CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2170 |
-0.0027 |
-0.2% |
1.2058 |
| High |
1.2209 |
1.2212 |
0.0003 |
0.0% |
1.2202 |
| Low |
1.2159 |
1.2155 |
-0.0005 |
0.0% |
1.2019 |
| Close |
1.2177 |
1.2183 |
0.0006 |
0.0% |
1.2196 |
| Range |
0.0050 |
0.0057 |
0.0008 |
15.2% |
0.0184 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
495 |
549 |
54 |
10.9% |
3,968 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2354 |
1.2325 |
1.2214 |
|
| R3 |
1.2297 |
1.2268 |
1.2198 |
|
| R2 |
1.2240 |
1.2240 |
1.2193 |
|
| R1 |
1.2211 |
1.2211 |
1.2188 |
1.2226 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2190 |
| S1 |
1.2154 |
1.2154 |
1.2177 |
1.2169 |
| S2 |
1.2126 |
1.2126 |
1.2172 |
|
| S3 |
1.2069 |
1.2097 |
1.2167 |
|
| S4 |
1.2012 |
1.2040 |
1.2151 |
|
|
| 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 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0068 |
0.6% |
85% |
True |
False |
739 |
| 10 |
1.2212 |
1.2019 |
0.0193 |
1.6% |
0.0070 |
0.6% |
85% |
True |
False |
796 |
| 20 |
1.2212 |
1.1981 |
0.0231 |
1.9% |
0.0063 |
0.5% |
87% |
True |
False |
635 |
| 40 |
1.2212 |
1.1746 |
0.0466 |
3.8% |
0.0064 |
0.5% |
94% |
True |
False |
478 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
80% |
False |
False |
408 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
80% |
False |
False |
331 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
65% |
False |
False |
267 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0060 |
0.5% |
65% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2454 |
|
2.618 |
1.2361 |
|
1.618 |
1.2304 |
|
1.000 |
1.2269 |
|
0.618 |
1.2247 |
|
HIGH |
1.2212 |
|
0.618 |
1.2190 |
|
0.500 |
1.2183 |
|
0.382 |
1.2176 |
|
LOW |
1.2155 |
|
0.618 |
1.2119 |
|
1.000 |
1.2098 |
|
1.618 |
1.2062 |
|
2.618 |
1.2005 |
|
4.250 |
1.1912 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2183 |
1.2171 |
| PP |
1.2183 |
1.2159 |
| S1 |
1.2183 |
1.2148 |
|