CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2214 |
1.2193 |
-0.0021 |
-0.2% |
1.2110 |
| High |
1.2231 |
1.2233 |
0.0003 |
0.0% |
1.2224 |
| Low |
1.2189 |
1.2178 |
-0.0012 |
-0.1% |
1.2043 |
| Close |
1.2199 |
1.2205 |
0.0006 |
0.0% |
1.2219 |
| Range |
0.0042 |
0.0056 |
0.0014 |
33.7% |
0.0181 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
64 |
439 |
375 |
585.9% |
352 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2344 |
1.2236 |
|
| R3 |
1.2316 |
1.2288 |
1.2220 |
|
| R2 |
1.2261 |
1.2261 |
1.2215 |
|
| R1 |
1.2233 |
1.2233 |
1.2210 |
1.2247 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2212 |
| S1 |
1.2177 |
1.2177 |
1.2200 |
1.2191 |
| S2 |
1.2150 |
1.2150 |
1.2195 |
|
| S3 |
1.2094 |
1.2122 |
1.2190 |
|
| S4 |
1.2039 |
1.2066 |
1.2174 |
|
|
| 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 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0064 |
0.5% |
85% |
True |
False |
153 |
| 10 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0061 |
0.5% |
85% |
True |
False |
156 |
| 20 |
1.2233 |
1.2005 |
0.0229 |
1.9% |
0.0055 |
0.5% |
88% |
True |
False |
131 |
| 40 |
1.2233 |
1.1772 |
0.0462 |
3.8% |
0.0055 |
0.5% |
94% |
True |
False |
85 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0057 |
0.5% |
79% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2469 |
|
2.618 |
1.2378 |
|
1.618 |
1.2323 |
|
1.000 |
1.2289 |
|
0.618 |
1.2267 |
|
HIGH |
1.2233 |
|
0.618 |
1.2212 |
|
0.500 |
1.2205 |
|
0.382 |
1.2199 |
|
LOW |
1.2178 |
|
0.618 |
1.2143 |
|
1.000 |
1.2122 |
|
1.618 |
1.2088 |
|
2.618 |
1.2032 |
|
4.250 |
1.1942 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2205 |
1.2193 |
| PP |
1.2205 |
1.2182 |
| S1 |
1.2205 |
1.2170 |
|