CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2051 |
1.2127 |
0.0076 |
0.6% |
1.2010 |
| High |
1.2136 |
1.2152 |
0.0017 |
0.1% |
1.2136 |
| Low |
1.2049 |
1.2098 |
0.0049 |
0.4% |
1.1981 |
| Close |
1.2129 |
1.2128 |
-0.0001 |
0.0% |
1.2129 |
| Range |
0.0087 |
0.0055 |
-0.0032 |
-37.0% |
0.0155 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
454 |
763 |
309 |
68.1% |
2,534 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2289 |
1.2263 |
1.2158 |
|
| R3 |
1.2235 |
1.2209 |
1.2143 |
|
| R2 |
1.2180 |
1.2180 |
1.2138 |
|
| R1 |
1.2154 |
1.2154 |
1.2133 |
1.2167 |
| PP |
1.2126 |
1.2126 |
1.2126 |
1.2132 |
| S1 |
1.2100 |
1.2100 |
1.2123 |
1.2113 |
| S2 |
1.2071 |
1.2071 |
1.2118 |
|
| S3 |
1.2017 |
1.2045 |
1.2113 |
|
| S4 |
1.1962 |
1.1991 |
1.2098 |
|
|
| 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 |
1.2152 |
1.2031 |
0.0122 |
1.0% |
0.0063 |
0.5% |
80% |
True |
False |
596 |
| 10 |
1.2152 |
1.1920 |
0.0232 |
1.9% |
0.0061 |
0.5% |
90% |
True |
False |
471 |
| 20 |
1.2152 |
1.1746 |
0.0406 |
3.3% |
0.0060 |
0.5% |
94% |
True |
False |
393 |
| 40 |
1.2160 |
1.1746 |
0.0414 |
3.4% |
0.0065 |
0.5% |
92% |
False |
False |
361 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
70% |
False |
False |
295 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
57% |
False |
False |
229 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
57% |
False |
False |
185 |
| 120 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0060 |
0.5% |
59% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2384 |
|
2.618 |
1.2295 |
|
1.618 |
1.2240 |
|
1.000 |
1.2207 |
|
0.618 |
1.2186 |
|
HIGH |
1.2152 |
|
0.618 |
1.2131 |
|
0.500 |
1.2125 |
|
0.382 |
1.2118 |
|
LOW |
1.2098 |
|
0.618 |
1.2064 |
|
1.000 |
1.2043 |
|
1.618 |
1.2009 |
|
2.618 |
1.1955 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2116 |
| PP |
1.2126 |
1.2104 |
| S1 |
1.2125 |
1.2091 |
|