CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2118 |
1.2160 |
0.0043 |
0.4% |
1.2010 |
| High |
1.2169 |
1.2184 |
0.0016 |
0.1% |
1.2136 |
| Low |
1.2092 |
1.2137 |
0.0045 |
0.4% |
1.1981 |
| Close |
1.2160 |
1.2159 |
-0.0001 |
0.0% |
1.2129 |
| Range |
0.0077 |
0.0048 |
-0.0030 |
-38.3% |
0.0155 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
810 |
501 |
-309 |
-38.1% |
2,534 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2302 |
1.2278 |
1.2185 |
|
| R3 |
1.2255 |
1.2230 |
1.2172 |
|
| R2 |
1.2207 |
1.2207 |
1.2167 |
|
| R1 |
1.2183 |
1.2183 |
1.2163 |
1.2171 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2154 |
| S1 |
1.2135 |
1.2135 |
1.2154 |
1.2124 |
| S2 |
1.2112 |
1.2112 |
1.2150 |
|
| S3 |
1.2065 |
1.2088 |
1.2145 |
|
| S4 |
1.2017 |
1.2040 |
1.2132 |
|
|
| 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 |
1.2184 |
1.2049 |
0.0135 |
1.1% |
0.0060 |
0.5% |
81% |
True |
False |
577 |
| 10 |
1.2184 |
1.1981 |
0.0204 |
1.7% |
0.0062 |
0.5% |
87% |
True |
False |
526 |
| 20 |
1.2184 |
1.1754 |
0.0431 |
3.5% |
0.0061 |
0.5% |
94% |
True |
False |
414 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0063 |
0.5% |
94% |
True |
False |
399 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0062 |
0.5% |
75% |
False |
False |
319 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
62% |
False |
False |
249 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
62% |
False |
False |
201 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
62% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2386 |
|
2.618 |
1.2308 |
|
1.618 |
1.2261 |
|
1.000 |
1.2232 |
|
0.618 |
1.2213 |
|
HIGH |
1.2184 |
|
0.618 |
1.2166 |
|
0.500 |
1.2160 |
|
0.382 |
1.2155 |
|
LOW |
1.2137 |
|
0.618 |
1.2107 |
|
1.000 |
1.2089 |
|
1.618 |
1.2060 |
|
2.618 |
1.2012 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2152 |
| PP |
1.2160 |
1.2145 |
| S1 |
1.2159 |
1.2138 |
|