CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 14-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2021 |
14-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1954 |
1.1994 |
0.0040 |
0.3% |
1.1802 |
| High |
1.1995 |
1.2026 |
0.0031 |
0.3% |
1.1966 |
| Low |
1.1920 |
1.1991 |
0.0071 |
0.6% |
1.1778 |
| Close |
1.1985 |
1.2009 |
0.0025 |
0.2% |
1.1942 |
| Range |
0.0075 |
0.0035 |
-0.0040 |
-53.0% |
0.0188 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
335 |
426 |
91 |
27.2% |
1,190 |
|
| Daily Pivots for day following 14-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2113 |
1.2096 |
1.2028 |
|
| R3 |
1.2078 |
1.2061 |
1.2019 |
|
| R2 |
1.2043 |
1.2043 |
1.2015 |
|
| R1 |
1.2026 |
1.2026 |
1.2012 |
1.2035 |
| PP |
1.2008 |
1.2008 |
1.2008 |
1.2013 |
| S1 |
1.1991 |
1.1991 |
1.2006 |
1.2000 |
| S2 |
1.1973 |
1.1973 |
1.2003 |
|
| S3 |
1.1938 |
1.1956 |
1.1999 |
|
| S4 |
1.1903 |
1.1921 |
1.1990 |
|
|
| 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 |
1.2026 |
1.1900 |
0.0126 |
1.0% |
0.0055 |
0.5% |
87% |
True |
False |
259 |
| 10 |
1.2026 |
1.1746 |
0.0280 |
2.3% |
0.0061 |
0.5% |
94% |
True |
False |
310 |
| 20 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0063 |
0.5% |
91% |
False |
False |
339 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
48% |
False |
False |
303 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
48% |
False |
False |
236 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0062 |
0.5% |
39% |
False |
False |
180 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0060 |
0.5% |
39% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2117 |
|
1.618 |
1.2082 |
|
1.000 |
1.2061 |
|
0.618 |
1.2047 |
|
HIGH |
1.2026 |
|
0.618 |
1.2012 |
|
0.500 |
1.2008 |
|
0.382 |
1.2004 |
|
LOW |
1.1991 |
|
0.618 |
1.1969 |
|
1.000 |
1.1956 |
|
1.618 |
1.1934 |
|
2.618 |
1.1899 |
|
4.250 |
1.1842 |
|
|
| Fisher Pivots for day following 14-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2009 |
1.1995 |
| PP |
1.2008 |
1.1982 |
| S1 |
1.2008 |
1.1968 |
|