CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2236 |
-0.0059 |
-0.5% |
1.2199 |
| High |
1.2310 |
1.2260 |
-0.0050 |
-0.4% |
1.2295 |
| Low |
1.2231 |
1.2222 |
-0.0009 |
-0.1% |
1.2178 |
| Close |
1.2240 |
1.2245 |
0.0005 |
0.0% |
1.2231 |
| Range |
0.0079 |
0.0038 |
-0.0041 |
-51.9% |
0.0117 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
407 |
196 |
-211 |
-51.8% |
803 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2356 |
1.2339 |
1.2266 |
|
| R3 |
1.2318 |
1.2301 |
1.2255 |
|
| R2 |
1.2280 |
1.2280 |
1.2252 |
|
| R1 |
1.2263 |
1.2263 |
1.2248 |
1.2272 |
| PP |
1.2242 |
1.2242 |
1.2242 |
1.2247 |
| S1 |
1.2225 |
1.2225 |
1.2242 |
1.2234 |
| S2 |
1.2204 |
1.2204 |
1.2238 |
|
| S3 |
1.2166 |
1.2187 |
1.2235 |
|
| S4 |
1.2128 |
1.2149 |
1.2224 |
|
|
| 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 |
1.2314 |
1.2212 |
0.0103 |
0.8% |
0.0061 |
0.5% |
33% |
False |
False |
513 |
| 10 |
1.2314 |
1.2123 |
0.0192 |
1.6% |
0.0064 |
0.5% |
64% |
False |
False |
316 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0063 |
0.5% |
75% |
False |
False |
234 |
| 40 |
1.2314 |
1.1780 |
0.0535 |
4.4% |
0.0059 |
0.5% |
87% |
False |
False |
166 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
87% |
False |
False |
125 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0057 |
0.5% |
87% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2422 |
|
2.618 |
1.2359 |
|
1.618 |
1.2321 |
|
1.000 |
1.2298 |
|
0.618 |
1.2283 |
|
HIGH |
1.2260 |
|
0.618 |
1.2245 |
|
0.500 |
1.2241 |
|
0.382 |
1.2237 |
|
LOW |
1.2222 |
|
0.618 |
1.2199 |
|
1.000 |
1.2184 |
|
1.618 |
1.2161 |
|
2.618 |
1.2123 |
|
4.250 |
1.2061 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2244 |
1.2268 |
| PP |
1.2242 |
1.2260 |
| S1 |
1.2241 |
1.2253 |
|