CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2257 |
1.2199 |
-0.0058 |
-0.5% |
1.2176 |
| High |
1.2267 |
1.2257 |
-0.0010 |
-0.1% |
1.2273 |
| Low |
1.2189 |
1.2199 |
0.0010 |
0.1% |
1.2156 |
| Close |
1.2209 |
1.2240 |
0.0032 |
0.3% |
1.2209 |
| Range |
0.0078 |
0.0058 |
-0.0020 |
-25.6% |
0.0118 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
966 |
2,191 |
1,225 |
126.8% |
6,519 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2406 |
1.2381 |
1.2272 |
|
| R3 |
1.2348 |
1.2323 |
1.2256 |
|
| R2 |
1.2290 |
1.2290 |
1.2251 |
|
| R1 |
1.2265 |
1.2265 |
1.2245 |
1.2277 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2238 |
| S1 |
1.2207 |
1.2207 |
1.2235 |
1.2219 |
| S2 |
1.2174 |
1.2174 |
1.2229 |
|
| S3 |
1.2116 |
1.2149 |
1.2224 |
|
| S4 |
1.2058 |
1.2091 |
1.2208 |
|
|
| 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 |
1.2182 |
0.0092 |
0.7% |
0.0072 |
0.6% |
64% |
False |
False |
1,647 |
| 10 |
1.2273 |
1.2081 |
0.0193 |
1.6% |
0.0068 |
0.6% |
83% |
False |
False |
1,447 |
| 20 |
1.2273 |
1.2019 |
0.0255 |
2.1% |
0.0068 |
0.6% |
87% |
False |
False |
1,112 |
| 40 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0064 |
0.5% |
94% |
False |
False |
753 |
| 60 |
1.2273 |
1.1746 |
0.0527 |
4.3% |
0.0066 |
0.5% |
94% |
False |
False |
611 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
90% |
False |
False |
499 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
74% |
False |
False |
405 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
74% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2503 |
|
2.618 |
1.2408 |
|
1.618 |
1.2350 |
|
1.000 |
1.2315 |
|
0.618 |
1.2292 |
|
HIGH |
1.2257 |
|
0.618 |
1.2234 |
|
0.500 |
1.2228 |
|
0.382 |
1.2221 |
|
LOW |
1.2199 |
|
0.618 |
1.2163 |
|
1.000 |
1.2141 |
|
1.618 |
1.2105 |
|
2.618 |
1.2047 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2236 |
1.2236 |
| PP |
1.2232 |
1.2232 |
| S1 |
1.2228 |
1.2228 |
|