CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2049 |
1.2034 |
-0.0015 |
-0.1% |
1.2127 |
| High |
1.2059 |
1.2102 |
0.0044 |
0.4% |
1.2184 |
| Low |
1.2019 |
1.2025 |
0.0006 |
0.0% |
1.2050 |
| Close |
1.2032 |
1.2086 |
0.0054 |
0.4% |
1.2056 |
| Range |
0.0040 |
0.0078 |
0.0038 |
93.8% |
0.0134 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
989 |
662 |
-327 |
-33.1% |
4,076 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2303 |
1.2272 |
1.2128 |
|
| R3 |
1.2226 |
1.2194 |
1.2107 |
|
| R2 |
1.2148 |
1.2148 |
1.2100 |
|
| R1 |
1.2117 |
1.2117 |
1.2093 |
1.2133 |
| PP |
1.2071 |
1.2071 |
1.2071 |
1.2079 |
| S1 |
1.2039 |
1.2039 |
1.2078 |
1.2055 |
| S2 |
1.1993 |
1.1993 |
1.2071 |
|
| S3 |
1.1916 |
1.1962 |
1.2064 |
|
| S4 |
1.1838 |
1.1884 |
1.2043 |
|
|
| 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 |
1.2160 |
1.2019 |
0.0141 |
1.2% |
0.0070 |
0.6% |
48% |
False |
False |
921 |
| 10 |
1.2184 |
1.2019 |
0.0166 |
1.4% |
0.0065 |
0.5% |
40% |
False |
False |
749 |
| 20 |
1.2184 |
1.1907 |
0.0278 |
2.3% |
0.0061 |
0.5% |
65% |
False |
False |
564 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0063 |
0.5% |
78% |
False |
False |
464 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
62% |
False |
False |
392 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
62% |
False |
False |
306 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
51% |
False |
False |
246 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0059 |
0.5% |
51% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2431 |
|
2.618 |
1.2305 |
|
1.618 |
1.2227 |
|
1.000 |
1.2180 |
|
0.618 |
1.2150 |
|
HIGH |
1.2102 |
|
0.618 |
1.2072 |
|
0.500 |
1.2063 |
|
0.382 |
1.2054 |
|
LOW |
1.2025 |
|
0.618 |
1.1977 |
|
1.000 |
1.1947 |
|
1.618 |
1.1899 |
|
2.618 |
1.1822 |
|
4.250 |
1.1695 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2078 |
1.2077 |
| PP |
1.2071 |
1.2069 |
| S1 |
1.2063 |
1.2060 |
|