CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2179 |
1.2101 |
-0.0078 |
-0.6% |
1.2058 |
| High |
1.2182 |
1.2135 |
-0.0047 |
-0.4% |
1.2202 |
| Low |
1.2095 |
1.2081 |
-0.0014 |
-0.1% |
1.2019 |
| Close |
1.2110 |
1.2106 |
-0.0004 |
0.0% |
1.2196 |
| Range |
0.0087 |
0.0054 |
-0.0033 |
-37.9% |
0.0184 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,208 |
1,006 |
-1,202 |
-54.4% |
3,968 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2269 |
1.2241 |
1.2135 |
|
| R3 |
1.2215 |
1.2187 |
1.2120 |
|
| R2 |
1.2161 |
1.2161 |
1.2115 |
|
| R1 |
1.2133 |
1.2133 |
1.2110 |
1.2147 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2114 |
| S1 |
1.2079 |
1.2079 |
1.2101 |
1.2093 |
| S2 |
1.2053 |
1.2053 |
1.2096 |
|
| S3 |
1.1999 |
1.2025 |
1.2091 |
|
| S4 |
1.1945 |
1.1971 |
1.2076 |
|
|
| 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 |
1.2081 |
0.0131 |
1.1% |
0.0073 |
0.6% |
19% |
False |
True |
1,052 |
| 10 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0071 |
0.6% |
45% |
False |
False |
986 |
| 20 |
1.2212 |
1.1981 |
0.0231 |
1.9% |
0.0067 |
0.6% |
54% |
False |
False |
756 |
| 40 |
1.2212 |
1.1746 |
0.0466 |
3.8% |
0.0064 |
0.5% |
77% |
False |
False |
553 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
66% |
False |
False |
442 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
66% |
False |
False |
370 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
54% |
False |
False |
299 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
54% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2364 |
|
2.618 |
1.2276 |
|
1.618 |
1.2222 |
|
1.000 |
1.2189 |
|
0.618 |
1.2168 |
|
HIGH |
1.2135 |
|
0.618 |
1.2114 |
|
0.500 |
1.2108 |
|
0.382 |
1.2101 |
|
LOW |
1.2081 |
|
0.618 |
1.2047 |
|
1.000 |
1.2027 |
|
1.618 |
1.1993 |
|
2.618 |
1.1939 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2108 |
1.2146 |
| PP |
1.2107 |
1.2133 |
| S1 |
1.2106 |
1.2119 |
|