CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2058 |
1.2092 |
0.0034 |
0.3% |
1.2127 |
| High |
1.2109 |
1.2092 |
-0.0018 |
-0.1% |
1.2184 |
| Low |
1.2047 |
1.2032 |
-0.0015 |
-0.1% |
1.2050 |
| Close |
1.2100 |
1.2045 |
-0.0055 |
-0.5% |
1.2056 |
| Range |
0.0062 |
0.0060 |
-0.0003 |
-4.0% |
0.0134 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
297 |
1,017 |
720 |
242.4% |
4,076 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2235 |
1.2199 |
1.2077 |
|
| R3 |
1.2175 |
1.2140 |
1.2061 |
|
| R2 |
1.2116 |
1.2116 |
1.2055 |
|
| R1 |
1.2080 |
1.2080 |
1.2050 |
1.2068 |
| PP |
1.2056 |
1.2056 |
1.2056 |
1.2050 |
| S1 |
1.2021 |
1.2021 |
1.2039 |
1.2009 |
| S2 |
1.1997 |
1.1997 |
1.2034 |
|
| S3 |
1.1937 |
1.1961 |
1.2028 |
|
| S4 |
1.1878 |
1.1902 |
1.2012 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2411 |
1.2129 |
|
| R3 |
1.2365 |
1.2277 |
1.2092 |
|
| R2 |
1.2231 |
1.2231 |
1.2080 |
|
| R1 |
1.2143 |
1.2143 |
1.2068 |
1.2120 |
| PP |
1.2097 |
1.2097 |
1.2097 |
1.2085 |
| S1 |
1.2009 |
1.2009 |
1.2043 |
1.1986 |
| S2 |
1.1963 |
1.1963 |
1.2031 |
|
| S3 |
1.1829 |
1.1875 |
1.2019 |
|
| S4 |
1.1695 |
1.1741 |
1.1982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2184 |
1.2032 |
0.0152 |
1.3% |
0.0071 |
0.6% |
8% |
False |
True |
853 |
| 10 |
1.2184 |
1.2031 |
0.0154 |
1.3% |
0.0065 |
0.5% |
9% |
False |
False |
704 |
| 20 |
1.2184 |
1.1900 |
0.0284 |
2.4% |
0.0061 |
0.5% |
51% |
False |
False |
503 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0063 |
0.5% |
68% |
False |
False |
435 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0062 |
0.5% |
54% |
False |
False |
366 |
| 80 |
1.2349 |
1.1746 |
0.0603 |
5.0% |
0.0064 |
0.5% |
50% |
False |
False |
286 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
45% |
False |
False |
230 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0059 |
0.5% |
45% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2344 |
|
2.618 |
1.2247 |
|
1.618 |
1.2188 |
|
1.000 |
1.2151 |
|
0.618 |
1.2128 |
|
HIGH |
1.2092 |
|
0.618 |
1.2069 |
|
0.500 |
1.2062 |
|
0.382 |
1.2055 |
|
LOW |
1.2032 |
|
0.618 |
1.1995 |
|
1.000 |
1.1973 |
|
1.618 |
1.1936 |
|
2.618 |
1.1876 |
|
4.250 |
1.1779 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2096 |
| PP |
1.2056 |
1.2079 |
| S1 |
1.2050 |
1.2062 |
|