CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2088 |
1.2153 |
0.0065 |
0.5% |
1.2176 |
| High |
1.2155 |
1.2176 |
0.0021 |
0.2% |
1.2190 |
| Low |
1.2078 |
1.2133 |
0.0056 |
0.5% |
1.2058 |
| Close |
1.2150 |
1.2166 |
0.0016 |
0.1% |
1.2150 |
| Range |
0.0078 |
0.0043 |
-0.0035 |
-45.2% |
0.0132 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
167,005 |
124,821 |
-42,184 |
-25.3% |
858,849 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2286 |
1.2268 |
1.2189 |
|
| R3 |
1.2243 |
1.2226 |
1.2177 |
|
| R2 |
1.2201 |
1.2201 |
1.2173 |
|
| R1 |
1.2183 |
1.2183 |
1.2169 |
1.2192 |
| PP |
1.2158 |
1.2158 |
1.2158 |
1.2162 |
| S1 |
1.2141 |
1.2141 |
1.2162 |
1.2149 |
| S2 |
1.2116 |
1.2116 |
1.2158 |
|
| S3 |
1.2073 |
1.2098 |
1.2154 |
|
| S4 |
1.2031 |
1.2056 |
1.2142 |
|
|
| 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% |
0.0065 |
0.5% |
82% |
False |
False |
166,397 |
| 10 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0068 |
0.6% |
88% |
False |
False |
165,252 |
| 20 |
1.2190 |
1.1995 |
0.0195 |
1.6% |
0.0067 |
0.6% |
88% |
False |
False |
160,906 |
| 40 |
1.2190 |
1.1722 |
0.0468 |
3.8% |
0.0065 |
0.5% |
95% |
False |
False |
159,357 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
81% |
False |
False |
139,665 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
81% |
False |
False |
105,011 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
66% |
False |
False |
84,093 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
66% |
False |
False |
70,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2356 |
|
2.618 |
1.2287 |
|
1.618 |
1.2244 |
|
1.000 |
1.2218 |
|
0.618 |
1.2202 |
|
HIGH |
1.2176 |
|
0.618 |
1.2159 |
|
0.500 |
1.2154 |
|
0.382 |
1.2149 |
|
LOW |
1.2133 |
|
0.618 |
1.2107 |
|
1.000 |
1.2091 |
|
1.618 |
1.2064 |
|
2.618 |
1.2022 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2149 |
| PP |
1.2158 |
1.2133 |
| S1 |
1.2154 |
1.2117 |
|