CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2062 |
1.2127 |
0.0066 |
0.5% |
1.2110 |
| High |
1.2123 |
1.2224 |
0.0101 |
0.8% |
1.2224 |
| Low |
1.2049 |
1.2107 |
0.0059 |
0.5% |
1.2043 |
| Close |
1.2109 |
1.2219 |
0.0110 |
0.9% |
1.2219 |
| Range |
0.0075 |
0.0117 |
0.0042 |
56.4% |
0.0181 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0000 |
| Volume |
160 |
85 |
-75 |
-46.9% |
352 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2533 |
1.2492 |
1.2283 |
|
| R3 |
1.2416 |
1.2376 |
1.2251 |
|
| R2 |
1.2300 |
1.2300 |
1.2240 |
|
| R1 |
1.2259 |
1.2259 |
1.2229 |
1.2279 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2193 |
| S1 |
1.2143 |
1.2143 |
1.2208 |
1.2163 |
| S2 |
1.2067 |
1.2067 |
1.2197 |
|
| S3 |
1.1950 |
1.2026 |
1.2186 |
|
| S4 |
1.1834 |
1.1910 |
1.2154 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2705 |
1.2643 |
1.2318 |
|
| R3 |
1.2524 |
1.2462 |
1.2268 |
|
| R2 |
1.2343 |
1.2343 |
1.2252 |
|
| R1 |
1.2281 |
1.2281 |
1.2235 |
1.2312 |
| PP |
1.2162 |
1.2162 |
1.2162 |
1.2177 |
| S1 |
1.2100 |
1.2100 |
1.2202 |
1.2131 |
| S2 |
1.1981 |
1.1981 |
1.2185 |
|
| S3 |
1.1800 |
1.1919 |
1.2169 |
|
| S4 |
1.1619 |
1.1738 |
1.2119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2224 |
1.2043 |
0.0181 |
1.5% |
0.0061 |
0.5% |
97% |
True |
False |
70 |
| 10 |
1.2224 |
1.2043 |
0.0181 |
1.5% |
0.0059 |
0.5% |
97% |
True |
False |
147 |
| 20 |
1.2224 |
1.1936 |
0.0288 |
2.4% |
0.0056 |
0.5% |
98% |
True |
False |
108 |
| 40 |
1.2224 |
1.1772 |
0.0452 |
3.7% |
0.0055 |
0.5% |
99% |
True |
False |
74 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0057 |
0.5% |
82% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2528 |
|
1.618 |
1.2412 |
|
1.000 |
1.2340 |
|
0.618 |
1.2295 |
|
HIGH |
1.2224 |
|
0.618 |
1.2179 |
|
0.500 |
1.2165 |
|
0.382 |
1.2152 |
|
LOW |
1.2107 |
|
0.618 |
1.2035 |
|
1.000 |
1.1991 |
|
1.618 |
1.1919 |
|
2.618 |
1.1802 |
|
4.250 |
1.1612 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2201 |
1.2190 |
| PP |
1.2183 |
1.2162 |
| S1 |
1.2165 |
1.2133 |
|