CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2221 |
1.2280 |
0.0059 |
0.5% |
1.2199 |
| High |
1.2277 |
1.2288 |
0.0011 |
0.1% |
1.2295 |
| Low |
1.2219 |
1.2212 |
-0.0008 |
-0.1% |
1.2178 |
| Close |
1.2269 |
1.2231 |
-0.0039 |
-0.3% |
1.2231 |
| Range |
0.0058 |
0.0077 |
0.0019 |
31.9% |
0.0117 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
| Volume |
106 |
253 |
147 |
138.7% |
803 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2473 |
1.2428 |
1.2273 |
|
| R3 |
1.2396 |
1.2352 |
1.2252 |
|
| R2 |
1.2320 |
1.2320 |
1.2245 |
|
| R1 |
1.2275 |
1.2275 |
1.2238 |
1.2259 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2235 |
| S1 |
1.2199 |
1.2199 |
1.2223 |
1.2183 |
| S2 |
1.2167 |
1.2167 |
1.2216 |
|
| S3 |
1.2090 |
1.2122 |
1.2209 |
|
| S4 |
1.2014 |
1.2046 |
1.2188 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2586 |
1.2525 |
1.2295 |
|
| R3 |
1.2469 |
1.2408 |
1.2263 |
|
| R2 |
1.2352 |
1.2352 |
1.2252 |
|
| R1 |
1.2291 |
1.2291 |
1.2241 |
1.2321 |
| PP |
1.2235 |
1.2235 |
1.2235 |
1.2250 |
| S1 |
1.2174 |
1.2174 |
1.2220 |
1.2204 |
| S2 |
1.2118 |
1.2118 |
1.2209 |
|
| S3 |
1.2001 |
1.2057 |
1.2198 |
|
| S4 |
1.1884 |
1.1940 |
1.2166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2295 |
1.2178 |
0.0117 |
1.0% |
0.0067 |
0.5% |
45% |
False |
False |
160 |
| 10 |
1.2295 |
1.2104 |
0.0192 |
1.6% |
0.0065 |
0.5% |
66% |
False |
False |
186 |
| 20 |
1.2295 |
1.2043 |
0.0253 |
2.1% |
0.0062 |
0.5% |
74% |
False |
False |
166 |
| 40 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0058 |
0.5% |
88% |
False |
False |
113 |
| 60 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0059 |
0.5% |
88% |
False |
False |
90 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
84% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2613 |
|
2.618 |
1.2488 |
|
1.618 |
1.2412 |
|
1.000 |
1.2365 |
|
0.618 |
1.2335 |
|
HIGH |
1.2288 |
|
0.618 |
1.2259 |
|
0.500 |
1.2250 |
|
0.382 |
1.2241 |
|
LOW |
1.2212 |
|
0.618 |
1.2164 |
|
1.000 |
1.2135 |
|
1.618 |
1.2088 |
|
2.618 |
1.2011 |
|
4.250 |
1.1886 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2250 |
1.2253 |
| PP |
1.2243 |
1.2245 |
| S1 |
1.2237 |
1.2238 |
|