CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2161 |
1.2231 |
0.0070 |
0.6% |
1.2176 |
| High |
1.2242 |
1.2252 |
0.0010 |
0.1% |
1.2190 |
| Low |
1.2159 |
1.2166 |
0.0007 |
0.1% |
1.2058 |
| Close |
1.2236 |
1.2179 |
-0.0057 |
-0.5% |
1.2150 |
| Range |
0.0083 |
0.0086 |
0.0004 |
4.2% |
0.0132 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.9% |
0.0000 |
| Volume |
178,672 |
191,975 |
13,303 |
7.4% |
858,849 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2457 |
1.2404 |
1.2226 |
|
| R3 |
1.2371 |
1.2318 |
1.2202 |
|
| R2 |
1.2285 |
1.2285 |
1.2194 |
|
| R1 |
1.2232 |
1.2232 |
1.2186 |
1.2215 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2190 |
| S1 |
1.2146 |
1.2146 |
1.2171 |
1.2129 |
| S2 |
1.2113 |
1.2113 |
1.2163 |
|
| S3 |
1.2027 |
1.2060 |
1.2155 |
|
| S4 |
1.1941 |
1.1974 |
1.2131 |
|
|
| 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 |
1.2252 |
1.2058 |
0.0194 |
1.6% |
0.0069 |
0.6% |
62% |
True |
False |
164,355 |
| 10 |
1.2252 |
1.2002 |
0.0250 |
2.1% |
0.0074 |
0.6% |
71% |
True |
False |
172,939 |
| 20 |
1.2252 |
1.1995 |
0.0257 |
2.1% |
0.0070 |
0.6% |
72% |
True |
False |
165,779 |
| 40 |
1.2252 |
1.1722 |
0.0530 |
4.4% |
0.0064 |
0.5% |
86% |
True |
False |
160,467 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0070 |
0.6% |
83% |
False |
False |
145,642 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
83% |
False |
False |
109,637 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
68% |
False |
False |
87,793 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
68% |
False |
False |
73,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2617 |
|
2.618 |
1.2477 |
|
1.618 |
1.2391 |
|
1.000 |
1.2338 |
|
0.618 |
1.2305 |
|
HIGH |
1.2252 |
|
0.618 |
1.2219 |
|
0.500 |
1.2209 |
|
0.382 |
1.2198 |
|
LOW |
1.2166 |
|
0.618 |
1.2112 |
|
1.000 |
1.2080 |
|
1.618 |
1.2026 |
|
2.618 |
1.1940 |
|
4.250 |
1.1800 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2192 |
| PP |
1.2199 |
1.2188 |
| S1 |
1.2189 |
1.2183 |
|