CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2202 |
1.2257 |
0.0056 |
0.5% |
1.2176 |
| High |
1.2256 |
1.2267 |
0.0011 |
0.1% |
1.2273 |
| Low |
1.2197 |
1.2189 |
-0.0009 |
-0.1% |
1.2156 |
| Close |
1.2247 |
1.2209 |
-0.0039 |
-0.3% |
1.2209 |
| Range |
0.0059 |
0.0078 |
0.0019 |
32.2% |
0.0118 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,616 |
966 |
-650 |
-40.2% |
6,519 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2455 |
1.2410 |
1.2251 |
|
| R3 |
1.2377 |
1.2332 |
1.2230 |
|
| R2 |
1.2299 |
1.2299 |
1.2223 |
|
| R1 |
1.2254 |
1.2254 |
1.2216 |
1.2238 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2213 |
| S1 |
1.2176 |
1.2176 |
1.2201 |
1.2160 |
| S2 |
1.2143 |
1.2143 |
1.2194 |
|
| S3 |
1.2065 |
1.2098 |
1.2187 |
|
| S4 |
1.1987 |
1.2020 |
1.2166 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2504 |
1.2273 |
|
| R3 |
1.2447 |
1.2387 |
1.2241 |
|
| R2 |
1.2330 |
1.2330 |
1.2230 |
|
| R1 |
1.2269 |
1.2269 |
1.2219 |
1.2300 |
| PP |
1.2212 |
1.2212 |
1.2212 |
1.2228 |
| S1 |
1.2152 |
1.2152 |
1.2198 |
1.2182 |
| S2 |
1.2095 |
1.2095 |
1.2187 |
|
| S3 |
1.1977 |
1.2034 |
1.2176 |
|
| S4 |
1.1860 |
1.1917 |
1.2144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2273 |
1.2156 |
0.0118 |
1.0% |
0.0069 |
0.6% |
45% |
False |
False |
1,303 |
| 10 |
1.2273 |
1.2081 |
0.0193 |
1.6% |
0.0067 |
0.5% |
66% |
False |
False |
1,277 |
| 20 |
1.2273 |
1.2019 |
0.0255 |
2.1% |
0.0067 |
0.6% |
75% |
False |
False |
1,040 |
| 40 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0063 |
0.5% |
88% |
False |
False |
709 |
| 60 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0067 |
0.5% |
88% |
False |
False |
579 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
84% |
False |
False |
472 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
69% |
False |
False |
383 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
69% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2598 |
|
2.618 |
1.2471 |
|
1.618 |
1.2393 |
|
1.000 |
1.2345 |
|
0.618 |
1.2315 |
|
HIGH |
1.2267 |
|
0.618 |
1.2237 |
|
0.500 |
1.2228 |
|
0.382 |
1.2218 |
|
LOW |
1.2189 |
|
0.618 |
1.2140 |
|
1.000 |
1.2111 |
|
1.618 |
1.2062 |
|
2.618 |
1.1984 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2228 |
1.2231 |
| PP |
1.2221 |
1.2223 |
| S1 |
1.2215 |
1.2216 |
|