CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2220 |
0.0032 |
0.3% |
1.2153 |
| High |
1.2236 |
1.2271 |
0.0036 |
0.3% |
1.2252 |
| Low |
1.2176 |
1.2217 |
0.0041 |
0.3% |
1.2133 |
| Close |
1.2218 |
1.2261 |
0.0043 |
0.3% |
1.2187 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-8.4% |
0.0119 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
128,352 |
166,554 |
38,202 |
29.8% |
782,056 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2413 |
1.2391 |
1.2290 |
|
| R3 |
1.2358 |
1.2337 |
1.2275 |
|
| R2 |
1.2304 |
1.2304 |
1.2270 |
|
| R1 |
1.2282 |
1.2282 |
1.2265 |
1.2293 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2255 |
| S1 |
1.2228 |
1.2228 |
1.2256 |
1.2239 |
| S2 |
1.2195 |
1.2195 |
1.2251 |
|
| S3 |
1.2140 |
1.2173 |
1.2246 |
|
| S4 |
1.2086 |
1.2119 |
1.2231 |
|
|
| 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 |
1.2271 |
1.2166 |
0.0106 |
0.9% |
0.0068 |
0.6% |
90% |
True |
False |
154,693 |
| 10 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0069 |
0.6% |
95% |
True |
False |
163,033 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0070 |
0.6% |
96% |
True |
False |
164,770 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0066 |
0.5% |
98% |
True |
False |
159,360 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
98% |
True |
False |
154,983 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
98% |
True |
False |
116,875 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
80% |
False |
False |
93,599 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
80% |
False |
False |
78,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2414 |
|
1.618 |
1.2359 |
|
1.000 |
1.2326 |
|
0.618 |
1.2305 |
|
HIGH |
1.2271 |
|
0.618 |
1.2250 |
|
0.500 |
1.2244 |
|
0.382 |
1.2237 |
|
LOW |
1.2217 |
|
0.618 |
1.2183 |
|
1.000 |
1.2162 |
|
1.618 |
1.2128 |
|
2.618 |
1.2074 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2247 |
| PP |
1.2249 |
1.2233 |
| S1 |
1.2244 |
1.2219 |
|