CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2058 |
-0.0100 |
-0.8% |
1.2127 |
| High |
1.2160 |
1.2109 |
-0.0051 |
-0.4% |
1.2184 |
| Low |
1.2050 |
1.2047 |
-0.0003 |
0.0% |
1.2050 |
| Close |
1.2056 |
1.2100 |
0.0044 |
0.4% |
1.2056 |
| Range |
0.0110 |
0.0062 |
-0.0048 |
-43.4% |
0.0134 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,642 |
297 |
-1,345 |
-81.9% |
4,076 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2271 |
1.2247 |
1.2134 |
|
| R3 |
1.2209 |
1.2185 |
1.2117 |
|
| R2 |
1.2147 |
1.2147 |
1.2111 |
|
| R1 |
1.2123 |
1.2123 |
1.2105 |
1.2135 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2091 |
| S1 |
1.2061 |
1.2061 |
1.2094 |
1.2073 |
| S2 |
1.2023 |
1.2023 |
1.2088 |
|
| S3 |
1.1961 |
1.1999 |
1.2082 |
|
| S4 |
1.1899 |
1.1937 |
1.2065 |
|
|
| 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 |
1.2047 |
0.0137 |
1.1% |
0.0066 |
0.5% |
38% |
False |
True |
722 |
| 10 |
1.2184 |
1.2031 |
0.0154 |
1.3% |
0.0065 |
0.5% |
45% |
False |
False |
659 |
| 20 |
1.2184 |
1.1836 |
0.0348 |
2.9% |
0.0062 |
0.5% |
76% |
False |
False |
472 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0064 |
0.5% |
81% |
False |
False |
413 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
64% |
False |
False |
349 |
| 80 |
1.2406 |
1.1746 |
0.0660 |
5.5% |
0.0064 |
0.5% |
54% |
False |
False |
274 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
53% |
False |
False |
220 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
53% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2373 |
|
2.618 |
1.2271 |
|
1.618 |
1.2209 |
|
1.000 |
1.2171 |
|
0.618 |
1.2147 |
|
HIGH |
1.2109 |
|
0.618 |
1.2085 |
|
0.500 |
1.2078 |
|
0.382 |
1.2071 |
|
LOW |
1.2047 |
|
0.618 |
1.2009 |
|
1.000 |
1.1985 |
|
1.618 |
1.1947 |
|
2.618 |
1.1885 |
|
4.250 |
1.1784 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2092 |
1.2116 |
| PP |
1.2085 |
1.2110 |
| S1 |
1.2078 |
1.2105 |
|