CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2235 |
1.2189 |
-0.0047 |
-0.4% |
1.2153 |
| High |
1.2246 |
1.2236 |
-0.0010 |
-0.1% |
1.2252 |
| Low |
1.2166 |
1.2176 |
0.0010 |
0.1% |
1.2133 |
| Close |
1.2187 |
1.2218 |
0.0032 |
0.3% |
1.2187 |
| Range |
0.0080 |
0.0060 |
-0.0020 |
-25.2% |
0.0119 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
163,653 |
128,352 |
-35,301 |
-21.6% |
782,056 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2363 |
1.2251 |
|
| R3 |
1.2329 |
1.2303 |
1.2234 |
|
| R2 |
1.2269 |
1.2269 |
1.2229 |
|
| R1 |
1.2244 |
1.2244 |
1.2223 |
1.2257 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2216 |
| S1 |
1.2184 |
1.2184 |
1.2213 |
1.2197 |
| S2 |
1.2150 |
1.2150 |
1.2207 |
|
| S3 |
1.2091 |
1.2125 |
1.2202 |
|
| S4 |
1.2031 |
1.2065 |
1.2185 |
|
|
| 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 |
1.2159 |
0.0093 |
0.8% |
0.0074 |
0.6% |
64% |
False |
False |
157,117 |
| 10 |
1.2252 |
1.2058 |
0.0194 |
1.6% |
0.0069 |
0.6% |
83% |
False |
False |
161,757 |
| 20 |
1.2252 |
1.1995 |
0.0257 |
2.1% |
0.0069 |
0.6% |
87% |
False |
False |
162,762 |
| 40 |
1.2252 |
1.1722 |
0.0530 |
4.3% |
0.0066 |
0.5% |
94% |
False |
False |
158,627 |
| 60 |
1.2252 |
1.1722 |
0.0530 |
4.3% |
0.0069 |
0.6% |
94% |
False |
False |
152,305 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
90% |
False |
False |
114,798 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
74% |
False |
False |
91,938 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
74% |
False |
False |
76,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2488 |
|
2.618 |
1.2391 |
|
1.618 |
1.2332 |
|
1.000 |
1.2295 |
|
0.618 |
1.2272 |
|
HIGH |
1.2236 |
|
0.618 |
1.2213 |
|
0.500 |
1.2206 |
|
0.382 |
1.2199 |
|
LOW |
1.2176 |
|
0.618 |
1.2139 |
|
1.000 |
1.2117 |
|
1.618 |
1.2080 |
|
2.618 |
1.2020 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2214 |
| PP |
1.2210 |
1.2210 |
| S1 |
1.2206 |
1.2206 |
|