CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2139 |
1.2158 |
0.0019 |
0.2% |
1.2040 |
| High |
1.2190 |
1.2160 |
-0.0030 |
-0.2% |
1.2180 |
| Low |
1.2131 |
1.2071 |
-0.0060 |
-0.5% |
1.1995 |
| Close |
1.2160 |
1.2088 |
-0.0073 |
-0.6% |
1.2174 |
| Range |
0.0059 |
0.0089 |
0.0031 |
52.1% |
0.0185 |
| ATR |
0.0068 |
0.0069 |
0.0002 |
2.3% |
0.0000 |
| Volume |
153,792 |
227,063 |
73,271 |
47.6% |
794,708 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2319 |
1.2136 |
|
| R3 |
1.2284 |
1.2230 |
1.2112 |
|
| R2 |
1.2195 |
1.2195 |
1.2104 |
|
| R1 |
1.2141 |
1.2141 |
1.2096 |
1.2124 |
| PP |
1.2106 |
1.2106 |
1.2106 |
1.2097 |
| S1 |
1.2052 |
1.2052 |
1.2079 |
1.2035 |
| S2 |
1.2017 |
1.2017 |
1.2071 |
|
| S3 |
1.1928 |
1.1963 |
1.2063 |
|
| S4 |
1.1839 |
1.1874 |
1.2039 |
|
|
| 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 |
1.2002 |
0.0188 |
1.6% |
0.0079 |
0.7% |
46% |
False |
False |
181,523 |
| 10 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0073 |
0.6% |
48% |
False |
False |
169,889 |
| 20 |
1.2190 |
1.1956 |
0.0234 |
1.9% |
0.0068 |
0.6% |
56% |
False |
False |
162,707 |
| 40 |
1.2190 |
1.1722 |
0.0468 |
3.9% |
0.0066 |
0.5% |
78% |
False |
False |
162,226 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0070 |
0.6% |
67% |
False |
False |
132,266 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
67% |
False |
False |
99,392 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
55% |
False |
False |
79,591 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
55% |
False |
False |
66,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2538 |
|
2.618 |
1.2393 |
|
1.618 |
1.2304 |
|
1.000 |
1.2249 |
|
0.618 |
1.2215 |
|
HIGH |
1.2160 |
|
0.618 |
1.2126 |
|
0.500 |
1.2116 |
|
0.382 |
1.2105 |
|
LOW |
1.2071 |
|
0.618 |
1.2016 |
|
1.000 |
1.1982 |
|
1.618 |
1.1927 |
|
2.618 |
1.1838 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2130 |
| PP |
1.2106 |
1.2116 |
| S1 |
1.2097 |
1.2102 |
|