CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2075 |
1.2071 |
-0.0004 |
0.0% |
1.1938 |
| High |
1.2116 |
1.2080 |
-0.0036 |
-0.3% |
1.2032 |
| Low |
1.2060 |
1.2036 |
-0.0024 |
-0.2% |
1.1911 |
| Close |
1.2068 |
1.2067 |
-0.0001 |
0.0% |
1.2016 |
| Range |
0.0056 |
0.0044 |
-0.0012 |
-21.4% |
0.0122 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
561 |
499 |
-62 |
-11.1% |
1,588 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2174 |
1.2091 |
|
| R3 |
1.2149 |
1.2130 |
1.2079 |
|
| R2 |
1.2105 |
1.2105 |
1.2075 |
|
| R1 |
1.2086 |
1.2086 |
1.2071 |
1.2073 |
| PP |
1.2061 |
1.2061 |
1.2061 |
1.2055 |
| S1 |
1.2042 |
1.2042 |
1.2062 |
1.2029 |
| S2 |
1.2017 |
1.2017 |
1.2058 |
|
| S3 |
1.1973 |
1.1998 |
1.2054 |
|
| S4 |
1.1929 |
1.1954 |
1.2042 |
|
|
| 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% |
0.0057 |
0.5% |
63% |
False |
False |
407 |
| 10 |
1.2116 |
1.1900 |
0.0216 |
1.8% |
0.0056 |
0.5% |
77% |
False |
False |
333 |
| 20 |
1.2116 |
1.1746 |
0.0370 |
3.1% |
0.0057 |
0.5% |
87% |
False |
False |
378 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
58% |
False |
False |
323 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
58% |
False |
False |
266 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
48% |
False |
False |
205 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
48% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2267 |
|
2.618 |
1.2195 |
|
1.618 |
1.2151 |
|
1.000 |
1.2124 |
|
0.618 |
1.2107 |
|
HIGH |
1.2080 |
|
0.618 |
1.2063 |
|
0.500 |
1.2058 |
|
0.382 |
1.2053 |
|
LOW |
1.2036 |
|
0.618 |
1.2009 |
|
1.000 |
1.1992 |
|
1.618 |
1.1965 |
|
2.618 |
1.1921 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2064 |
1.2060 |
| PP |
1.2061 |
1.2054 |
| S1 |
1.2058 |
1.2048 |
|