CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2091 |
1.2197 |
0.0106 |
0.9% |
1.2058 |
| High |
1.2202 |
1.2209 |
0.0007 |
0.1% |
1.2202 |
| Low |
1.2084 |
1.2159 |
0.0075 |
0.6% |
1.2019 |
| Close |
1.2196 |
1.2177 |
-0.0020 |
-0.2% |
1.2196 |
| Range |
0.0118 |
0.0050 |
-0.0069 |
-58.1% |
0.0184 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,003 |
495 |
-508 |
-50.6% |
3,968 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2330 |
1.2303 |
1.2204 |
|
| R3 |
1.2280 |
1.2253 |
1.2190 |
|
| R2 |
1.2231 |
1.2231 |
1.2186 |
|
| R1 |
1.2204 |
1.2204 |
1.2181 |
1.2193 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2176 |
| S1 |
1.2154 |
1.2154 |
1.2172 |
1.2143 |
| S2 |
1.2132 |
1.2132 |
1.2167 |
|
| S3 |
1.2082 |
1.2105 |
1.2163 |
|
| S4 |
1.2033 |
1.2055 |
1.2149 |
|
|
| 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 |
1.2209 |
1.2019 |
0.0190 |
1.6% |
0.0069 |
0.6% |
83% |
True |
False |
833 |
| 10 |
1.2209 |
1.2019 |
0.0190 |
1.6% |
0.0068 |
0.6% |
83% |
True |
False |
777 |
| 20 |
1.2209 |
1.1920 |
0.0289 |
2.4% |
0.0064 |
0.5% |
89% |
True |
False |
624 |
| 40 |
1.2209 |
1.1746 |
0.0463 |
3.8% |
0.0064 |
0.5% |
93% |
True |
False |
468 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
78% |
False |
False |
399 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
78% |
False |
False |
324 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
64% |
False |
False |
261 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
64% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2419 |
|
2.618 |
1.2338 |
|
1.618 |
1.2289 |
|
1.000 |
1.2258 |
|
0.618 |
1.2239 |
|
HIGH |
1.2209 |
|
0.618 |
1.2190 |
|
0.500 |
1.2184 |
|
0.382 |
1.2178 |
|
LOW |
1.2159 |
|
0.618 |
1.2128 |
|
1.000 |
1.2110 |
|
1.618 |
1.2079 |
|
2.618 |
1.2029 |
|
4.250 |
1.1949 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2157 |
| PP |
1.2181 |
1.2137 |
| S1 |
1.2179 |
1.2117 |
|