CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1906 |
1.1951 |
0.0045 |
0.4% |
1.1802 |
| High |
1.1966 |
1.1959 |
-0.0007 |
-0.1% |
1.1966 |
| Low |
1.1900 |
1.1907 |
0.0007 |
0.1% |
1.1778 |
| Close |
1.1956 |
1.1942 |
-0.0015 |
-0.1% |
1.1942 |
| Range |
0.0066 |
0.0052 |
-0.0014 |
-20.6% |
0.0188 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
243 |
126 |
-117 |
-48.1% |
1,190 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2092 |
1.2069 |
1.1970 |
|
| R3 |
1.2040 |
1.2017 |
1.1956 |
|
| R2 |
1.1988 |
1.1988 |
1.1951 |
|
| R1 |
1.1965 |
1.1965 |
1.1946 |
1.1950 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1928 |
| S1 |
1.1913 |
1.1913 |
1.1937 |
1.1898 |
| S2 |
1.1884 |
1.1884 |
1.1932 |
|
| S3 |
1.1832 |
1.1861 |
1.1927 |
|
| S4 |
1.1780 |
1.1809 |
1.1913 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2388 |
1.2045 |
|
| R3 |
1.2271 |
1.2200 |
1.1993 |
|
| R2 |
1.2083 |
1.2083 |
1.1976 |
|
| R1 |
1.2012 |
1.2012 |
1.1959 |
1.2048 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1913 |
| S1 |
1.1824 |
1.1824 |
1.1924 |
1.1860 |
| S2 |
1.1707 |
1.1707 |
1.1907 |
|
| S3 |
1.1519 |
1.1636 |
1.1890 |
|
| S4 |
1.1331 |
1.1448 |
1.1838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1778 |
0.0188 |
1.6% |
0.0067 |
0.6% |
87% |
False |
False |
238 |
| 10 |
1.1966 |
1.1746 |
0.0220 |
1.8% |
0.0059 |
0.5% |
89% |
False |
False |
342 |
| 20 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0064 |
0.5% |
68% |
False |
False |
329 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
36% |
False |
False |
282 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
36% |
False |
False |
223 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0062 |
0.5% |
29% |
False |
False |
168 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
29% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2180 |
|
2.618 |
1.2095 |
|
1.618 |
1.2043 |
|
1.000 |
1.2011 |
|
0.618 |
1.1991 |
|
HIGH |
1.1959 |
|
0.618 |
1.1939 |
|
0.500 |
1.1933 |
|
0.382 |
1.1926 |
|
LOW |
1.1907 |
|
0.618 |
1.1874 |
|
1.000 |
1.1855 |
|
1.618 |
1.1822 |
|
2.618 |
1.1770 |
|
4.250 |
1.1686 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1939 |
1.1939 |
| PP |
1.1936 |
1.1936 |
| S1 |
1.1933 |
1.1933 |
|