CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2182 |
1.2235 |
0.0054 |
0.4% |
1.2153 |
| High |
1.2235 |
1.2246 |
0.0011 |
0.1% |
1.2252 |
| Low |
1.2174 |
1.2166 |
-0.0008 |
-0.1% |
1.2133 |
| Close |
1.2225 |
1.2187 |
-0.0039 |
-0.3% |
1.2187 |
| Range |
0.0061 |
0.0080 |
0.0019 |
31.4% |
0.0119 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
1.1% |
0.0000 |
| Volume |
122,935 |
163,653 |
40,718 |
33.1% |
782,056 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2392 |
1.2230 |
|
| R3 |
1.2358 |
1.2312 |
1.2208 |
|
| R2 |
1.2279 |
1.2279 |
1.2201 |
|
| R1 |
1.2233 |
1.2233 |
1.2194 |
1.2216 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2191 |
| S1 |
1.2153 |
1.2153 |
1.2179 |
1.2137 |
| S2 |
1.2120 |
1.2120 |
1.2172 |
|
| S3 |
1.2040 |
1.2074 |
1.2165 |
|
| S4 |
1.1961 |
1.1994 |
1.2143 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2485 |
1.2252 |
|
| R3 |
1.2427 |
1.2366 |
1.2219 |
|
| R2 |
1.2309 |
1.2309 |
1.2208 |
|
| R1 |
1.2248 |
1.2248 |
1.2197 |
1.2278 |
| PP |
1.2190 |
1.2190 |
1.2190 |
1.2206 |
| S1 |
1.2129 |
1.2129 |
1.2176 |
1.2160 |
| S2 |
1.2072 |
1.2072 |
1.2165 |
|
| S3 |
1.1953 |
1.2011 |
1.2154 |
|
| S4 |
1.1835 |
1.1892 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2252 |
1.2133 |
0.0119 |
1.0% |
0.0070 |
0.6% |
45% |
False |
False |
156,411 |
| 10 |
1.2252 |
1.2058 |
0.0194 |
1.6% |
0.0068 |
0.6% |
66% |
False |
False |
164,090 |
| 20 |
1.2252 |
1.1995 |
0.0257 |
2.1% |
0.0069 |
0.6% |
75% |
False |
False |
163,800 |
| 40 |
1.2252 |
1.1722 |
0.0530 |
4.3% |
0.0065 |
0.5% |
88% |
False |
False |
158,734 |
| 60 |
1.2252 |
1.1722 |
0.0530 |
4.3% |
0.0070 |
0.6% |
88% |
False |
False |
150,257 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
85% |
False |
False |
113,201 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
69% |
False |
False |
90,657 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
69% |
False |
False |
75,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2583 |
|
2.618 |
1.2454 |
|
1.618 |
1.2374 |
|
1.000 |
1.2325 |
|
0.618 |
1.2295 |
|
HIGH |
1.2246 |
|
0.618 |
1.2215 |
|
0.500 |
1.2206 |
|
0.382 |
1.2196 |
|
LOW |
1.2166 |
|
0.618 |
1.2117 |
|
1.000 |
1.2087 |
|
1.618 |
1.2037 |
|
2.618 |
1.1958 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2206 |
1.2209 |
| PP |
1.2199 |
1.2201 |
| S1 |
1.2193 |
1.2194 |
|