CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2101 |
1.2103 |
0.0003 |
0.0% |
1.2197 |
| High |
1.2135 |
1.2176 |
0.0042 |
0.3% |
1.2212 |
| Low |
1.2081 |
1.2100 |
0.0020 |
0.2% |
1.2081 |
| Close |
1.2106 |
1.2172 |
0.0067 |
0.5% |
1.2172 |
| Range |
0.0054 |
0.0076 |
0.0022 |
40.7% |
0.0131 |
| ATR |
0.0067 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,006 |
1,998 |
992 |
98.6% |
6,256 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2351 |
1.2214 |
|
| R3 |
1.2301 |
1.2275 |
1.2193 |
|
| R2 |
1.2225 |
1.2225 |
1.2186 |
|
| R1 |
1.2199 |
1.2199 |
1.2179 |
1.2212 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2156 |
| S1 |
1.2123 |
1.2123 |
1.2165 |
1.2136 |
| S2 |
1.2073 |
1.2073 |
1.2158 |
|
| S3 |
1.1997 |
1.2047 |
1.2151 |
|
| S4 |
1.1921 |
1.1971 |
1.2130 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2548 |
1.2491 |
1.2244 |
|
| R3 |
1.2417 |
1.2360 |
1.2208 |
|
| R2 |
1.2286 |
1.2286 |
1.2196 |
|
| R1 |
1.2229 |
1.2229 |
1.2184 |
1.2192 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2136 |
| S1 |
1.2098 |
1.2098 |
1.2160 |
1.2061 |
| S2 |
1.2024 |
1.2024 |
1.2148 |
|
| S3 |
1.1893 |
1.1967 |
1.2136 |
|
| S4 |
1.1762 |
1.1836 |
1.2100 |
|
|
| 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% |
0.0065 |
0.5% |
70% |
False |
False |
1,251 |
| 10 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0068 |
0.6% |
80% |
False |
False |
1,022 |
| 20 |
1.2212 |
1.1981 |
0.0231 |
1.9% |
0.0069 |
0.6% |
83% |
False |
False |
841 |
| 40 |
1.2212 |
1.1746 |
0.0466 |
3.8% |
0.0063 |
0.5% |
92% |
False |
False |
598 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
78% |
False |
False |
475 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
78% |
False |
False |
395 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
64% |
False |
False |
318 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
64% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2499 |
|
2.618 |
1.2375 |
|
1.618 |
1.2299 |
|
1.000 |
1.2252 |
|
0.618 |
1.2223 |
|
HIGH |
1.2176 |
|
0.618 |
1.2147 |
|
0.500 |
1.2138 |
|
0.382 |
1.2129 |
|
LOW |
1.2100 |
|
0.618 |
1.2053 |
|
1.000 |
1.2024 |
|
1.618 |
1.1977 |
|
2.618 |
1.1901 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2161 |
1.2158 |
| PP |
1.2149 |
1.2145 |
| S1 |
1.2138 |
1.2131 |
|