CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2115 |
1.2170 |
0.0056 |
0.5% |
1.2029 |
| High |
1.2158 |
1.2171 |
0.0013 |
0.1% |
1.2158 |
| Low |
1.2114 |
1.2125 |
0.0011 |
0.1% |
1.2005 |
| Close |
1.2153 |
1.2153 |
0.0000 |
0.0% |
1.2153 |
| Range |
0.0045 |
0.0046 |
0.0002 |
3.4% |
0.0154 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
54 |
24 |
-30 |
-55.6% |
514 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2266 |
1.2178 |
|
| R3 |
1.2241 |
1.2220 |
1.2165 |
|
| R2 |
1.2195 |
1.2195 |
1.2161 |
|
| R1 |
1.2174 |
1.2174 |
1.2157 |
1.2162 |
| PP |
1.2149 |
1.2149 |
1.2149 |
1.2143 |
| S1 |
1.2128 |
1.2128 |
1.2148 |
1.2116 |
| S2 |
1.2103 |
1.2103 |
1.2144 |
|
| S3 |
1.2057 |
1.2082 |
1.2140 |
|
| S4 |
1.2011 |
1.2036 |
1.2127 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2513 |
1.2237 |
|
| R3 |
1.2412 |
1.2359 |
1.2195 |
|
| R2 |
1.2259 |
1.2259 |
1.2181 |
|
| R1 |
1.2206 |
1.2206 |
1.2167 |
1.2232 |
| PP |
1.2105 |
1.2105 |
1.2105 |
1.2118 |
| S1 |
1.2052 |
1.2052 |
1.2138 |
1.2079 |
| S2 |
1.1952 |
1.1952 |
1.2124 |
|
| S3 |
1.1798 |
1.1899 |
1.2110 |
|
| S4 |
1.1645 |
1.1745 |
1.2068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2171 |
1.2055 |
0.0116 |
1.0% |
0.0051 |
0.4% |
84% |
True |
False |
91 |
| 10 |
1.2171 |
1.1947 |
0.0224 |
1.8% |
0.0053 |
0.4% |
92% |
True |
False |
69 |
| 20 |
1.2171 |
1.1772 |
0.0399 |
3.3% |
0.0054 |
0.4% |
95% |
True |
False |
59 |
| 40 |
1.2183 |
1.1772 |
0.0412 |
3.4% |
0.0058 |
0.5% |
93% |
False |
False |
48 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
70% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2366 |
|
2.618 |
1.2291 |
|
1.618 |
1.2245 |
|
1.000 |
1.2217 |
|
0.618 |
1.2199 |
|
HIGH |
1.2171 |
|
0.618 |
1.2153 |
|
0.500 |
1.2148 |
|
0.382 |
1.2142 |
|
LOW |
1.2125 |
|
0.618 |
1.2096 |
|
1.000 |
1.2079 |
|
1.618 |
1.2050 |
|
2.618 |
1.2004 |
|
4.250 |
1.1929 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2139 |
| PP |
1.2149 |
1.2126 |
| S1 |
1.2148 |
1.2113 |
|