CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2127 |
1.2116 |
-0.0012 |
-0.1% |
1.2010 |
| High |
1.2152 |
1.2128 |
-0.0024 |
-0.2% |
1.2136 |
| Low |
1.2098 |
1.2093 |
-0.0005 |
0.0% |
1.1981 |
| Close |
1.2128 |
1.2123 |
-0.0006 |
0.0% |
1.2129 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-35.8% |
0.0155 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
763 |
360 |
-403 |
-52.8% |
2,534 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2206 |
1.2142 |
|
| R3 |
1.2185 |
1.2171 |
1.2132 |
|
| R2 |
1.2150 |
1.2150 |
1.2129 |
|
| R1 |
1.2136 |
1.2136 |
1.2126 |
1.2143 |
| PP |
1.2115 |
1.2115 |
1.2115 |
1.2118 |
| S1 |
1.2101 |
1.2101 |
1.2119 |
1.2108 |
| S2 |
1.2080 |
1.2080 |
1.2116 |
|
| S3 |
1.2045 |
1.2066 |
1.2113 |
|
| S4 |
1.2010 |
1.2031 |
1.2103 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2547 |
1.2493 |
1.2214 |
|
| R3 |
1.2392 |
1.2338 |
1.2171 |
|
| R2 |
1.2237 |
1.2237 |
1.2157 |
|
| R1 |
1.2183 |
1.2183 |
1.2143 |
1.2210 |
| PP |
1.2082 |
1.2082 |
1.2082 |
1.2095 |
| S1 |
1.2028 |
1.2028 |
1.2114 |
1.2055 |
| S2 |
1.1927 |
1.1927 |
1.2100 |
|
| S3 |
1.1772 |
1.1873 |
1.2086 |
|
| S4 |
1.1617 |
1.1718 |
1.2043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2152 |
1.2031 |
0.0122 |
1.0% |
0.0059 |
0.5% |
76% |
False |
False |
555 |
| 10 |
1.2152 |
1.1981 |
0.0172 |
1.4% |
0.0057 |
0.5% |
83% |
False |
False |
474 |
| 20 |
1.2152 |
1.1746 |
0.0406 |
3.3% |
0.0061 |
0.5% |
93% |
False |
False |
392 |
| 40 |
1.2160 |
1.1746 |
0.0414 |
3.4% |
0.0065 |
0.5% |
91% |
False |
False |
369 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0062 |
0.5% |
69% |
False |
False |
300 |
| 80 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
56% |
False |
False |
233 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
56% |
False |
False |
188 |
| 120 |
1.2414 |
1.1716 |
0.0699 |
5.8% |
0.0060 |
0.5% |
58% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2220 |
|
1.618 |
1.2185 |
|
1.000 |
1.2163 |
|
0.618 |
1.2150 |
|
HIGH |
1.2128 |
|
0.618 |
1.2115 |
|
0.500 |
1.2111 |
|
0.382 |
1.2106 |
|
LOW |
1.2093 |
|
0.618 |
1.2071 |
|
1.000 |
1.2058 |
|
1.618 |
1.2036 |
|
2.618 |
1.2001 |
|
4.250 |
1.1944 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2115 |
| PP |
1.2115 |
1.2108 |
| S1 |
1.2111 |
1.2101 |
|