CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2062 |
-0.0010 |
-0.1% |
1.2170 |
| High |
1.2074 |
1.2123 |
0.0049 |
0.4% |
1.2207 |
| Low |
1.2043 |
1.2049 |
0.0006 |
0.0% |
1.2075 |
| Close |
1.2055 |
1.2109 |
0.0054 |
0.4% |
1.2079 |
| Range |
0.0032 |
0.0075 |
0.0043 |
136.5% |
0.0133 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.8% |
0.0000 |
| Volume |
21 |
160 |
139 |
661.9% |
1,123 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2317 |
1.2287 |
1.2149 |
|
| R3 |
1.2242 |
1.2213 |
1.2129 |
|
| R2 |
1.2168 |
1.2168 |
1.2122 |
|
| R1 |
1.2138 |
1.2138 |
1.2115 |
1.2153 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2101 |
| S1 |
1.2064 |
1.2064 |
1.2102 |
1.2079 |
| S2 |
1.2019 |
1.2019 |
1.2095 |
|
| S3 |
1.1944 |
1.1989 |
1.2088 |
|
| S4 |
1.1870 |
1.1915 |
1.2068 |
|
|
| 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 |
1.2163 |
1.2043 |
0.0120 |
1.0% |
0.0056 |
0.5% |
55% |
False |
False |
86 |
| 10 |
1.2207 |
1.2043 |
0.0165 |
1.4% |
0.0052 |
0.4% |
40% |
False |
False |
144 |
| 20 |
1.2207 |
1.1935 |
0.0273 |
2.3% |
0.0052 |
0.4% |
64% |
False |
False |
108 |
| 40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0054 |
0.4% |
77% |
False |
False |
73 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0055 |
0.5% |
62% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2440 |
|
2.618 |
1.2318 |
|
1.618 |
1.2244 |
|
1.000 |
1.2198 |
|
0.618 |
1.2169 |
|
HIGH |
1.2123 |
|
0.618 |
1.2095 |
|
0.500 |
1.2086 |
|
0.382 |
1.2077 |
|
LOW |
1.2049 |
|
0.618 |
1.2002 |
|
1.000 |
1.1974 |
|
1.618 |
1.1928 |
|
2.618 |
1.1853 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2101 |
1.2100 |
| PP |
1.2093 |
1.2091 |
| S1 |
1.2086 |
1.2083 |
|