CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2021 |
13-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1954 |
0.0016 |
0.1% |
1.1802 |
| High |
1.1957 |
1.1995 |
0.0038 |
0.3% |
1.1966 |
| Low |
1.1911 |
1.1920 |
0.0010 |
0.1% |
1.1778 |
| Close |
1.1944 |
1.1985 |
0.0041 |
0.3% |
1.1942 |
| Range |
0.0047 |
0.0075 |
0.0028 |
60.2% |
0.0188 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
166 |
335 |
169 |
101.8% |
1,190 |
|
| Daily Pivots for day following 13-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2190 |
1.2162 |
1.2025 |
|
| R3 |
1.2115 |
1.2087 |
1.2005 |
|
| R2 |
1.2041 |
1.2041 |
1.1998 |
|
| R1 |
1.2013 |
1.2013 |
1.1991 |
1.2027 |
| PP |
1.1966 |
1.1966 |
1.1966 |
1.1973 |
| S1 |
1.1938 |
1.1938 |
1.1978 |
1.1952 |
| S2 |
1.1892 |
1.1892 |
1.1971 |
|
| S3 |
1.1817 |
1.1864 |
1.1964 |
|
| S4 |
1.1743 |
1.1789 |
1.1944 |
|
|
| 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 |
1.1995 |
1.1900 |
0.0095 |
0.8% |
0.0058 |
0.5% |
89% |
True |
False |
211 |
| 10 |
1.1995 |
1.1746 |
0.0249 |
2.1% |
0.0064 |
0.5% |
96% |
True |
False |
310 |
| 20 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0065 |
0.5% |
83% |
False |
False |
322 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
43% |
False |
False |
294 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
43% |
False |
False |
229 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0063 |
0.5% |
36% |
False |
False |
175 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0060 |
0.5% |
36% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2311 |
|
2.618 |
1.2190 |
|
1.618 |
1.2115 |
|
1.000 |
1.2069 |
|
0.618 |
1.2041 |
|
HIGH |
1.1995 |
|
0.618 |
1.1966 |
|
0.500 |
1.1957 |
|
0.382 |
1.1948 |
|
LOW |
1.1920 |
|
0.618 |
1.1874 |
|
1.000 |
1.1846 |
|
1.618 |
1.1799 |
|
2.618 |
1.1725 |
|
4.250 |
1.1603 |
|
|
| Fisher Pivots for day following 13-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1975 |
1.1973 |
| PP |
1.1966 |
1.1962 |
| S1 |
1.1957 |
1.1951 |
|