CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2241 |
0.0042 |
0.3% |
1.2176 |
| High |
1.2257 |
1.2293 |
0.0036 |
0.3% |
1.2273 |
| Low |
1.2199 |
1.2237 |
0.0039 |
0.3% |
1.2156 |
| Close |
1.2240 |
1.2283 |
0.0043 |
0.3% |
1.2209 |
| Range |
0.0058 |
0.0056 |
-0.0003 |
-4.3% |
0.0118 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,191 |
4,082 |
1,891 |
86.3% |
6,519 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2415 |
1.2313 |
|
| R3 |
1.2382 |
1.2360 |
1.2298 |
|
| R2 |
1.2326 |
1.2326 |
1.2293 |
|
| R1 |
1.2304 |
1.2304 |
1.2288 |
1.2315 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2276 |
| S1 |
1.2249 |
1.2249 |
1.2277 |
1.2260 |
| S2 |
1.2215 |
1.2215 |
1.2272 |
|
| S3 |
1.2160 |
1.2193 |
1.2267 |
|
| S4 |
1.2104 |
1.2138 |
1.2252 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2504 |
1.2273 |
|
| R3 |
1.2447 |
1.2387 |
1.2241 |
|
| R2 |
1.2330 |
1.2330 |
1.2230 |
|
| R1 |
1.2269 |
1.2269 |
1.2219 |
1.2300 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2228 |
| S1 |
1.2152 |
1.2152 |
1.2198 |
1.2182 |
| S2 |
1.2095 |
1.2095 |
1.2187 |
|
| S3 |
1.1977 |
1.2034 |
1.2176 |
|
| S4 |
1.1860 |
1.1917 |
1.2144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2293 |
1.2189 |
0.0104 |
0.8% |
0.0067 |
0.5% |
90% |
True |
False |
2,230 |
| 10 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0067 |
0.5% |
95% |
True |
False |
1,800 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0069 |
0.6% |
96% |
True |
False |
1,298 |
| 40 |
1.2293 |
1.1746 |
0.0547 |
4.4% |
0.0065 |
0.5% |
98% |
True |
False |
845 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.4% |
0.0066 |
0.5% |
98% |
True |
False |
679 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
98% |
False |
False |
550 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.4% |
0.0064 |
0.5% |
80% |
False |
False |
446 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.4% |
0.0062 |
0.5% |
80% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2528 |
|
2.618 |
1.2438 |
|
1.618 |
1.2382 |
|
1.000 |
1.2348 |
|
0.618 |
1.2327 |
|
HIGH |
1.2293 |
|
0.618 |
1.2271 |
|
0.500 |
1.2265 |
|
0.382 |
1.2258 |
|
LOW |
1.2237 |
|
0.618 |
1.2203 |
|
1.000 |
1.2182 |
|
1.618 |
1.2147 |
|
2.618 |
1.2092 |
|
4.250 |
1.2001 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2277 |
1.2269 |
| PP |
1.2271 |
1.2255 |
| S1 |
1.2265 |
1.2241 |
|