CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2153 |
1.2161 |
0.0008 |
0.1% |
1.2176 |
| High |
1.2176 |
1.2242 |
0.0066 |
0.5% |
1.2190 |
| Low |
1.2133 |
1.2159 |
0.0026 |
0.2% |
1.2058 |
| Close |
1.2166 |
1.2236 |
0.0070 |
0.6% |
1.2150 |
| Range |
0.0043 |
0.0083 |
0.0040 |
94.1% |
0.0132 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
124,821 |
178,672 |
53,851 |
43.1% |
858,849 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2460 |
1.2430 |
1.2281 |
|
| R3 |
1.2377 |
1.2348 |
1.2258 |
|
| R2 |
1.2295 |
1.2295 |
1.2251 |
|
| R1 |
1.2265 |
1.2265 |
1.2243 |
1.2280 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2219 |
| S1 |
1.2183 |
1.2183 |
1.2228 |
1.2197 |
| S2 |
1.2130 |
1.2130 |
1.2220 |
|
| S3 |
1.2047 |
1.2100 |
1.2213 |
|
| S4 |
1.1965 |
1.2018 |
1.2190 |
|
|
| 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 |
1.2242 |
1.2058 |
0.0184 |
1.5% |
0.0069 |
0.6% |
97% |
True |
False |
171,373 |
| 10 |
1.2242 |
1.1995 |
0.0247 |
2.0% |
0.0070 |
0.6% |
98% |
True |
False |
167,119 |
| 20 |
1.2242 |
1.1995 |
0.0247 |
2.0% |
0.0068 |
0.6% |
98% |
True |
False |
162,289 |
| 40 |
1.2242 |
1.1722 |
0.0520 |
4.2% |
0.0065 |
0.5% |
99% |
True |
False |
160,077 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
94% |
False |
False |
142,523 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
94% |
False |
False |
107,242 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
77% |
False |
False |
85,875 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
77% |
False |
False |
71,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2592 |
|
2.618 |
1.2457 |
|
1.618 |
1.2375 |
|
1.000 |
1.2324 |
|
0.618 |
1.2292 |
|
HIGH |
1.2242 |
|
0.618 |
1.2210 |
|
0.500 |
1.2200 |
|
0.382 |
1.2191 |
|
LOW |
1.2159 |
|
0.618 |
1.2108 |
|
1.000 |
1.2077 |
|
1.618 |
1.2026 |
|
2.618 |
1.1943 |
|
4.250 |
1.1808 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2224 |
1.2210 |
| PP |
1.2212 |
1.2185 |
| S1 |
1.2200 |
1.2160 |
|