CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2160 |
1.2158 |
-0.0003 |
0.0% |
1.2127 |
| High |
1.2184 |
1.2160 |
-0.0025 |
-0.2% |
1.2184 |
| Low |
1.2137 |
1.2050 |
-0.0087 |
-0.7% |
1.2050 |
| Close |
1.2159 |
1.2056 |
-0.0103 |
-0.8% |
1.2056 |
| Range |
0.0048 |
0.0110 |
0.0062 |
130.5% |
0.0134 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.5% |
0.0000 |
| Volume |
501 |
1,642 |
1,141 |
227.7% |
4,076 |
|
| Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2417 |
1.2346 |
1.2116 |
|
| R3 |
1.2307 |
1.2236 |
1.2086 |
|
| R2 |
1.2198 |
1.2198 |
1.2076 |
|
| R1 |
1.2127 |
1.2127 |
1.2066 |
1.2108 |
| PP |
1.2088 |
1.2088 |
1.2088 |
1.2079 |
| S1 |
1.2017 |
1.2017 |
1.2045 |
1.1998 |
| S2 |
1.1979 |
1.1979 |
1.2035 |
|
| S3 |
1.1869 |
1.1908 |
1.2025 |
|
| S4 |
1.1760 |
1.1798 |
1.1995 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2411 |
1.2129 |
|
| R3 |
1.2365 |
1.2277 |
1.2092 |
|
| R2 |
1.2231 |
1.2231 |
1.2080 |
|
| R1 |
1.2143 |
1.2143 |
1.2068 |
1.2120 |
| PP |
1.2097 |
1.2097 |
1.2097 |
1.2085 |
| S1 |
1.2009 |
1.2009 |
1.2043 |
1.1986 |
| S2 |
1.1963 |
1.1963 |
1.2031 |
|
| S3 |
1.1829 |
1.1875 |
1.2019 |
|
| S4 |
1.1695 |
1.1741 |
1.1982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2184 |
1.2050 |
0.0134 |
1.1% |
0.0065 |
0.5% |
4% |
False |
True |
815 |
| 10 |
1.2184 |
1.1981 |
0.0204 |
1.7% |
0.0069 |
0.6% |
37% |
False |
False |
661 |
| 20 |
1.2184 |
1.1778 |
0.0407 |
3.4% |
0.0063 |
0.5% |
68% |
False |
False |
469 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0064 |
0.5% |
71% |
False |
False |
424 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
56% |
False |
False |
346 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
46% |
False |
False |
270 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
46% |
False |
False |
217 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
46% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2625 |
|
2.618 |
1.2446 |
|
1.618 |
1.2337 |
|
1.000 |
1.2269 |
|
0.618 |
1.2227 |
|
HIGH |
1.2160 |
|
0.618 |
1.2118 |
|
0.500 |
1.2105 |
|
0.382 |
1.2092 |
|
LOW |
1.2050 |
|
0.618 |
1.1982 |
|
1.000 |
1.1941 |
|
1.618 |
1.1873 |
|
2.618 |
1.1763 |
|
4.250 |
1.1585 |
|
|
| Fisher Pivots for day following 30-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2105 |
1.2117 |
| PP |
1.2088 |
1.2097 |
| S1 |
1.2072 |
1.2076 |
|