CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2034 |
1.2091 |
0.0057 |
0.5% |
1.2058 |
| High |
1.2102 |
1.2202 |
0.0100 |
0.8% |
1.2202 |
| Low |
1.2025 |
1.2084 |
0.0060 |
0.5% |
1.2019 |
| Close |
1.2086 |
1.2196 |
0.0111 |
0.9% |
1.2196 |
| Range |
0.0078 |
0.0118 |
0.0041 |
52.3% |
0.0184 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.0% |
0.0000 |
| Volume |
662 |
1,003 |
341 |
51.5% |
3,968 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2515 |
1.2473 |
1.2261 |
|
| R3 |
1.2397 |
1.2355 |
1.2228 |
|
| R2 |
1.2279 |
1.2279 |
1.2218 |
|
| R1 |
1.2237 |
1.2237 |
1.2207 |
1.2258 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2171 |
| S1 |
1.2119 |
1.2119 |
1.2185 |
1.2140 |
| S2 |
1.2043 |
1.2043 |
1.2174 |
|
| S3 |
1.1925 |
1.2001 |
1.2164 |
|
| S4 |
1.1807 |
1.1883 |
1.2131 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2626 |
1.2297 |
|
| R3 |
1.2506 |
1.2443 |
1.2246 |
|
| R2 |
1.2322 |
1.2322 |
1.2230 |
|
| R1 |
1.2259 |
1.2259 |
1.2213 |
1.2291 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2155 |
| S1 |
1.2076 |
1.2076 |
1.2179 |
1.2107 |
| S2 |
1.1955 |
1.1955 |
1.2162 |
|
| S3 |
1.1772 |
1.1892 |
1.2146 |
|
| S4 |
1.1588 |
1.1709 |
1.2095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2202 |
1.2019 |
0.0184 |
1.5% |
0.0071 |
0.6% |
97% |
True |
False |
793 |
| 10 |
1.2202 |
1.2019 |
0.0184 |
1.5% |
0.0068 |
0.6% |
97% |
True |
False |
804 |
| 20 |
1.2202 |
1.1911 |
0.0292 |
2.4% |
0.0064 |
0.5% |
98% |
True |
False |
608 |
| 40 |
1.2202 |
1.1746 |
0.0456 |
3.7% |
0.0064 |
0.5% |
99% |
True |
False |
468 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
82% |
False |
False |
390 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
82% |
False |
False |
319 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
67% |
False |
False |
256 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
67% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2704 |
|
2.618 |
1.2511 |
|
1.618 |
1.2393 |
|
1.000 |
1.2320 |
|
0.618 |
1.2275 |
|
HIGH |
1.2202 |
|
0.618 |
1.2157 |
|
0.500 |
1.2143 |
|
0.382 |
1.2129 |
|
LOW |
1.2084 |
|
0.618 |
1.2011 |
|
1.000 |
1.1966 |
|
1.618 |
1.1893 |
|
2.618 |
1.1775 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2167 |
| PP |
1.2161 |
1.2139 |
| S1 |
1.2143 |
1.2110 |
|