CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 14-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2021 |
14-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1965 |
0.0037 |
0.3% |
1.1777 |
| High |
1.1972 |
1.2003 |
0.0032 |
0.3% |
1.1943 |
| Low |
1.1893 |
1.1964 |
0.0071 |
0.6% |
1.1754 |
| Close |
1.1962 |
1.1986 |
0.0025 |
0.2% |
1.1919 |
| Range |
0.0079 |
0.0040 |
-0.0040 |
-50.0% |
0.0190 |
| ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
181,518 |
152,628 |
-28,890 |
-15.9% |
745,363 |
|
| Daily Pivots for day following 14-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2103 |
1.2084 |
1.2008 |
|
| R3 |
1.2063 |
1.2044 |
1.1997 |
|
| R2 |
1.2024 |
1.2024 |
1.1993 |
|
| R1 |
1.2005 |
1.2005 |
1.1990 |
1.2014 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.1989 |
| S1 |
1.1965 |
1.1965 |
1.1982 |
1.1975 |
| S2 |
1.1945 |
1.1945 |
1.1979 |
|
| S3 |
1.1905 |
1.1926 |
1.1975 |
|
| S4 |
1.1866 |
1.1886 |
1.1964 |
|
|
| 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 |
1.2003 |
1.1876 |
0.0127 |
1.1% |
0.0058 |
0.5% |
87% |
True |
False |
155,711 |
| 10 |
1.2003 |
1.1722 |
0.0282 |
2.3% |
0.0063 |
0.5% |
94% |
True |
False |
156,304 |
| 20 |
1.2011 |
1.1722 |
0.0290 |
2.4% |
0.0065 |
0.5% |
91% |
False |
False |
161,744 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0071 |
0.6% |
48% |
False |
False |
117,046 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
48% |
False |
False |
78,287 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
39% |
False |
False |
58,812 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
39% |
False |
False |
47,084 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
44% |
False |
False |
39,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2171 |
|
2.618 |
1.2106 |
|
1.618 |
1.2067 |
|
1.000 |
1.2043 |
|
0.618 |
1.2027 |
|
HIGH |
1.2003 |
|
0.618 |
1.1988 |
|
0.500 |
1.1983 |
|
0.382 |
1.1979 |
|
LOW |
1.1964 |
|
0.618 |
1.1939 |
|
1.000 |
1.1924 |
|
1.618 |
1.1900 |
|
2.618 |
1.1860 |
|
4.250 |
1.1796 |
|
|
| Fisher Pivots for day following 14-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1985 |
1.1972 |
| PP |
1.1984 |
1.1958 |
| S1 |
1.1983 |
1.1945 |
|