CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2176 |
0.0104 |
0.9% |
1.2040 |
| High |
1.2180 |
1.2187 |
0.0007 |
0.1% |
1.2180 |
| Low |
1.2061 |
1.2136 |
0.0075 |
0.6% |
1.1995 |
| Close |
1.2174 |
1.2154 |
-0.0020 |
-0.2% |
1.2174 |
| Range |
0.0119 |
0.0051 |
-0.0068 |
-57.1% |
0.0185 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
226,470 |
151,684 |
-74,786 |
-33.0% |
794,708 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2312 |
1.2284 |
1.2182 |
|
| R3 |
1.2261 |
1.2233 |
1.2168 |
|
| R2 |
1.2210 |
1.2210 |
1.2163 |
|
| R1 |
1.2182 |
1.2182 |
1.2159 |
1.2171 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2153 |
| S1 |
1.2131 |
1.2131 |
1.2149 |
1.2120 |
| S2 |
1.2108 |
1.2108 |
1.2145 |
|
| S3 |
1.2057 |
1.2080 |
1.2140 |
|
| S4 |
1.2006 |
1.2029 |
1.2126 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2607 |
1.2275 |
|
| R3 |
1.2486 |
1.2422 |
1.2224 |
|
| R2 |
1.2301 |
1.2301 |
1.2207 |
|
| R1 |
1.2237 |
1.2237 |
1.2190 |
1.2269 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2132 |
| S1 |
1.2052 |
1.2052 |
1.2157 |
1.2084 |
| S2 |
1.1931 |
1.1931 |
1.2140 |
|
| S3 |
1.1746 |
1.1867 |
1.2123 |
|
| S4 |
1.1561 |
1.1682 |
1.2072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2187 |
1.1995 |
0.0192 |
1.6% |
0.0071 |
0.6% |
83% |
True |
False |
164,107 |
| 10 |
1.2187 |
1.1995 |
0.0192 |
1.6% |
0.0069 |
0.6% |
83% |
True |
False |
163,767 |
| 20 |
1.2187 |
1.1893 |
0.0295 |
2.4% |
0.0066 |
0.5% |
89% |
True |
False |
160,372 |
| 40 |
1.2187 |
1.1722 |
0.0466 |
3.8% |
0.0066 |
0.5% |
93% |
True |
False |
160,574 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
79% |
False |
False |
125,944 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
79% |
False |
False |
94,645 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
65% |
False |
False |
75,788 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
65% |
False |
False |
63,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2404 |
|
2.618 |
1.2321 |
|
1.618 |
1.2270 |
|
1.000 |
1.2238 |
|
0.618 |
1.2219 |
|
HIGH |
1.2187 |
|
0.618 |
1.2168 |
|
0.500 |
1.2162 |
|
0.382 |
1.2155 |
|
LOW |
1.2136 |
|
0.618 |
1.2104 |
|
1.000 |
1.2085 |
|
1.618 |
1.2053 |
|
2.618 |
1.2002 |
|
4.250 |
1.1919 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2134 |
| PP |
1.2159 |
1.2114 |
| S1 |
1.2157 |
1.2094 |
|