CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2070 |
1.2072 |
0.0002 |
0.0% |
1.2170 |
| High |
1.2079 |
1.2074 |
-0.0005 |
0.0% |
1.2207 |
| Low |
1.2056 |
1.2043 |
-0.0014 |
-0.1% |
1.2075 |
| Close |
1.2068 |
1.2055 |
-0.0013 |
-0.1% |
1.2079 |
| Range |
0.0023 |
0.0032 |
0.0009 |
40.0% |
0.0133 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
68 |
21 |
-47 |
-69.1% |
1,123 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2152 |
1.2135 |
1.2072 |
|
| R3 |
1.2120 |
1.2103 |
1.2064 |
|
| R2 |
1.2089 |
1.2089 |
1.2061 |
|
| R1 |
1.2072 |
1.2072 |
1.2058 |
1.2065 |
| PP |
1.2057 |
1.2057 |
1.2057 |
1.2054 |
| S1 |
1.2040 |
1.2040 |
1.2052 |
1.2033 |
| S2 |
1.2026 |
1.2026 |
1.2049 |
|
| S3 |
1.1994 |
1.2009 |
1.2046 |
|
| S4 |
1.1963 |
1.1977 |
1.2038 |
|
|
| 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 |
1.2043 |
0.0165 |
1.4% |
0.0050 |
0.4% |
8% |
False |
True |
121 |
| 10 |
1.2207 |
1.2043 |
0.0165 |
1.4% |
0.0051 |
0.4% |
8% |
False |
True |
158 |
| 20 |
1.2207 |
1.1927 |
0.0281 |
2.3% |
0.0052 |
0.4% |
46% |
False |
False |
110 |
| 40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0054 |
0.4% |
65% |
False |
False |
73 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0055 |
0.5% |
52% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2156 |
|
1.618 |
1.2125 |
|
1.000 |
1.2106 |
|
0.618 |
1.2093 |
|
HIGH |
1.2074 |
|
0.618 |
1.2062 |
|
0.500 |
1.2058 |
|
0.382 |
1.2055 |
|
LOW |
1.2043 |
|
0.618 |
1.2023 |
|
1.000 |
1.2011 |
|
1.618 |
1.1992 |
|
2.618 |
1.1960 |
|
4.250 |
1.1909 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2058 |
1.2087 |
| PP |
1.2057 |
1.2077 |
| S1 |
1.2056 |
1.2066 |
|