CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.2075 |
0.0066 |
0.5% |
1.1938 |
| High |
1.2085 |
1.2116 |
0.0031 |
0.3% |
1.2032 |
| Low |
1.1981 |
1.2060 |
0.0080 |
0.7% |
1.1911 |
| Close |
1.2077 |
1.2068 |
-0.0009 |
-0.1% |
1.2016 |
| Range |
0.0105 |
0.0056 |
-0.0049 |
-46.4% |
0.0122 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
317 |
561 |
244 |
77.0% |
1,588 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2249 |
1.2214 |
1.2098 |
|
| R3 |
1.2193 |
1.2158 |
1.2083 |
|
| R2 |
1.2137 |
1.2137 |
1.2078 |
|
| R1 |
1.2102 |
1.2102 |
1.2073 |
1.2092 |
| PP |
1.2081 |
1.2081 |
1.2081 |
1.2076 |
| S1 |
1.2046 |
1.2046 |
1.2062 |
1.2036 |
| S2 |
1.2025 |
1.2025 |
1.2057 |
|
| S3 |
1.1969 |
1.1990 |
1.2052 |
|
| S4 |
1.1913 |
1.1934 |
1.2037 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2351 |
1.2305 |
1.2083 |
|
| R3 |
1.2229 |
1.2183 |
1.2049 |
|
| R2 |
1.2108 |
1.2108 |
1.2038 |
|
| R1 |
1.2062 |
1.2062 |
1.2027 |
1.2085 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1998 |
| S1 |
1.1940 |
1.1940 |
1.2005 |
1.1963 |
| S2 |
1.1865 |
1.1865 |
1.1994 |
|
| S3 |
1.1743 |
1.1819 |
1.1983 |
|
| S4 |
1.1622 |
1.1697 |
1.1949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2116 |
1.1981 |
0.0136 |
1.1% |
0.0055 |
0.5% |
64% |
True |
False |
393 |
| 10 |
1.2116 |
1.1900 |
0.0216 |
1.8% |
0.0057 |
0.5% |
78% |
True |
False |
302 |
| 20 |
1.2116 |
1.1746 |
0.0370 |
3.1% |
0.0059 |
0.5% |
87% |
True |
False |
385 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
59% |
False |
False |
313 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
59% |
False |
False |
258 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
48% |
False |
False |
199 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
48% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2354 |
|
2.618 |
1.2263 |
|
1.618 |
1.2207 |
|
1.000 |
1.2172 |
|
0.618 |
1.2151 |
|
HIGH |
1.2116 |
|
0.618 |
1.2095 |
|
0.500 |
1.2088 |
|
0.382 |
1.2081 |
|
LOW |
1.2060 |
|
0.618 |
1.2025 |
|
1.000 |
1.2004 |
|
1.618 |
1.1969 |
|
2.618 |
1.1913 |
|
4.250 |
1.1822 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2088 |
1.2061 |
| PP |
1.2081 |
1.2055 |
| S1 |
1.2074 |
1.2048 |
|