CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2071 |
1.2051 |
-0.0020 |
-0.2% |
1.2010 |
| High |
1.2106 |
1.2136 |
0.0030 |
0.2% |
1.2136 |
| Low |
1.2031 |
1.2049 |
0.0019 |
0.2% |
1.1981 |
| Close |
1.2044 |
1.2129 |
0.0085 |
0.7% |
1.2129 |
| Range |
0.0075 |
0.0087 |
0.0012 |
15.3% |
0.0155 |
| ATR |
0.0062 |
0.0065 |
0.0002 |
3.4% |
0.0000 |
| Volume |
703 |
454 |
-249 |
-35.4% |
2,534 |
|
| Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2364 |
1.2333 |
1.2176 |
|
| R3 |
1.2277 |
1.2246 |
1.2152 |
|
| R2 |
1.2191 |
1.2191 |
1.2144 |
|
| R1 |
1.2160 |
1.2160 |
1.2136 |
1.2175 |
| PP |
1.2104 |
1.2104 |
1.2104 |
1.2112 |
| S1 |
1.2073 |
1.2073 |
1.2121 |
1.2089 |
| S2 |
1.2018 |
1.2018 |
1.2113 |
|
| S3 |
1.1931 |
1.1987 |
1.2105 |
|
| S4 |
1.1845 |
1.1900 |
1.2081 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2493 |
1.2214 |
|
| R3 |
1.2392 |
1.2338 |
1.2171 |
|
| R2 |
1.2237 |
1.2237 |
1.2157 |
|
| R1 |
1.2183 |
1.2183 |
1.2143 |
1.2210 |
| PP |
1.2082 |
1.2082 |
1.2082 |
1.2095 |
| S1 |
1.2028 |
1.2028 |
1.2114 |
1.2055 |
| S2 |
1.1927 |
1.1927 |
1.2100 |
|
| S3 |
1.1772 |
1.1873 |
1.2086 |
|
| S4 |
1.1617 |
1.1718 |
1.2043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2136 |
1.1981 |
0.0155 |
1.3% |
0.0073 |
0.6% |
95% |
True |
False |
506 |
| 10 |
1.2136 |
1.1911 |
0.0225 |
1.9% |
0.0060 |
0.5% |
97% |
True |
False |
412 |
| 20 |
1.2136 |
1.1746 |
0.0390 |
3.2% |
0.0060 |
0.5% |
98% |
True |
False |
377 |
| 40 |
1.2197 |
1.1746 |
0.0451 |
3.7% |
0.0066 |
0.5% |
85% |
False |
False |
348 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
70% |
False |
False |
283 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
57% |
False |
False |
219 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
57% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2362 |
|
1.618 |
1.2275 |
|
1.000 |
1.2222 |
|
0.618 |
1.2189 |
|
HIGH |
1.2136 |
|
0.618 |
1.2102 |
|
0.500 |
1.2092 |
|
0.382 |
1.2082 |
|
LOW |
1.2049 |
|
0.618 |
1.1996 |
|
1.000 |
1.1963 |
|
1.618 |
1.1909 |
|
2.618 |
1.1823 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 23-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2113 |
| PP |
1.2104 |
1.2098 |
| S1 |
1.2092 |
1.2083 |
|