CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2128 |
-0.0050 |
-0.4% |
1.2110 |
| High |
1.2202 |
1.2156 |
-0.0046 |
-0.4% |
1.2224 |
| Low |
1.2117 |
1.2104 |
-0.0013 |
-0.1% |
1.2043 |
| Close |
1.2132 |
1.2128 |
-0.0004 |
0.0% |
1.2219 |
| Range |
0.0086 |
0.0053 |
-0.0033 |
-38.6% |
0.0181 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
106 |
397 |
291 |
274.5% |
352 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2260 |
1.2156 |
|
| R3 |
1.2234 |
1.2207 |
1.2142 |
|
| R2 |
1.2182 |
1.2182 |
1.2137 |
|
| R1 |
1.2155 |
1.2155 |
1.2132 |
1.2142 |
| PP |
1.2129 |
1.2129 |
1.2129 |
1.2123 |
| S1 |
1.2102 |
1.2102 |
1.2123 |
1.2089 |
| S2 |
1.2077 |
1.2077 |
1.2118 |
|
| S3 |
1.2024 |
1.2050 |
1.2113 |
|
| S4 |
1.1972 |
1.1997 |
1.2099 |
|
|
| 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 |
1.2104 |
0.0130 |
1.1% |
0.0070 |
0.6% |
19% |
False |
True |
218 |
| 10 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0063 |
0.5% |
45% |
False |
False |
152 |
| 20 |
1.2233 |
1.2005 |
0.0229 |
1.9% |
0.0059 |
0.5% |
54% |
False |
False |
150 |
| 40 |
1.2233 |
1.1772 |
0.0462 |
3.8% |
0.0055 |
0.5% |
77% |
False |
False |
97 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
65% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2379 |
|
2.618 |
1.2293 |
|
1.618 |
1.2241 |
|
1.000 |
1.2209 |
|
0.618 |
1.2188 |
|
HIGH |
1.2156 |
|
0.618 |
1.2136 |
|
0.500 |
1.2130 |
|
0.382 |
1.2124 |
|
LOW |
1.2104 |
|
0.618 |
1.2071 |
|
1.000 |
1.2051 |
|
1.618 |
1.2019 |
|
2.618 |
1.1966 |
|
4.250 |
1.1880 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2130 |
1.2168 |
| PP |
1.2129 |
1.2155 |
| S1 |
1.2128 |
1.2141 |
|