CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2256 |
1.2197 |
-0.0059 |
-0.5% |
1.2153 |
| High |
1.2268 |
1.2218 |
-0.0050 |
-0.4% |
1.2252 |
| Low |
1.2187 |
1.2179 |
-0.0008 |
-0.1% |
1.2133 |
| Close |
1.2197 |
1.2203 |
0.0006 |
0.0% |
1.2187 |
| Range |
0.0081 |
0.0040 |
-0.0042 |
-51.2% |
0.0119 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
164,005 |
152,471 |
-11,534 |
-7.0% |
782,056 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2300 |
1.2224 |
|
| R3 |
1.2279 |
1.2260 |
1.2213 |
|
| R2 |
1.2239 |
1.2239 |
1.2210 |
|
| R1 |
1.2221 |
1.2221 |
1.2206 |
1.2230 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2204 |
| S1 |
1.2181 |
1.2181 |
1.2199 |
1.2191 |
| S2 |
1.2160 |
1.2160 |
1.2195 |
|
| S3 |
1.2121 |
1.2142 |
1.2192 |
|
| S4 |
1.2081 |
1.2102 |
1.2181 |
|
|
| 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 |
0.0105 |
0.9% |
0.0063 |
0.5% |
35% |
False |
False |
155,007 |
| 10 |
1.2271 |
1.2078 |
0.0194 |
1.6% |
0.0066 |
0.5% |
65% |
False |
False |
156,044 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0070 |
0.6% |
75% |
False |
False |
163,246 |
| 40 |
1.2271 |
1.1730 |
0.0542 |
4.4% |
0.0066 |
0.5% |
87% |
False |
False |
158,903 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
88% |
False |
False |
159,862 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
88% |
False |
False |
120,810 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
72% |
False |
False |
96,756 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
72% |
False |
False |
80,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.2321 |
|
1.618 |
1.2282 |
|
1.000 |
1.2258 |
|
0.618 |
1.2242 |
|
HIGH |
1.2218 |
|
0.618 |
1.2203 |
|
0.500 |
1.2198 |
|
0.382 |
1.2194 |
|
LOW |
1.2179 |
|
0.618 |
1.2154 |
|
1.000 |
1.2139 |
|
1.618 |
1.2115 |
|
2.618 |
1.2075 |
|
4.250 |
1.2011 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2201 |
1.2225 |
| PP |
1.2200 |
1.2217 |
| S1 |
1.2198 |
1.2210 |
|