CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2079 |
-0.0079 |
-0.6% |
1.2040 |
| High |
1.2160 |
1.2113 |
-0.0047 |
-0.4% |
1.2180 |
| Low |
1.2071 |
1.2058 |
-0.0013 |
-0.1% |
1.1995 |
| Close |
1.2088 |
1.2084 |
-0.0004 |
0.0% |
1.2174 |
| Range |
0.0089 |
0.0055 |
-0.0034 |
-38.2% |
0.0185 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
227,063 |
159,305 |
-67,758 |
-29.8% |
794,708 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2250 |
1.2222 |
1.2114 |
|
| R3 |
1.2195 |
1.2167 |
1.2099 |
|
| R2 |
1.2140 |
1.2140 |
1.2094 |
|
| R1 |
1.2112 |
1.2112 |
1.2089 |
1.2126 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2092 |
| S1 |
1.2057 |
1.2057 |
1.2078 |
1.2071 |
| S2 |
1.2030 |
1.2030 |
1.2073 |
|
| S3 |
1.1975 |
1.2002 |
1.2068 |
|
| S4 |
1.1920 |
1.1947 |
1.2053 |
|
|
| 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 |
1.2058 |
0.0132 |
1.1% |
0.0075 |
0.6% |
19% |
False |
True |
183,662 |
| 10 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0073 |
0.6% |
46% |
False |
False |
170,448 |
| 20 |
1.2190 |
1.1956 |
0.0234 |
1.9% |
0.0069 |
0.6% |
55% |
False |
False |
163,040 |
| 40 |
1.2190 |
1.1722 |
0.0468 |
3.9% |
0.0065 |
0.5% |
77% |
False |
False |
161,384 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
66% |
False |
False |
134,904 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
66% |
False |
False |
101,376 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
54% |
False |
False |
81,180 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
54% |
False |
False |
67,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2347 |
|
2.618 |
1.2257 |
|
1.618 |
1.2202 |
|
1.000 |
1.2168 |
|
0.618 |
1.2147 |
|
HIGH |
1.2113 |
|
0.618 |
1.2092 |
|
0.500 |
1.2086 |
|
0.382 |
1.2079 |
|
LOW |
1.2058 |
|
0.618 |
1.2024 |
|
1.000 |
1.2003 |
|
1.618 |
1.1969 |
|
2.618 |
1.1914 |
|
4.250 |
1.1824 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2124 |
| PP |
1.2085 |
1.2110 |
| S1 |
1.2084 |
1.2097 |
|