CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2217 |
1.2276 |
0.0059 |
0.5% |
1.2214 |
| High |
1.2283 |
1.2295 |
0.0012 |
0.1% |
1.2233 |
| Low |
1.2209 |
1.2210 |
0.0002 |
0.0% |
1.2104 |
| Close |
1.2280 |
1.2223 |
-0.0057 |
-0.5% |
1.2194 |
| Range |
0.0075 |
0.0085 |
0.0011 |
14.1% |
0.0130 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.4% |
0.0000 |
| Volume |
56 |
228 |
172 |
307.1% |
1,057 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2445 |
1.2269 |
|
| R3 |
1.2413 |
1.2360 |
1.2246 |
|
| R2 |
1.2328 |
1.2328 |
1.2238 |
|
| R1 |
1.2275 |
1.2275 |
1.2230 |
1.2259 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2234 |
| S1 |
1.2190 |
1.2190 |
1.2215 |
1.2174 |
| S2 |
1.2158 |
1.2158 |
1.2207 |
|
| S3 |
1.2073 |
1.2105 |
1.2199 |
|
| S4 |
1.1988 |
1.2020 |
1.2176 |
|
|
| 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 |
1.2295 |
1.2104 |
0.0192 |
1.6% |
0.0066 |
0.5% |
62% |
True |
False |
178 |
| 10 |
1.2295 |
1.2049 |
0.0247 |
2.0% |
0.0070 |
0.6% |
71% |
True |
False |
174 |
| 20 |
1.2295 |
1.2043 |
0.0253 |
2.1% |
0.0061 |
0.5% |
71% |
True |
False |
166 |
| 40 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0055 |
0.5% |
86% |
True |
False |
104 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0060 |
0.5% |
83% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2656 |
|
2.618 |
1.2518 |
|
1.618 |
1.2433 |
|
1.000 |
1.2380 |
|
0.618 |
1.2348 |
|
HIGH |
1.2295 |
|
0.618 |
1.2263 |
|
0.500 |
1.2253 |
|
0.382 |
1.2242 |
|
LOW |
1.2210 |
|
0.618 |
1.2157 |
|
1.000 |
1.2125 |
|
1.618 |
1.2072 |
|
2.618 |
1.1987 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2253 |
1.2237 |
| PP |
1.2243 |
1.2232 |
| S1 |
1.2233 |
1.2227 |
|