CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2020 |
1.2008 |
-0.0012 |
-0.1% |
1.1938 |
| High |
1.2031 |
1.2032 |
0.0001 |
0.0% |
1.2032 |
| Low |
1.1995 |
1.1988 |
-0.0007 |
-0.1% |
1.1911 |
| Close |
1.2012 |
1.2016 |
0.0004 |
0.0% |
1.2016 |
| Range |
0.0037 |
0.0044 |
0.0008 |
20.5% |
0.0122 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
368 |
293 |
-75 |
-20.4% |
1,588 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2144 |
1.2124 |
1.2040 |
|
| R3 |
1.2100 |
1.2080 |
1.2028 |
|
| R2 |
1.2056 |
1.2056 |
1.2024 |
|
| R1 |
1.2036 |
1.2036 |
1.2020 |
1.2046 |
| PP |
1.2012 |
1.2012 |
1.2012 |
1.2017 |
| S1 |
1.1992 |
1.1992 |
1.2012 |
1.2002 |
| S2 |
1.1968 |
1.1968 |
1.2008 |
|
| S3 |
1.1924 |
1.1948 |
1.2004 |
|
| S4 |
1.1880 |
1.1904 |
1.1992 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2351 |
1.2305 |
1.2083 |
|
| R3 |
1.2229 |
1.2183 |
1.2049 |
|
| R2 |
1.2108 |
1.2108 |
1.2038 |
|
| R1 |
1.2062 |
1.2062 |
1.2027 |
1.2085 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1998 |
| S1 |
1.1940 |
1.1940 |
1.2005 |
1.1963 |
| S2 |
1.1865 |
1.1865 |
1.1994 |
|
| S3 |
1.1743 |
1.1819 |
1.1983 |
|
| S4 |
1.1622 |
1.1697 |
1.1949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2032 |
1.1911 |
0.0122 |
1.0% |
0.0047 |
0.4% |
87% |
True |
False |
317 |
| 10 |
1.2032 |
1.1778 |
0.0255 |
2.1% |
0.0057 |
0.5% |
94% |
True |
False |
277 |
| 20 |
1.2032 |
1.1746 |
0.0286 |
2.4% |
0.0058 |
0.5% |
94% |
True |
False |
355 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
49% |
False |
False |
292 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0062 |
0.5% |
49% |
False |
False |
246 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0063 |
0.5% |
40% |
False |
False |
188 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0060 |
0.5% |
40% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2219 |
|
2.618 |
1.2147 |
|
1.618 |
1.2103 |
|
1.000 |
1.2076 |
|
0.618 |
1.2059 |
|
HIGH |
1.2032 |
|
0.618 |
1.2015 |
|
0.500 |
1.2010 |
|
0.382 |
1.2005 |
|
LOW |
1.1988 |
|
0.618 |
1.1961 |
|
1.000 |
1.1944 |
|
1.618 |
1.1917 |
|
2.618 |
1.1873 |
|
4.250 |
1.1801 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2014 |
1.2014 |
| PP |
1.2012 |
1.2012 |
| S1 |
1.2010 |
1.2010 |
|