CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2103 |
1.2176 |
0.0073 |
0.6% |
1.2197 |
| High |
1.2176 |
1.2197 |
0.0021 |
0.2% |
1.2212 |
| Low |
1.2100 |
1.2156 |
0.0056 |
0.5% |
1.2081 |
| Close |
1.2172 |
1.2188 |
0.0016 |
0.1% |
1.2172 |
| Range |
0.0076 |
0.0042 |
-0.0035 |
-45.4% |
0.0131 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,998 |
475 |
-1,523 |
-76.2% |
6,256 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2288 |
1.2210 |
|
| R3 |
1.2263 |
1.2246 |
1.2199 |
|
| R2 |
1.2222 |
1.2222 |
1.2195 |
|
| R1 |
1.2205 |
1.2205 |
1.2191 |
1.2213 |
| PP |
1.2180 |
1.2180 |
1.2180 |
1.2184 |
| S1 |
1.2163 |
1.2163 |
1.2184 |
1.2172 |
| S2 |
1.2139 |
1.2139 |
1.2180 |
|
| S3 |
1.2097 |
1.2122 |
1.2176 |
|
| S4 |
1.2056 |
1.2080 |
1.2165 |
|
|
| 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% |
0.0063 |
0.5% |
82% |
False |
False |
1,247 |
| 10 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0066 |
0.5% |
88% |
False |
False |
1,040 |
| 20 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0065 |
0.5% |
88% |
False |
False |
849 |
| 40 |
1.2212 |
1.1746 |
0.0466 |
3.8% |
0.0063 |
0.5% |
95% |
False |
False |
607 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
80% |
False |
False |
482 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
80% |
False |
False |
400 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
66% |
False |
False |
323 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
66% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2373 |
|
2.618 |
1.2306 |
|
1.618 |
1.2264 |
|
1.000 |
1.2239 |
|
0.618 |
1.2223 |
|
HIGH |
1.2197 |
|
0.618 |
1.2181 |
|
0.500 |
1.2176 |
|
0.382 |
1.2171 |
|
LOW |
1.2156 |
|
0.618 |
1.2130 |
|
1.000 |
1.2114 |
|
1.618 |
1.2088 |
|
2.618 |
1.2047 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2171 |
| PP |
1.2180 |
1.2155 |
| S1 |
1.2176 |
1.2139 |
|