CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1745 |
1.1777 |
0.0032 |
0.3% |
1.1812 |
| High |
1.1798 |
1.1838 |
0.0040 |
0.3% |
1.1814 |
| Low |
1.1730 |
1.1754 |
0.0024 |
0.2% |
1.1722 |
| Close |
1.1789 |
1.1829 |
0.0041 |
0.3% |
1.1789 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0092 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
161,185 |
97,590 |
-63,595 |
-39.5% |
633,175 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2059 |
1.2028 |
1.1875 |
|
| R3 |
1.1975 |
1.1944 |
1.1852 |
|
| R2 |
1.1891 |
1.1891 |
1.1844 |
|
| R1 |
1.1860 |
1.1860 |
1.1837 |
1.1875 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1814 |
| S1 |
1.1776 |
1.1776 |
1.1821 |
1.1791 |
| S2 |
1.1723 |
1.1723 |
1.1814 |
|
| S3 |
1.1639 |
1.1692 |
1.1806 |
|
| S4 |
1.1555 |
1.1608 |
1.1783 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2012 |
1.1839 |
|
| R3 |
1.1959 |
1.1920 |
1.1814 |
|
| R2 |
1.1867 |
1.1867 |
1.1805 |
|
| R1 |
1.1828 |
1.1828 |
1.1797 |
1.1801 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1761 |
| S1 |
1.1736 |
1.1736 |
1.1780 |
1.1709 |
| S2 |
1.1683 |
1.1683 |
1.1772 |
|
| S3 |
1.1591 |
1.1644 |
1.1763 |
|
| S4 |
1.1499 |
1.1552 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1838 |
1.1722 |
0.0116 |
1.0% |
0.0061 |
0.5% |
93% |
True |
False |
146,153 |
| 10 |
1.1969 |
1.1722 |
0.0248 |
2.1% |
0.0063 |
0.5% |
43% |
False |
False |
154,555 |
| 20 |
1.2015 |
1.1722 |
0.0293 |
2.5% |
0.0069 |
0.6% |
37% |
False |
False |
172,783 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
20% |
False |
False |
89,149 |
| 60 |
1.2387 |
1.1722 |
0.0665 |
5.6% |
0.0072 |
0.6% |
16% |
False |
False |
59,625 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0072 |
0.6% |
16% |
False |
False |
44,797 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.7% |
0.0071 |
0.6% |
16% |
False |
False |
35,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2195 |
|
2.618 |
1.2057 |
|
1.618 |
1.1973 |
|
1.000 |
1.1922 |
|
0.618 |
1.1889 |
|
HIGH |
1.1838 |
|
0.618 |
1.1805 |
|
0.500 |
1.1796 |
|
0.382 |
1.1786 |
|
LOW |
1.1754 |
|
0.618 |
1.1702 |
|
1.000 |
1.1670 |
|
1.618 |
1.1618 |
|
2.618 |
1.1534 |
|
4.250 |
1.1397 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1818 |
1.1813 |
| PP |
1.1807 |
1.1796 |
| S1 |
1.1796 |
1.1780 |
|