CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2217 |
0.0018 |
0.1% |
1.2214 |
| High |
1.2219 |
1.2283 |
0.0065 |
0.5% |
1.2233 |
| Low |
1.2178 |
1.2209 |
0.0031 |
0.3% |
1.2104 |
| Close |
1.2210 |
1.2280 |
0.0070 |
0.6% |
1.2194 |
| Range |
0.0041 |
0.0075 |
0.0034 |
84.0% |
0.0130 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
160 |
56 |
-104 |
-65.0% |
1,057 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2481 |
1.2455 |
1.2320 |
|
| R3 |
1.2406 |
1.2380 |
1.2300 |
|
| R2 |
1.2332 |
1.2332 |
1.2293 |
|
| R1 |
1.2306 |
1.2306 |
1.2286 |
1.2319 |
| PP |
1.2257 |
1.2257 |
1.2257 |
1.2264 |
| S1 |
1.2231 |
1.2231 |
1.2273 |
1.2244 |
| S2 |
1.2183 |
1.2183 |
1.2266 |
|
| S3 |
1.2108 |
1.2157 |
1.2259 |
|
| S4 |
1.2034 |
1.2082 |
1.2239 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2509 |
1.2265 |
|
| R3 |
1.2436 |
1.2380 |
1.2230 |
|
| R2 |
1.2306 |
1.2306 |
1.2218 |
|
| R1 |
1.2250 |
1.2250 |
1.2206 |
1.2214 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2159 |
| S1 |
1.2121 |
1.2121 |
1.2182 |
1.2084 |
| S2 |
1.2047 |
1.2047 |
1.2170 |
|
| S3 |
1.1918 |
1.1991 |
1.2158 |
|
| S4 |
1.1788 |
1.1862 |
1.2123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2283 |
1.2104 |
0.0180 |
1.5% |
0.0066 |
0.5% |
98% |
True |
False |
154 |
| 10 |
1.2283 |
1.2043 |
0.0241 |
2.0% |
0.0065 |
0.5% |
99% |
True |
False |
153 |
| 20 |
1.2283 |
1.2043 |
0.0241 |
2.0% |
0.0059 |
0.5% |
99% |
True |
False |
157 |
| 40 |
1.2283 |
1.1772 |
0.0512 |
4.2% |
0.0055 |
0.4% |
99% |
True |
False |
100 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0059 |
0.5% |
93% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2600 |
|
2.618 |
1.2478 |
|
1.618 |
1.2404 |
|
1.000 |
1.2358 |
|
0.618 |
1.2329 |
|
HIGH |
1.2283 |
|
0.618 |
1.2255 |
|
0.500 |
1.2246 |
|
0.382 |
1.2237 |
|
LOW |
1.2209 |
|
0.618 |
1.2162 |
|
1.000 |
1.2134 |
|
1.618 |
1.2088 |
|
2.618 |
1.2013 |
|
4.250 |
1.1892 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2268 |
1.2254 |
| PP |
1.2257 |
1.2228 |
| S1 |
1.2246 |
1.2203 |
|