CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2231 |
1.2182 |
-0.0049 |
-0.4% |
1.2176 |
| High |
1.2252 |
1.2235 |
-0.0017 |
-0.1% |
1.2190 |
| Low |
1.2166 |
1.2174 |
0.0009 |
0.1% |
1.2058 |
| Close |
1.2179 |
1.2225 |
0.0047 |
0.4% |
1.2150 |
| Range |
0.0086 |
0.0061 |
-0.0026 |
-29.7% |
0.0132 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
191,975 |
122,935 |
-69,040 |
-36.0% |
858,849 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2393 |
1.2369 |
1.2258 |
|
| R3 |
1.2332 |
1.2309 |
1.2242 |
|
| R2 |
1.2272 |
1.2272 |
1.2236 |
|
| R1 |
1.2248 |
1.2248 |
1.2231 |
1.2260 |
| PP |
1.2211 |
1.2211 |
1.2211 |
1.2217 |
| S1 |
1.2188 |
1.2188 |
1.2219 |
1.2200 |
| S2 |
1.2151 |
1.2151 |
1.2214 |
|
| S3 |
1.2090 |
1.2127 |
1.2208 |
|
| S4 |
1.2030 |
1.2067 |
1.2192 |
|
|
| 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 |
1.2078 |
0.0174 |
1.4% |
0.0070 |
0.6% |
85% |
False |
False |
157,081 |
| 10 |
1.2252 |
1.2058 |
0.0194 |
1.6% |
0.0072 |
0.6% |
86% |
False |
False |
170,372 |
| 20 |
1.2252 |
1.1995 |
0.0257 |
2.1% |
0.0069 |
0.6% |
90% |
False |
False |
163,191 |
| 40 |
1.2252 |
1.1722 |
0.0530 |
4.3% |
0.0065 |
0.5% |
95% |
False |
False |
159,379 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0070 |
0.6% |
92% |
False |
False |
147,625 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
92% |
False |
False |
111,168 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
75% |
False |
False |
89,022 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
75% |
False |
False |
74,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2492 |
|
2.618 |
1.2393 |
|
1.618 |
1.2332 |
|
1.000 |
1.2295 |
|
0.618 |
1.2272 |
|
HIGH |
1.2235 |
|
0.618 |
1.2211 |
|
0.500 |
1.2204 |
|
0.382 |
1.2197 |
|
LOW |
1.2174 |
|
0.618 |
1.2137 |
|
1.000 |
1.2114 |
|
1.618 |
1.2076 |
|
2.618 |
1.2016 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2218 |
| PP |
1.2211 |
1.2212 |
| S1 |
1.2204 |
1.2205 |
|