CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 22-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2071 |
1.2071 |
0.0000 |
0.0% |
1.1938 |
| High |
1.2080 |
1.2106 |
0.0026 |
0.2% |
1.2032 |
| Low |
1.2036 |
1.2031 |
-0.0006 |
0.0% |
1.1911 |
| Close |
1.2067 |
1.2044 |
-0.0023 |
-0.2% |
1.2016 |
| Range |
0.0044 |
0.0075 |
0.0031 |
70.5% |
0.0122 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.6% |
0.0000 |
| Volume |
499 |
703 |
204 |
40.9% |
1,588 |
|
| Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2285 |
1.2239 |
1.2085 |
|
| R3 |
1.2210 |
1.2164 |
1.2064 |
|
| R2 |
1.2135 |
1.2135 |
1.2057 |
|
| R1 |
1.2089 |
1.2089 |
1.2050 |
1.2075 |
| PP |
1.2060 |
1.2060 |
1.2060 |
1.2053 |
| S1 |
1.2014 |
1.2014 |
1.2037 |
1.2000 |
| S2 |
1.1985 |
1.1985 |
1.2030 |
|
| S3 |
1.1910 |
1.1939 |
1.2023 |
|
| S4 |
1.1835 |
1.1864 |
1.2002 |
|
|
| 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 |
1.2116 |
1.1981 |
0.0136 |
1.1% |
0.0065 |
0.5% |
46% |
False |
False |
474 |
| 10 |
1.2116 |
1.1907 |
0.0210 |
1.7% |
0.0057 |
0.5% |
65% |
False |
False |
379 |
| 20 |
1.2116 |
1.1746 |
0.0370 |
3.1% |
0.0059 |
0.5% |
80% |
False |
False |
394 |
| 40 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.5% |
54% |
False |
False |
340 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
54% |
False |
False |
277 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
45% |
False |
False |
214 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0061 |
0.5% |
45% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2424 |
|
2.618 |
1.2302 |
|
1.618 |
1.2227 |
|
1.000 |
1.2181 |
|
0.618 |
1.2152 |
|
HIGH |
1.2106 |
|
0.618 |
1.2077 |
|
0.500 |
1.2068 |
|
0.382 |
1.2059 |
|
LOW |
1.2031 |
|
0.618 |
1.1984 |
|
1.000 |
1.1956 |
|
1.618 |
1.1909 |
|
2.618 |
1.1834 |
|
4.250 |
1.1712 |
|
|
| Fisher Pivots for day following 22-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2073 |
| PP |
1.2060 |
1.2063 |
| S1 |
1.2052 |
1.2053 |
|