CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2092 |
1.2049 |
-0.0043 |
-0.4% |
1.2127 |
| High |
1.2092 |
1.2059 |
-0.0033 |
-0.3% |
1.2184 |
| Low |
1.2032 |
1.2019 |
-0.0014 |
-0.1% |
1.2050 |
| Close |
1.2045 |
1.2032 |
-0.0013 |
-0.1% |
1.2056 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-32.8% |
0.0134 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,017 |
989 |
-28 |
-2.8% |
4,076 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2156 |
1.2134 |
1.2054 |
|
| R3 |
1.2116 |
1.2094 |
1.2043 |
|
| R2 |
1.2076 |
1.2076 |
1.2039 |
|
| R1 |
1.2054 |
1.2054 |
1.2036 |
1.2045 |
| PP |
1.2036 |
1.2036 |
1.2036 |
1.2032 |
| S1 |
1.2014 |
1.2014 |
1.2028 |
1.2005 |
| S2 |
1.1996 |
1.1996 |
1.2025 |
|
| S3 |
1.1956 |
1.1974 |
1.2021 |
|
| S4 |
1.1916 |
1.1934 |
1.2010 |
|
|
| 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 |
1.2019 |
0.0166 |
1.4% |
0.0064 |
0.5% |
8% |
False |
True |
889 |
| 10 |
1.2184 |
1.2019 |
0.0166 |
1.4% |
0.0065 |
0.5% |
8% |
False |
True |
753 |
| 20 |
1.2184 |
1.1900 |
0.0284 |
2.4% |
0.0060 |
0.5% |
46% |
False |
False |
543 |
| 40 |
1.2184 |
1.1746 |
0.0438 |
3.6% |
0.0062 |
0.5% |
65% |
False |
False |
454 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0062 |
0.5% |
52% |
False |
False |
382 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0063 |
0.5% |
52% |
False |
False |
298 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0061 |
0.5% |
43% |
False |
False |
240 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0059 |
0.5% |
43% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2229 |
|
2.618 |
1.2163 |
|
1.618 |
1.2123 |
|
1.000 |
1.2099 |
|
0.618 |
1.2083 |
|
HIGH |
1.2059 |
|
0.618 |
1.2043 |
|
0.500 |
1.2039 |
|
0.382 |
1.2034 |
|
LOW |
1.2019 |
|
0.618 |
1.1994 |
|
1.000 |
1.1979 |
|
1.618 |
1.1954 |
|
2.618 |
1.1914 |
|
4.250 |
1.1849 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2039 |
1.2064 |
| PP |
1.2036 |
1.2053 |
| S1 |
1.2034 |
1.2043 |
|