CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2179 |
0.0009 |
0.1% |
1.2058 |
| High |
1.2212 |
1.2182 |
-0.0030 |
-0.2% |
1.2202 |
| Low |
1.2155 |
1.2095 |
-0.0060 |
-0.5% |
1.2019 |
| Close |
1.2183 |
1.2110 |
-0.0073 |
-0.6% |
1.2196 |
| Range |
0.0057 |
0.0087 |
0.0030 |
52.6% |
0.0184 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
| Volume |
549 |
2,208 |
1,659 |
302.2% |
3,968 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2390 |
1.2337 |
1.2157 |
|
| R3 |
1.2303 |
1.2250 |
1.2133 |
|
| R2 |
1.2216 |
1.2216 |
1.2125 |
|
| R1 |
1.2163 |
1.2163 |
1.2117 |
1.2146 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2120 |
| S1 |
1.2076 |
1.2076 |
1.2102 |
1.2059 |
| S2 |
1.2042 |
1.2042 |
1.2094 |
|
| S3 |
1.1955 |
1.1989 |
1.2086 |
|
| S4 |
1.1868 |
1.1902 |
1.2062 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2626 |
1.2297 |
|
| R3 |
1.2506 |
1.2443 |
1.2246 |
|
| R2 |
1.2322 |
1.2322 |
1.2230 |
|
| R1 |
1.2259 |
1.2259 |
1.2213 |
1.2291 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2155 |
| S1 |
1.2076 |
1.2076 |
1.2179 |
1.2107 |
| S2 |
1.1955 |
1.1955 |
1.2162 |
|
| S3 |
1.1772 |
1.1892 |
1.2146 |
|
| S4 |
1.1588 |
1.1709 |
1.2095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2212 |
1.2025 |
0.0187 |
1.5% |
0.0078 |
0.6% |
45% |
False |
False |
983 |
| 10 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0071 |
0.6% |
47% |
False |
False |
936 |
| 20 |
1.2212 |
1.1981 |
0.0231 |
1.9% |
0.0066 |
0.5% |
56% |
False |
False |
724 |
| 40 |
1.2212 |
1.1746 |
0.0466 |
3.8% |
0.0065 |
0.5% |
78% |
False |
False |
532 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
66% |
False |
False |
443 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
66% |
False |
False |
358 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
54% |
False |
False |
289 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
54% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2551 |
|
2.618 |
1.2409 |
|
1.618 |
1.2322 |
|
1.000 |
1.2269 |
|
0.618 |
1.2235 |
|
HIGH |
1.2182 |
|
0.618 |
1.2148 |
|
0.500 |
1.2138 |
|
0.382 |
1.2128 |
|
LOW |
1.2095 |
|
0.618 |
1.2041 |
|
1.000 |
1.2008 |
|
1.618 |
1.1954 |
|
2.618 |
1.1867 |
|
4.250 |
1.1725 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2153 |
| PP |
1.2129 |
1.2139 |
| S1 |
1.2119 |
1.2124 |
|