CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2220 |
1.2256 |
0.0036 |
0.3% |
1.2153 |
| High |
1.2271 |
1.2268 |
-0.0004 |
0.0% |
1.2252 |
| Low |
1.2217 |
1.2187 |
-0.0030 |
-0.2% |
1.2133 |
| Close |
1.2261 |
1.2197 |
-0.0064 |
-0.5% |
1.2187 |
| Range |
0.0055 |
0.0081 |
0.0027 |
48.6% |
0.0119 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
166,554 |
164,005 |
-2,549 |
-1.5% |
782,056 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2460 |
1.2410 |
1.2242 |
|
| R3 |
1.2379 |
1.2329 |
1.2219 |
|
| R2 |
1.2298 |
1.2298 |
1.2212 |
|
| R1 |
1.2248 |
1.2248 |
1.2204 |
1.2232 |
| PP |
1.2217 |
1.2217 |
1.2217 |
1.2209 |
| S1 |
1.2167 |
1.2167 |
1.2190 |
1.2151 |
| S2 |
1.2136 |
1.2136 |
1.2182 |
|
| S3 |
1.2055 |
1.2086 |
1.2175 |
|
| S4 |
1.1974 |
1.2005 |
1.2152 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2485 |
1.2252 |
|
| R3 |
1.2427 |
1.2366 |
1.2219 |
|
| R2 |
1.2309 |
1.2309 |
1.2208 |
|
| R1 |
1.2248 |
1.2248 |
1.2197 |
1.2278 |
| PP |
1.2190 |
1.2190 |
1.2190 |
1.2206 |
| S1 |
1.2129 |
1.2129 |
1.2176 |
1.2160 |
| S2 |
1.2072 |
1.2072 |
1.2165 |
|
| S3 |
1.1953 |
1.2011 |
1.2154 |
|
| S4 |
1.1835 |
1.1892 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2271 |
1.2166 |
0.0105 |
0.9% |
0.0067 |
0.5% |
30% |
False |
False |
149,099 |
| 10 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0068 |
0.6% |
65% |
False |
False |
156,727 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0070 |
0.6% |
73% |
False |
False |
163,308 |
| 40 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.5% |
87% |
False |
False |
159,611 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
87% |
False |
False |
157,429 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
87% |
False |
False |
118,914 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
71% |
False |
False |
95,236 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
71% |
False |
False |
79,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2480 |
|
1.618 |
1.2399 |
|
1.000 |
1.2349 |
|
0.618 |
1.2318 |
|
HIGH |
1.2268 |
|
0.618 |
1.2237 |
|
0.500 |
1.2227 |
|
0.382 |
1.2217 |
|
LOW |
1.2187 |
|
0.618 |
1.2136 |
|
1.000 |
1.2106 |
|
1.618 |
1.2055 |
|
2.618 |
1.1974 |
|
4.250 |
1.1842 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2224 |
| PP |
1.2217 |
1.2215 |
| S1 |
1.2207 |
1.2206 |
|