CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2176 |
1.2184 |
0.0008 |
0.1% |
1.2197 |
| High |
1.2197 |
1.2262 |
0.0065 |
0.5% |
1.2212 |
| Low |
1.2156 |
1.2182 |
0.0026 |
0.2% |
1.2081 |
| Close |
1.2188 |
1.2258 |
0.0070 |
0.6% |
1.2172 |
| Range |
0.0042 |
0.0081 |
0.0039 |
94.0% |
0.0131 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
475 |
1,166 |
691 |
145.5% |
6,256 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2475 |
1.2447 |
1.2302 |
|
| R3 |
1.2395 |
1.2366 |
1.2280 |
|
| R2 |
1.2314 |
1.2314 |
1.2272 |
|
| R1 |
1.2286 |
1.2286 |
1.2265 |
1.2300 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2241 |
| S1 |
1.2205 |
1.2205 |
1.2250 |
1.2220 |
| S2 |
1.2153 |
1.2153 |
1.2243 |
|
| S3 |
1.2073 |
1.2125 |
1.2235 |
|
| S4 |
1.1992 |
1.2044 |
1.2213 |
|
|
| 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 |
1.2262 |
1.2081 |
0.0182 |
1.5% |
0.0068 |
0.6% |
98% |
True |
False |
1,370 |
| 10 |
1.2262 |
1.2019 |
0.0244 |
2.0% |
0.0068 |
0.6% |
98% |
True |
False |
1,055 |
| 20 |
1.2262 |
1.2019 |
0.0244 |
2.0% |
0.0067 |
0.5% |
98% |
True |
False |
879 |
| 40 |
1.2262 |
1.1746 |
0.0516 |
4.2% |
0.0063 |
0.5% |
99% |
True |
False |
632 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
93% |
False |
False |
502 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
93% |
False |
False |
413 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.4% |
0.0063 |
0.5% |
77% |
False |
False |
335 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.4% |
0.0062 |
0.5% |
77% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2604 |
|
2.618 |
1.2473 |
|
1.618 |
1.2392 |
|
1.000 |
1.2343 |
|
0.618 |
1.2312 |
|
HIGH |
1.2262 |
|
0.618 |
1.2231 |
|
0.500 |
1.2222 |
|
0.382 |
1.2212 |
|
LOW |
1.2182 |
|
0.618 |
1.2132 |
|
1.000 |
1.2101 |
|
1.618 |
1.2051 |
|
2.618 |
1.1971 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2246 |
1.2232 |
| PP |
1.2234 |
1.2207 |
| S1 |
1.2222 |
1.2181 |
|