CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2127 |
1.2214 |
0.0087 |
0.7% |
1.2110 |
| High |
1.2224 |
1.2231 |
0.0007 |
0.1% |
1.2224 |
| Low |
1.2107 |
1.2189 |
0.0082 |
0.7% |
1.2043 |
| Close |
1.2219 |
1.2199 |
-0.0020 |
-0.2% |
1.2219 |
| Range |
0.0117 |
0.0042 |
-0.0075 |
-64.4% |
0.0181 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
85 |
64 |
-21 |
-24.7% |
352 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2331 |
1.2306 |
1.2222 |
|
| R3 |
1.2289 |
1.2265 |
1.2210 |
|
| R2 |
1.2248 |
1.2248 |
1.2207 |
|
| R1 |
1.2223 |
1.2223 |
1.2203 |
1.2215 |
| PP |
1.2206 |
1.2206 |
1.2206 |
1.2202 |
| S1 |
1.2182 |
1.2182 |
1.2195 |
1.2173 |
| S2 |
1.2165 |
1.2165 |
1.2191 |
|
| S3 |
1.2123 |
1.2140 |
1.2188 |
|
| S4 |
1.2082 |
1.2099 |
1.2176 |
|
|
| 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 |
1.2231 |
1.2043 |
0.0188 |
1.5% |
0.0057 |
0.5% |
83% |
True |
False |
79 |
| 10 |
1.2231 |
1.2043 |
0.0188 |
1.5% |
0.0059 |
0.5% |
83% |
True |
False |
151 |
| 20 |
1.2231 |
1.1947 |
0.0284 |
2.3% |
0.0056 |
0.5% |
89% |
True |
False |
110 |
| 40 |
1.2231 |
1.1772 |
0.0459 |
3.8% |
0.0055 |
0.4% |
93% |
True |
False |
74 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0057 |
0.5% |
78% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2339 |
|
1.618 |
1.2298 |
|
1.000 |
1.2272 |
|
0.618 |
1.2256 |
|
HIGH |
1.2231 |
|
0.618 |
1.2215 |
|
0.500 |
1.2210 |
|
0.382 |
1.2205 |
|
LOW |
1.2189 |
|
0.618 |
1.2163 |
|
1.000 |
1.2148 |
|
1.618 |
1.2122 |
|
2.618 |
1.2080 |
|
4.250 |
1.2013 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2210 |
1.2179 |
| PP |
1.2206 |
1.2159 |
| S1 |
1.2203 |
1.2140 |
|