CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 09-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2021 |
09-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1888 |
1.1930 |
0.0043 |
0.4% |
1.1777 |
| High |
1.1943 |
1.1936 |
-0.0008 |
-0.1% |
1.1943 |
| Low |
1.1876 |
1.1883 |
0.0007 |
0.1% |
1.1754 |
| Close |
1.1933 |
1.1919 |
-0.0015 |
-0.1% |
1.1919 |
| Range |
0.0067 |
0.0053 |
-0.0014 |
-20.9% |
0.0190 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
152,234 |
150,628 |
-1,606 |
-1.1% |
745,363 |
|
| Daily Pivots for day following 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.2048 |
1.1948 |
|
| R3 |
1.2018 |
1.1995 |
1.1933 |
|
| R2 |
1.1965 |
1.1965 |
1.1928 |
|
| R1 |
1.1942 |
1.1942 |
1.1923 |
1.1927 |
| PP |
1.1912 |
1.1912 |
1.1912 |
1.1905 |
| S1 |
1.1889 |
1.1889 |
1.1914 |
1.1874 |
| S2 |
1.1859 |
1.1859 |
1.1909 |
|
| S3 |
1.1806 |
1.1836 |
1.1904 |
|
| S4 |
1.1753 |
1.1783 |
1.1889 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2440 |
1.2369 |
1.2023 |
|
| R3 |
1.2251 |
1.2179 |
1.1971 |
|
| R2 |
1.2061 |
1.2061 |
1.1953 |
|
| R1 |
1.1990 |
1.1990 |
1.1936 |
1.2026 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1890 |
| S1 |
1.1800 |
1.1800 |
1.1901 |
1.1836 |
| S2 |
1.1682 |
1.1682 |
1.1884 |
|
| S3 |
1.1493 |
1.1611 |
1.1866 |
|
| S4 |
1.1303 |
1.1421 |
1.1814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1943 |
1.1754 |
0.0190 |
1.6% |
0.0068 |
0.6% |
87% |
False |
False |
149,072 |
| 10 |
1.1943 |
1.1722 |
0.0222 |
1.9% |
0.0060 |
0.5% |
89% |
False |
False |
151,117 |
| 20 |
1.2012 |
1.1722 |
0.0291 |
2.4% |
0.0067 |
0.6% |
68% |
False |
False |
165,094 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
36% |
False |
False |
105,205 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
36% |
False |
False |
70,389 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0072 |
0.6% |
29% |
False |
False |
52,874 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
29% |
False |
False |
42,327 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.1% |
0.0068 |
0.6% |
34% |
False |
False |
35,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2161 |
|
2.618 |
1.2074 |
|
1.618 |
1.2021 |
|
1.000 |
1.1989 |
|
0.618 |
1.1968 |
|
HIGH |
1.1936 |
|
0.618 |
1.1915 |
|
0.500 |
1.1909 |
|
0.382 |
1.1903 |
|
LOW |
1.1883 |
|
0.618 |
1.1850 |
|
1.000 |
1.1830 |
|
1.618 |
1.1797 |
|
2.618 |
1.1744 |
|
4.250 |
1.1657 |
|
|
| Fisher Pivots for day following 09-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1915 |
1.1916 |
| PP |
1.1912 |
1.1913 |
| S1 |
1.1909 |
1.1910 |
|