CME Euro FX (E) Future March 2022
| 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 |
1.2299 |
1.2285 |
-0.0014 |
-0.1% |
1.2237 |
| High |
1.2334 |
1.2285 |
-0.0049 |
-0.4% |
1.2320 |
| Low |
1.2261 |
1.2258 |
-0.0003 |
0.0% |
1.2211 |
| Close |
1.2265 |
1.2270 |
0.0005 |
0.0% |
1.2257 |
| Range |
0.0074 |
0.0028 |
-0.0046 |
-62.6% |
0.0109 |
| ATR |
0.0058 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
1,524 |
6 |
-1,518 |
-99.6% |
26 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2353 |
1.2339 |
1.2285 |
|
| R3 |
1.2326 |
1.2311 |
1.2277 |
|
| R2 |
1.2298 |
1.2298 |
1.2275 |
|
| R1 |
1.2284 |
1.2284 |
1.2272 |
1.2277 |
| PP |
1.2271 |
1.2271 |
1.2271 |
1.2267 |
| S1 |
1.2256 |
1.2256 |
1.2267 |
1.2250 |
| S2 |
1.2243 |
1.2243 |
1.2264 |
|
| S3 |
1.2216 |
1.2229 |
1.2262 |
|
| S4 |
1.2188 |
1.2201 |
1.2254 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2532 |
1.2316 |
|
| R3 |
1.2480 |
1.2423 |
1.2286 |
|
| R2 |
1.2371 |
1.2371 |
1.2276 |
|
| R1 |
1.2314 |
1.2314 |
1.2266 |
1.2343 |
| PP |
1.2262 |
1.2262 |
1.2262 |
1.2277 |
| S1 |
1.2205 |
1.2205 |
1.2247 |
1.2234 |
| S2 |
1.2153 |
1.2153 |
1.2237 |
|
| S3 |
1.2044 |
1.2096 |
1.2227 |
|
| S4 |
1.1935 |
1.1987 |
1.2197 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2402 |
|
2.618 |
1.2357 |
|
1.618 |
1.2329 |
|
1.000 |
1.2313 |
|
0.618 |
1.2302 |
|
HIGH |
1.2285 |
|
0.618 |
1.2274 |
|
0.500 |
1.2271 |
|
0.382 |
1.2268 |
|
LOW |
1.2258 |
|
0.618 |
1.2241 |
|
1.000 |
1.2230 |
|
1.618 |
1.2213 |
|
2.618 |
1.2186 |
|
4.250 |
1.2141 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2271 |
1.2296 |
| PP |
1.2271 |
1.2287 |
| S1 |
1.2270 |
1.2278 |
|