CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2250 |
0.0067 |
0.5% |
1.2197 |
| High |
1.2262 |
1.2273 |
0.0011 |
0.1% |
1.2212 |
| Low |
1.2182 |
1.2189 |
0.0007 |
0.1% |
1.2081 |
| Close |
1.2258 |
1.2201 |
-0.0057 |
-0.5% |
1.2172 |
| Range |
0.0081 |
0.0085 |
0.0004 |
5.0% |
0.0131 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.9% |
0.0000 |
| Volume |
1,166 |
2,296 |
1,130 |
96.9% |
6,256 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2474 |
1.2422 |
1.2247 |
|
| R3 |
1.2390 |
1.2337 |
1.2224 |
|
| R2 |
1.2305 |
1.2305 |
1.2216 |
|
| R1 |
1.2253 |
1.2253 |
1.2208 |
1.2237 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2213 |
| S1 |
1.2168 |
1.2168 |
1.2193 |
1.2152 |
| S2 |
1.2136 |
1.2136 |
1.2185 |
|
| S3 |
1.2052 |
1.2084 |
1.2177 |
|
| S4 |
1.1967 |
1.1999 |
1.2154 |
|
|
| 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 |
1.2273 |
1.2081 |
0.0193 |
1.6% |
0.0067 |
0.6% |
62% |
True |
False |
1,388 |
| 10 |
1.2273 |
1.2025 |
0.0249 |
2.0% |
0.0073 |
0.6% |
71% |
True |
False |
1,185 |
| 20 |
1.2273 |
1.2019 |
0.0255 |
2.1% |
0.0069 |
0.6% |
72% |
True |
False |
969 |
| 40 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0063 |
0.5% |
86% |
True |
False |
674 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
83% |
False |
False |
538 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
83% |
False |
False |
442 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
68% |
False |
False |
358 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
68% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2632 |
|
2.618 |
1.2494 |
|
1.618 |
1.2410 |
|
1.000 |
1.2358 |
|
0.618 |
1.2325 |
|
HIGH |
1.2273 |
|
0.618 |
1.2241 |
|
0.500 |
1.2231 |
|
0.382 |
1.2221 |
|
LOW |
1.2189 |
|
0.618 |
1.2136 |
|
1.000 |
1.2104 |
|
1.618 |
1.2052 |
|
2.618 |
1.1967 |
|
4.250 |
1.1829 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2231 |
1.2214 |
| PP |
1.2221 |
1.2210 |
| S1 |
1.2211 |
1.2205 |
|