |
False |
96,561 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
65% |
False |
False |
77,325 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
65% |
False |
False |
64,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2343 |
|
1.618 |
1.2284 |
|
1.000 |
1.2248 |
|
0.618 |
1.2226 |
|
HIGH |
1.2190 |
|
0.618 |
1.2167 |
|
0.500 |
1.2160 |
|
0.382 |
1.2153 |
|
LOW |
1.2131 |
|
0.618 |
1.2095 |
|
1.000 |
1.2073 |
|
1.618 |
1.2036 |
|
2.618 |
1.1978 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2148 |
| PP |
1.2160 |
1.2137 |
| S1 |
1.2160 |
1.2125 |
|