CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2132 |
1.2188 |
0.0057 |
0.5% |
1.2029 |
| High |
1.2190 |
1.2207 |
0.0017 |
0.1% |
1.2158 |
| Low |
1.2117 |
1.2163 |
0.0047 |
0.4% |
1.2005 |
| Close |
1.2184 |
1.2183 |
-0.0002 |
0.0% |
1.2153 |
| Range |
0.0074 |
0.0044 |
-0.0030 |
-40.1% |
0.0154 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
209 |
333 |
124 |
59.3% |
514 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2316 |
1.2293 |
1.2207 |
|
| R3 |
1.2272 |
1.2249 |
1.2195 |
|
| R2 |
1.2228 |
1.2228 |
1.2191 |
|
| R1 |
1.2205 |
1.2205 |
1.2187 |
1.2195 |
| PP |
1.2184 |
1.2184 |
1.2184 |
1.2179 |
| S1 |
1.2161 |
1.2161 |
1.2178 |
1.2151 |
| S2 |
1.2140 |
1.2140 |
1.2174 |
|
| S3 |
1.2096 |
1.2117 |
1.2170 |
|
| S4 |
1.2052 |
1.2073 |
1.2158 |
|
|
| 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 |
1.2207 |
1.2114 |
0.0094 |
0.8% |
0.0048 |
0.4% |
74% |
True |
False |
202 |
| 10 |
1.2207 |
1.2005 |
0.0203 |
1.7% |
0.0054 |
0.4% |
88% |
True |
False |
148 |
| 20 |
1.2207 |
1.1780 |
0.0428 |
3.5% |
0.0055 |
0.5% |
94% |
True |
False |
97 |
| 40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0056 |
0.5% |
94% |
True |
False |
70 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
75% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2394 |
|
2.618 |
1.2322 |
|
1.618 |
1.2278 |
|
1.000 |
1.2251 |
|
0.618 |
1.2234 |
|
HIGH |
1.2207 |
|
0.618 |
1.2190 |
|
0.500 |
1.2185 |
|
0.382 |
1.2180 |
|
LOW |
1.2163 |
|
0.618 |
1.2136 |
|
1.000 |
1.2119 |
|
1.618 |
1.2092 |
|
2.618 |
1.2048 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2185 |
1.2176 |
| PP |
1.2184 |
1.2169 |
| S1 |
1.2183 |
1.2162 |
|