CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2051 |
1.2047 |
-0.0004 |
0.0% |
1.1916 |
| High |
1.2057 |
1.2083 |
0.0026 |
0.2% |
1.2009 |
| Low |
1.2012 |
1.2007 |
-0.0006 |
0.0% |
1.1886 |
| Close |
1.2043 |
1.2020 |
-0.0023 |
-0.2% |
1.1993 |
| Range |
0.0045 |
0.0077 |
0.0032 |
70.0% |
0.0123 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
122,172 |
174,686 |
52,514 |
43.0% |
758,437 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2266 |
1.2220 |
1.2062 |
|
| R3 |
1.2190 |
1.2143 |
1.2041 |
|
| R2 |
1.2113 |
1.2113 |
1.2034 |
|
| R1 |
1.2067 |
1.2067 |
1.2027 |
1.2052 |
| PP |
1.2037 |
1.2037 |
1.2037 |
1.2029 |
| S1 |
1.1990 |
1.1990 |
1.2013 |
1.1975 |
| S2 |
1.1960 |
1.1960 |
1.2006 |
|
| S3 |
1.1884 |
1.1914 |
1.1999 |
|
| S4 |
1.1807 |
1.1837 |
1.1978 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2284 |
1.2060 |
|
| R3 |
1.2207 |
1.2161 |
1.2026 |
|
| R2 |
1.2085 |
1.2085 |
1.2015 |
|
| R1 |
1.2039 |
1.2039 |
1.2004 |
1.2062 |
| PP |
1.1962 |
1.1962 |
1.1962 |
1.1974 |
| S1 |
1.1916 |
1.1916 |
1.1981 |
1.1939 |
| S2 |
1.1840 |
1.1840 |
1.1970 |
|
| S3 |
1.1717 |
1.1794 |
1.1959 |
|
| S4 |
1.1595 |
1.1671 |
1.1925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2094 |
1.1956 |
0.0138 |
1.1% |
0.0066 |
0.5% |
47% |
False |
False |
156,475 |
| 10 |
1.2094 |
1.1883 |
0.0211 |
1.8% |
0.0059 |
0.5% |
65% |
False |
False |
156,136 |
| 20 |
1.2094 |
1.1722 |
0.0372 |
3.1% |
0.0060 |
0.5% |
80% |
False |
False |
155,566 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0070 |
0.6% |
54% |
False |
False |
139,841 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.6% |
0.0069 |
0.6% |
54% |
False |
False |
93,827 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0070 |
0.6% |
45% |
False |
False |
70,480 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.6% |
0.0071 |
0.6% |
45% |
False |
False |
56,432 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
48% |
False |
False |
47,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2408 |
|
2.618 |
1.2283 |
|
1.618 |
1.2207 |
|
1.000 |
1.2160 |
|
0.618 |
1.2130 |
|
HIGH |
1.2083 |
|
0.618 |
1.2054 |
|
0.500 |
1.2045 |
|
0.382 |
1.2036 |
|
LOW |
1.2007 |
|
0.618 |
1.1959 |
|
1.000 |
1.1930 |
|
1.618 |
1.1883 |
|
2.618 |
1.1806 |
|
4.250 |
1.1681 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2045 |
1.2050 |
| PP |
1.2037 |
1.2040 |
| S1 |
1.2028 |
1.2030 |
|