CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2202 |
-0.0049 |
-0.4% |
1.2197 |
| High |
1.2273 |
1.2256 |
-0.0017 |
-0.1% |
1.2212 |
| Low |
1.2189 |
1.2197 |
0.0009 |
0.1% |
1.2081 |
| Close |
1.2201 |
1.2247 |
0.0047 |
0.4% |
1.2172 |
| Range |
0.0085 |
0.0059 |
-0.0026 |
-30.2% |
0.0131 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,296 |
1,616 |
-680 |
-29.6% |
6,256 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2388 |
1.2279 |
|
| R3 |
1.2351 |
1.2329 |
1.2263 |
|
| R2 |
1.2292 |
1.2292 |
1.2258 |
|
| R1 |
1.2270 |
1.2270 |
1.2252 |
1.2281 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2239 |
| S1 |
1.2211 |
1.2211 |
1.2242 |
1.2222 |
| S2 |
1.2174 |
1.2174 |
1.2236 |
|
| S3 |
1.2115 |
1.2152 |
1.2231 |
|
| S4 |
1.2056 |
1.2093 |
1.2215 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2548 |
1.2491 |
1.2244 |
|
| R3 |
1.2417 |
1.2360 |
1.2208 |
|
| R2 |
1.2286 |
1.2286 |
1.2196 |
|
| R1 |
1.2229 |
1.2229 |
1.2184 |
1.2192 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2136 |
| S1 |
1.2098 |
1.2098 |
1.2160 |
1.2061 |
| S2 |
1.2024 |
1.2024 |
1.2148 |
|
| S3 |
1.1893 |
1.1967 |
1.2136 |
|
| S4 |
1.1762 |
1.1836 |
1.2100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2273 |
1.2100 |
0.0173 |
1.4% |
0.0068 |
0.6% |
85% |
False |
False |
1,510 |
| 10 |
1.2273 |
1.2081 |
0.0193 |
1.6% |
0.0071 |
0.6% |
86% |
False |
False |
1,281 |
| 20 |
1.2273 |
1.2019 |
0.0255 |
2.1% |
0.0068 |
0.6% |
90% |
False |
False |
1,015 |
| 40 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0063 |
0.5% |
95% |
False |
False |
704 |
| 60 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
91% |
False |
False |
565 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
91% |
False |
False |
461 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
75% |
False |
False |
374 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
75% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2507 |
|
2.618 |
1.2410 |
|
1.618 |
1.2351 |
|
1.000 |
1.2315 |
|
0.618 |
1.2292 |
|
HIGH |
1.2256 |
|
0.618 |
1.2233 |
|
0.500 |
1.2227 |
|
0.382 |
1.2220 |
|
LOW |
1.2197 |
|
0.618 |
1.2161 |
|
1.000 |
1.2138 |
|
1.618 |
1.2102 |
|
2.618 |
1.2043 |
|
4.250 |
1.1946 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2240 |
| PP |
1.2233 |
1.2234 |
| S1 |
1.2227 |
1.2227 |
|