CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1912 |
1.1906 |
-0.0006 |
-0.1% |
1.1835 |
| High |
1.1954 |
1.1966 |
0.0012 |
0.1% |
1.1837 |
| Low |
1.1901 |
1.1900 |
-0.0001 |
0.0% |
1.1746 |
| Close |
1.1906 |
1.1956 |
0.0051 |
0.4% |
1.1812 |
| Range |
0.0053 |
0.0066 |
0.0013 |
23.6% |
0.0091 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
186 |
243 |
57 |
30.6% |
1,803 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.2112 |
1.1992 |
|
| R3 |
1.2072 |
1.2047 |
1.1974 |
|
| R2 |
1.2006 |
1.2006 |
1.1968 |
|
| R1 |
1.1981 |
1.1981 |
1.1962 |
1.1994 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1947 |
| S1 |
1.1916 |
1.1916 |
1.1950 |
1.1928 |
| S2 |
1.1875 |
1.1875 |
1.1944 |
|
| S3 |
1.1810 |
1.1850 |
1.1938 |
|
| S4 |
1.1744 |
1.1785 |
1.1920 |
|
|
| 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 |
1.1966 |
1.1754 |
0.0212 |
1.8% |
0.0070 |
0.6% |
96% |
True |
False |
319 |
| 10 |
1.1966 |
1.1746 |
0.0220 |
1.8% |
0.0060 |
0.5% |
96% |
True |
False |
409 |
| 20 |
1.2035 |
1.1746 |
0.0289 |
2.4% |
0.0065 |
0.5% |
73% |
False |
False |
364 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
38% |
False |
False |
306 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
38% |
False |
False |
221 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0062 |
0.5% |
31% |
False |
False |
167 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
31% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2244 |
|
2.618 |
1.2137 |
|
1.618 |
1.2071 |
|
1.000 |
1.2031 |
|
0.618 |
1.2006 |
|
HIGH |
1.1966 |
|
0.618 |
1.1940 |
|
0.500 |
1.1933 |
|
0.382 |
1.1925 |
|
LOW |
1.1900 |
|
0.618 |
1.1860 |
|
1.000 |
1.1835 |
|
1.618 |
1.1794 |
|
2.618 |
1.1729 |
|
4.250 |
1.1622 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1948 |
1.1938 |
| PP |
1.1941 |
1.1919 |
| S1 |
1.1933 |
1.1901 |
|