CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 12-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.1938 |
-0.0014 |
-0.1% |
1.1802 |
| High |
1.1959 |
1.1957 |
-0.0002 |
0.0% |
1.1966 |
| Low |
1.1907 |
1.1911 |
0.0004 |
0.0% |
1.1778 |
| Close |
1.1942 |
1.1944 |
0.0002 |
0.0% |
1.1942 |
| Range |
0.0052 |
0.0047 |
-0.0006 |
-10.6% |
0.0188 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
126 |
166 |
40 |
31.7% |
1,190 |
|
| Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.2057 |
1.1969 |
|
| R3 |
1.2030 |
1.2010 |
1.1956 |
|
| R2 |
1.1984 |
1.1984 |
1.1952 |
|
| R1 |
1.1964 |
1.1964 |
1.1948 |
1.1974 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1942 |
| S1 |
1.1917 |
1.1917 |
1.1939 |
1.1927 |
| S2 |
1.1891 |
1.1891 |
1.1935 |
|
| S3 |
1.1844 |
1.1871 |
1.1931 |
|
| S4 |
1.1798 |
1.1824 |
1.1918 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2388 |
1.2045 |
|
| R3 |
1.2271 |
1.2200 |
1.1993 |
|
| R2 |
1.2083 |
1.2083 |
1.1976 |
|
| R1 |
1.2012 |
1.2012 |
1.1959 |
1.2048 |
| PP |
1.1895 |
1.1895 |
1.1895 |
1.1913 |
| S1 |
1.1824 |
1.1824 |
1.1924 |
1.1860 |
| S2 |
1.1707 |
1.1707 |
1.1907 |
|
| S3 |
1.1519 |
1.1636 |
1.1890 |
|
| S4 |
1.1331 |
1.1448 |
1.1838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1966 |
1.1836 |
0.0130 |
1.1% |
0.0060 |
0.5% |
83% |
False |
False |
224 |
| 10 |
1.1966 |
1.1746 |
0.0220 |
1.8% |
0.0060 |
0.5% |
90% |
False |
False |
315 |
| 20 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0064 |
0.5% |
69% |
False |
False |
312 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
36% |
False |
False |
286 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
36% |
False |
False |
224 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0062 |
0.5% |
30% |
False |
False |
170 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
30% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2079 |
|
1.618 |
1.2032 |
|
1.000 |
1.2004 |
|
0.618 |
1.1986 |
|
HIGH |
1.1957 |
|
0.618 |
1.1939 |
|
0.500 |
1.1934 |
|
0.382 |
1.1928 |
|
LOW |
1.1911 |
|
0.618 |
1.1882 |
|
1.000 |
1.1864 |
|
1.618 |
1.1835 |
|
2.618 |
1.1789 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 12-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1940 |
1.1940 |
| PP |
1.1937 |
1.1936 |
| S1 |
1.1934 |
1.1933 |
|