CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1768 |
1.1802 |
0.0034 |
0.3% |
1.1835 |
| High |
1.1820 |
1.1860 |
0.0040 |
0.3% |
1.1837 |
| Low |
1.1754 |
1.1778 |
0.0024 |
0.2% |
1.1746 |
| Close |
1.1812 |
1.1853 |
0.0042 |
0.4% |
1.1812 |
| Range |
0.0067 |
0.0083 |
0.0016 |
24.1% |
0.0091 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.8% |
0.0000 |
| Volume |
534 |
236 |
-298 |
-55.8% |
1,803 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2048 |
1.1898 |
|
| R3 |
1.1995 |
1.1965 |
1.1876 |
|
| R2 |
1.1913 |
1.1913 |
1.1868 |
|
| R1 |
1.1883 |
1.1883 |
1.1861 |
1.1898 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1838 |
| S1 |
1.1800 |
1.1800 |
1.1845 |
1.1815 |
| S2 |
1.1748 |
1.1748 |
1.1838 |
|
| S3 |
1.1665 |
1.1718 |
1.1830 |
|
| S4 |
1.1583 |
1.1635 |
1.1808 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.2031 |
1.1861 |
|
| R3 |
1.1979 |
1.1941 |
1.1836 |
|
| R2 |
1.1889 |
1.1889 |
1.1828 |
|
| R1 |
1.1850 |
1.1850 |
1.1820 |
1.1824 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1785 |
| S1 |
1.1760 |
1.1760 |
1.1803 |
1.1734 |
| S2 |
1.1708 |
1.1708 |
1.1795 |
|
| S3 |
1.1617 |
1.1669 |
1.1787 |
|
| S4 |
1.1527 |
1.1579 |
1.1762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1860 |
1.1746 |
0.0114 |
1.0% |
0.0060 |
0.5% |
94% |
True |
False |
407 |
| 10 |
1.1992 |
1.1746 |
0.0246 |
2.1% |
0.0061 |
0.5% |
44% |
False |
False |
443 |
| 20 |
1.2035 |
1.1746 |
0.0289 |
2.4% |
0.0066 |
0.6% |
37% |
False |
False |
355 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
20% |
False |
False |
288 |
| 60 |
1.2406 |
1.1746 |
0.0660 |
5.6% |
0.0065 |
0.5% |
16% |
False |
False |
207 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0061 |
0.5% |
16% |
False |
False |
157 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
16% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2076 |
|
1.618 |
1.1993 |
|
1.000 |
1.1943 |
|
0.618 |
1.1911 |
|
HIGH |
1.1860 |
|
0.618 |
1.1828 |
|
0.500 |
1.1819 |
|
0.382 |
1.1809 |
|
LOW |
1.1778 |
|
0.618 |
1.1727 |
|
1.000 |
1.1695 |
|
1.618 |
1.1644 |
|
2.618 |
1.1562 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1836 |
| PP |
1.1830 |
1.1820 |
| S1 |
1.1819 |
1.1803 |
|