CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2276 |
1.2221 |
-0.0055 |
-0.4% |
1.2214 |
| High |
1.2295 |
1.2277 |
-0.0018 |
-0.1% |
1.2233 |
| Low |
1.2210 |
1.2219 |
0.0009 |
0.1% |
1.2104 |
| Close |
1.2223 |
1.2269 |
0.0047 |
0.4% |
1.2194 |
| Range |
0.0085 |
0.0058 |
-0.0027 |
-31.8% |
0.0130 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
228 |
106 |
-122 |
-53.5% |
1,057 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2407 |
1.2301 |
|
| R3 |
1.2371 |
1.2349 |
1.2285 |
|
| R2 |
1.2313 |
1.2313 |
1.2280 |
|
| R1 |
1.2291 |
1.2291 |
1.2274 |
1.2302 |
| PP |
1.2255 |
1.2255 |
1.2255 |
1.2261 |
| S1 |
1.2233 |
1.2233 |
1.2264 |
1.2244 |
| S2 |
1.2197 |
1.2197 |
1.2258 |
|
| S3 |
1.2139 |
1.2175 |
1.2253 |
|
| S4 |
1.2081 |
1.2117 |
1.2237 |
|
|
| 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 |
1.2123 |
0.0173 |
1.4% |
0.0067 |
0.5% |
85% |
False |
False |
120 |
| 10 |
1.2295 |
1.2104 |
0.0192 |
1.6% |
0.0069 |
0.6% |
86% |
False |
False |
169 |
| 20 |
1.2295 |
1.2043 |
0.0253 |
2.1% |
0.0060 |
0.5% |
90% |
False |
False |
156 |
| 40 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0056 |
0.5% |
95% |
False |
False |
106 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0060 |
0.5% |
91% |
False |
False |
88 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0058 |
0.5% |
91% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2524 |
|
2.618 |
1.2429 |
|
1.618 |
1.2371 |
|
1.000 |
1.2335 |
|
0.618 |
1.2313 |
|
HIGH |
1.2277 |
|
0.618 |
1.2255 |
|
0.500 |
1.2248 |
|
0.382 |
1.2241 |
|
LOW |
1.2219 |
|
0.618 |
1.2183 |
|
1.000 |
1.2161 |
|
1.618 |
1.2125 |
|
2.618 |
1.2067 |
|
4.250 |
1.1973 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2262 |
1.2263 |
| PP |
1.2255 |
1.2258 |
| S1 |
1.2248 |
1.2252 |
|