CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2162 |
1.2110 |
-0.0052 |
-0.4% |
1.2170 |
| High |
1.2163 |
1.2132 |
-0.0031 |
-0.3% |
1.2207 |
| Low |
1.2075 |
1.2071 |
-0.0004 |
0.0% |
1.2075 |
| Close |
1.2079 |
1.2124 |
0.0045 |
0.4% |
1.2079 |
| Range |
0.0088 |
0.0062 |
-0.0027 |
-30.1% |
0.0133 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
165 |
18 |
-147 |
-89.1% |
1,123 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2270 |
1.2157 |
|
| R3 |
1.2232 |
1.2208 |
1.2140 |
|
| R2 |
1.2170 |
1.2170 |
1.2135 |
|
| R1 |
1.2147 |
1.2147 |
1.2129 |
1.2159 |
| PP |
1.2109 |
1.2109 |
1.2109 |
1.2115 |
| S1 |
1.2085 |
1.2085 |
1.2118 |
1.2097 |
| S2 |
1.2047 |
1.2047 |
1.2112 |
|
| S3 |
1.1986 |
1.2024 |
1.2107 |
|
| S4 |
1.1924 |
1.1962 |
1.2090 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2431 |
1.2152 |
|
| R3 |
1.2385 |
1.2298 |
1.2115 |
|
| R2 |
1.2253 |
1.2253 |
1.2103 |
|
| R1 |
1.2166 |
1.2166 |
1.2091 |
1.2143 |
| PP |
1.2120 |
1.2120 |
1.2120 |
1.2109 |
| S1 |
1.2033 |
1.2033 |
1.2067 |
1.2011 |
| S2 |
1.1988 |
1.1988 |
1.2055 |
|
| S3 |
1.1855 |
1.1901 |
1.2043 |
|
| S4 |
1.1723 |
1.1768 |
1.2006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2207 |
1.2071 |
0.0137 |
1.1% |
0.0060 |
0.5% |
39% |
False |
True |
223 |
| 10 |
1.2207 |
1.2055 |
0.0152 |
1.3% |
0.0055 |
0.5% |
45% |
False |
False |
157 |
| 20 |
1.2207 |
1.1861 |
0.0346 |
2.9% |
0.0055 |
0.5% |
76% |
False |
False |
106 |
| 40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0056 |
0.5% |
81% |
False |
False |
71 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
65% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2393 |
|
2.618 |
1.2293 |
|
1.618 |
1.2232 |
|
1.000 |
1.2194 |
|
0.618 |
1.2170 |
|
HIGH |
1.2132 |
|
0.618 |
1.2109 |
|
0.500 |
1.2101 |
|
0.382 |
1.2094 |
|
LOW |
1.2071 |
|
0.618 |
1.2032 |
|
1.000 |
1.2009 |
|
1.618 |
1.1971 |
|
2.618 |
1.1909 |
|
4.250 |
1.1809 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2139 |
| PP |
1.2109 |
1.2134 |
| S1 |
1.2101 |
1.2129 |
|