CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2008 |
1.2010 |
0.0002 |
0.0% |
1.1938 |
| High |
1.2032 |
1.2085 |
0.0053 |
0.4% |
1.2032 |
| Low |
1.1988 |
1.1981 |
-0.0008 |
-0.1% |
1.1911 |
| Close |
1.2016 |
1.2077 |
0.0061 |
0.5% |
1.2016 |
| Range |
0.0044 |
0.0105 |
0.0061 |
137.5% |
0.0122 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.3% |
0.0000 |
| Volume |
293 |
317 |
24 |
8.2% |
1,588 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2323 |
1.2134 |
|
| R3 |
1.2256 |
1.2219 |
1.2105 |
|
| R2 |
1.2152 |
1.2152 |
1.2096 |
|
| R1 |
1.2114 |
1.2114 |
1.2086 |
1.2133 |
| PP |
1.2047 |
1.2047 |
1.2047 |
1.2057 |
| S1 |
1.2010 |
1.2010 |
1.2067 |
1.2029 |
| S2 |
1.1943 |
1.1943 |
1.2057 |
|
| S3 |
1.1838 |
1.1905 |
1.2048 |
|
| S4 |
1.1734 |
1.1801 |
1.2019 |
|
|
| 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 |
1.2085 |
1.1920 |
0.0165 |
1.4% |
0.0059 |
0.5% |
95% |
True |
False |
347 |
| 10 |
1.2085 |
1.1836 |
0.0249 |
2.1% |
0.0059 |
0.5% |
97% |
True |
False |
285 |
| 20 |
1.2085 |
1.1746 |
0.0339 |
2.8% |
0.0060 |
0.5% |
97% |
True |
False |
364 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
60% |
False |
False |
299 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0063 |
0.5% |
60% |
False |
False |
250 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
49% |
False |
False |
192 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
49% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2529 |
|
2.618 |
1.2359 |
|
1.618 |
1.2254 |
|
1.000 |
1.2190 |
|
0.618 |
1.2150 |
|
HIGH |
1.2085 |
|
0.618 |
1.2045 |
|
0.500 |
1.2033 |
|
0.382 |
1.2020 |
|
LOW |
1.1981 |
|
0.618 |
1.1916 |
|
1.000 |
1.1876 |
|
1.618 |
1.1811 |
|
2.618 |
1.1707 |
|
4.250 |
1.1536 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2062 |
| PP |
1.2047 |
1.2047 |
| S1 |
1.2033 |
1.2033 |
|