CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.2020 |
0.0026 |
0.2% |
1.1802 |
| High |
1.2026 |
1.2031 |
0.0006 |
0.0% |
1.1966 |
| Low |
1.1991 |
1.1995 |
0.0004 |
0.0% |
1.1778 |
| Close |
1.2009 |
1.2012 |
0.0003 |
0.0% |
1.1942 |
| Range |
0.0035 |
0.0037 |
0.0002 |
4.3% |
0.0188 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
426 |
368 |
-58 |
-13.6% |
1,190 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2122 |
1.2104 |
1.2032 |
|
| R3 |
1.2086 |
1.2067 |
1.2022 |
|
| R2 |
1.2049 |
1.2049 |
1.2019 |
|
| R1 |
1.2031 |
1.2031 |
1.2015 |
1.2022 |
| PP |
1.2013 |
1.2013 |
1.2013 |
1.2008 |
| S1 |
1.1994 |
1.1994 |
1.2009 |
1.1985 |
| S2 |
1.1976 |
1.1976 |
1.2005 |
|
| S3 |
1.1940 |
1.1958 |
1.2002 |
|
| S4 |
1.1903 |
1.1921 |
1.1992 |
|
|
| 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 |
1.2031 |
1.1907 |
0.0125 |
1.0% |
0.0049 |
0.4% |
85% |
True |
False |
284 |
| 10 |
1.2031 |
1.1754 |
0.0278 |
2.3% |
0.0059 |
0.5% |
93% |
True |
False |
301 |
| 20 |
1.2034 |
1.1746 |
0.0288 |
2.4% |
0.0060 |
0.5% |
92% |
False |
False |
350 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
48% |
False |
False |
286 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0062 |
0.5% |
48% |
False |
False |
241 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0063 |
0.5% |
40% |
False |
False |
184 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0060 |
0.5% |
40% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2127 |
|
1.618 |
1.2090 |
|
1.000 |
1.2068 |
|
0.618 |
1.2054 |
|
HIGH |
1.2031 |
|
0.618 |
1.2017 |
|
0.500 |
1.2013 |
|
0.382 |
1.2008 |
|
LOW |
1.1995 |
|
0.618 |
1.1972 |
|
1.000 |
1.1958 |
|
1.618 |
1.1935 |
|
2.618 |
1.1899 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2013 |
1.2000 |
| PP |
1.2013 |
1.1988 |
| S1 |
1.2012 |
1.1976 |
|