CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2029 |
1.2109 |
0.0081 |
0.7% |
1.1992 |
| High |
1.2113 |
1.2129 |
0.0016 |
0.1% |
1.2113 |
| Low |
1.2025 |
1.2073 |
0.0048 |
0.4% |
1.1956 |
| Close |
1.2105 |
1.2105 |
-0.0001 |
0.0% |
1.2105 |
| Range |
0.0088 |
0.0056 |
-0.0032 |
-36.4% |
0.0157 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
151,473 |
149,119 |
-2,354 |
-1.6% |
803,768 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2270 |
1.2243 |
1.2135 |
|
| R3 |
1.2214 |
1.2187 |
1.2120 |
|
| R2 |
1.2158 |
1.2158 |
1.2115 |
|
| R1 |
1.2131 |
1.2131 |
1.2110 |
1.2117 |
| PP |
1.2102 |
1.2102 |
1.2102 |
1.2095 |
| S1 |
1.2075 |
1.2075 |
1.2099 |
1.2061 |
| S2 |
1.2046 |
1.2046 |
1.2094 |
|
| S3 |
1.1990 |
1.2019 |
1.2089 |
|
| S4 |
1.1934 |
1.1963 |
1.2074 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2474 |
1.2191 |
|
| R3 |
1.2372 |
1.2317 |
1.2148 |
|
| R2 |
1.2215 |
1.2215 |
1.2134 |
|
| R1 |
1.2160 |
1.2160 |
1.2119 |
1.2188 |
| PP |
1.2058 |
1.2058 |
1.2058 |
1.2072 |
| S1 |
1.2003 |
1.2003 |
1.2091 |
1.2031 |
| S2 |
1.1901 |
1.1901 |
1.2076 |
|
| S3 |
1.1744 |
1.1846 |
1.2062 |
|
| S4 |
1.1587 |
1.1689 |
1.2019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2129 |
1.2007 |
0.0123 |
1.0% |
0.0065 |
0.5% |
80% |
True |
False |
149,694 |
| 10 |
1.2129 |
1.1893 |
0.0237 |
2.0% |
0.0063 |
0.5% |
90% |
True |
False |
156,977 |
| 20 |
1.2129 |
1.1722 |
0.0408 |
3.4% |
0.0062 |
0.5% |
94% |
True |
False |
154,493 |
| 40 |
1.2140 |
1.1722 |
0.0418 |
3.5% |
0.0069 |
0.6% |
92% |
False |
False |
147,077 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
70% |
False |
False |
98,810 |
| 80 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
57% |
False |
False |
74,232 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0071 |
0.6% |
57% |
False |
False |
59,436 |
| 120 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0070 |
0.6% |
60% |
False |
False |
49,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2367 |
|
2.618 |
1.2276 |
|
1.618 |
1.2220 |
|
1.000 |
1.2185 |
|
0.618 |
1.2164 |
|
HIGH |
1.2129 |
|
0.618 |
1.2108 |
|
0.500 |
1.2101 |
|
0.382 |
1.2094 |
|
LOW |
1.2073 |
|
0.618 |
1.2038 |
|
1.000 |
1.2017 |
|
1.618 |
1.1982 |
|
2.618 |
1.1926 |
|
4.250 |
1.1835 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2103 |
1.2092 |
| PP |
1.2102 |
1.2080 |
| S1 |
1.2101 |
1.2068 |
|