CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2219 |
1.2221 |
0.0002 |
0.0% |
1.2199 |
| High |
1.2239 |
1.2230 |
-0.0010 |
-0.1% |
1.2293 |
| Low |
1.2200 |
1.2158 |
-0.0043 |
-0.3% |
1.2158 |
| Close |
1.2224 |
1.2226 |
0.0002 |
0.0% |
1.2226 |
| Range |
0.0039 |
0.0072 |
0.0033 |
84.6% |
0.0135 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.7% |
0.0000 |
| Volume |
6,043 |
3,419 |
-2,624 |
-43.4% |
20,446 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2420 |
1.2395 |
1.2266 |
|
| R3 |
1.2348 |
1.2323 |
1.2246 |
|
| R2 |
1.2276 |
1.2276 |
1.2239 |
|
| R1 |
1.2251 |
1.2251 |
1.2233 |
1.2264 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2211 |
| S1 |
1.2179 |
1.2179 |
1.2219 |
1.2192 |
| S2 |
1.2132 |
1.2132 |
1.2213 |
|
| S3 |
1.2060 |
1.2107 |
1.2206 |
|
| S4 |
1.1988 |
1.2035 |
1.2186 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2630 |
1.2563 |
1.2300 |
|
| R3 |
1.2495 |
1.2428 |
1.2263 |
|
| R2 |
1.2360 |
1.2360 |
1.2251 |
|
| R1 |
1.2293 |
1.2293 |
1.2238 |
1.2327 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2242 |
| S1 |
1.2158 |
1.2158 |
1.2214 |
1.2192 |
| S2 |
1.2090 |
1.2090 |
1.2201 |
|
| S3 |
1.1955 |
1.2023 |
1.2189 |
|
| S4 |
1.1820 |
1.1888 |
1.2152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2293 |
1.2158 |
0.0135 |
1.1% |
0.0061 |
0.5% |
51% |
False |
True |
4,089 |
| 10 |
1.2293 |
1.2156 |
0.0137 |
1.1% |
0.0065 |
0.5% |
51% |
False |
False |
2,696 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0066 |
0.5% |
76% |
False |
False |
1,859 |
| 40 |
1.2293 |
1.1778 |
0.0515 |
4.2% |
0.0065 |
0.5% |
87% |
False |
False |
1,164 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
88% |
False |
False |
903 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
88% |
False |
False |
724 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0065 |
0.5% |
72% |
False |
False |
588 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
72% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2536 |
|
2.618 |
1.2418 |
|
1.618 |
1.2346 |
|
1.000 |
1.2302 |
|
0.618 |
1.2274 |
|
HIGH |
1.2230 |
|
0.618 |
1.2202 |
|
0.500 |
1.2194 |
|
0.382 |
1.2185 |
|
LOW |
1.2158 |
|
0.618 |
1.2113 |
|
1.000 |
1.2086 |
|
1.618 |
1.2041 |
|
2.618 |
1.1969 |
|
4.250 |
1.1852 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2215 |
1.2225 |
| PP |
1.2204 |
1.2224 |
| S1 |
1.2194 |
1.2223 |
|