CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2079 |
1.2088 |
0.0009 |
0.1% |
1.2176 |
| High |
1.2113 |
1.2155 |
0.0042 |
0.3% |
1.2190 |
| Low |
1.2058 |
1.2078 |
0.0020 |
0.2% |
1.2058 |
| Close |
1.2084 |
1.2150 |
0.0067 |
0.6% |
1.2150 |
| Range |
0.0055 |
0.0078 |
0.0023 |
40.9% |
0.0132 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.0% |
0.0000 |
| Volume |
159,305 |
167,005 |
7,700 |
4.8% |
858,849 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2333 |
1.2193 |
|
| R3 |
1.2283 |
1.2255 |
1.2171 |
|
| R2 |
1.2205 |
1.2205 |
1.2164 |
|
| R1 |
1.2178 |
1.2178 |
1.2157 |
1.2191 |
| PP |
1.2128 |
1.2128 |
1.2128 |
1.2134 |
| S1 |
1.2100 |
1.2100 |
1.2143 |
1.2114 |
| S2 |
1.2050 |
1.2050 |
1.2136 |
|
| S3 |
1.1973 |
1.2023 |
1.2129 |
|
| S4 |
1.1895 |
1.1945 |
1.2107 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2527 |
1.2470 |
1.2222 |
|
| R3 |
1.2396 |
1.2339 |
1.2186 |
|
| R2 |
1.2264 |
1.2264 |
1.2174 |
|
| R1 |
1.2207 |
1.2207 |
1.2162 |
1.2170 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2114 |
| S1 |
1.2076 |
1.2076 |
1.2138 |
1.2038 |
| S2 |
1.2001 |
1.2001 |
1.2126 |
|
| S3 |
1.1870 |
1.1944 |
1.2114 |
|
| S4 |
1.1738 |
1.1813 |
1.2078 |
|
|
| 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% |
0.0066 |
0.5% |
70% |
False |
False |
171,769 |
| 10 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0070 |
0.6% |
80% |
False |
False |
165,355 |
| 20 |
1.2190 |
1.1956 |
0.0234 |
1.9% |
0.0070 |
0.6% |
83% |
False |
False |
164,886 |
| 40 |
1.2190 |
1.1722 |
0.0468 |
3.9% |
0.0065 |
0.5% |
92% |
False |
False |
160,596 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0070 |
0.6% |
78% |
False |
False |
137,668 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
78% |
False |
False |
103,456 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
64% |
False |
False |
82,849 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
64% |
False |
False |
69,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2358 |
|
1.618 |
1.2280 |
|
1.000 |
1.2233 |
|
0.618 |
1.2203 |
|
HIGH |
1.2155 |
|
0.618 |
1.2125 |
|
0.500 |
1.2116 |
|
0.382 |
1.2107 |
|
LOW |
1.2078 |
|
0.618 |
1.2030 |
|
1.000 |
1.2000 |
|
1.618 |
1.1952 |
|
2.618 |
1.1875 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2139 |
1.2136 |
| PP |
1.2128 |
1.2123 |
| S1 |
1.2116 |
1.2109 |
|