CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1912 |
0.0052 |
0.4% |
1.1835 |
| High |
1.1918 |
1.1954 |
0.0036 |
0.3% |
1.1837 |
| Low |
1.1836 |
1.1901 |
0.0065 |
0.5% |
1.1746 |
| Close |
1.1911 |
1.1906 |
-0.0005 |
0.0% |
1.1812 |
| Range |
0.0082 |
0.0053 |
-0.0029 |
-35.0% |
0.0091 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
399 |
186 |
-213 |
-53.4% |
1,803 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2045 |
1.1935 |
|
| R3 |
1.2026 |
1.1992 |
1.1920 |
|
| R2 |
1.1973 |
1.1973 |
1.1915 |
|
| R1 |
1.1939 |
1.1939 |
1.1910 |
1.1930 |
| PP |
1.1920 |
1.1920 |
1.1920 |
1.1915 |
| S1 |
1.1886 |
1.1886 |
1.1901 |
1.1877 |
| S2 |
1.1867 |
1.1867 |
1.1896 |
|
| S3 |
1.1814 |
1.1833 |
1.1891 |
|
| S4 |
1.1761 |
1.1780 |
1.1876 |
|
|
| 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 |
1.1954 |
1.1746 |
0.0208 |
1.7% |
0.0068 |
0.6% |
77% |
True |
False |
361 |
| 10 |
1.1954 |
1.1746 |
0.0208 |
1.7% |
0.0058 |
0.5% |
77% |
True |
False |
423 |
| 20 |
1.2035 |
1.1746 |
0.0289 |
2.4% |
0.0064 |
0.5% |
55% |
False |
False |
366 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
29% |
False |
False |
301 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
29% |
False |
False |
217 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0062 |
0.5% |
24% |
False |
False |
164 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
24% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2179 |
|
2.618 |
1.2092 |
|
1.618 |
1.2039 |
|
1.000 |
1.2007 |
|
0.618 |
1.1986 |
|
HIGH |
1.1954 |
|
0.618 |
1.1933 |
|
0.500 |
1.1927 |
|
0.382 |
1.1921 |
|
LOW |
1.1901 |
|
0.618 |
1.1868 |
|
1.000 |
1.1848 |
|
1.618 |
1.1815 |
|
2.618 |
1.1762 |
|
4.250 |
1.1675 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1927 |
1.1892 |
| PP |
1.1920 |
1.1879 |
| S1 |
1.1913 |
1.1866 |
|