CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2241 |
1.2279 |
0.0039 |
0.3% |
1.2176 |
| High |
1.2293 |
1.2289 |
-0.0004 |
0.0% |
1.2273 |
| Low |
1.2237 |
1.2209 |
-0.0029 |
-0.2% |
1.2156 |
| Close |
1.2283 |
1.2219 |
-0.0064 |
-0.5% |
1.2209 |
| Range |
0.0056 |
0.0080 |
0.0025 |
44.1% |
0.0118 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
4,082 |
4,711 |
629 |
15.4% |
6,519 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2479 |
1.2429 |
1.2263 |
|
| R3 |
1.2399 |
1.2349 |
1.2241 |
|
| R2 |
1.2319 |
1.2319 |
1.2233 |
|
| R1 |
1.2269 |
1.2269 |
1.2226 |
1.2254 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2231 |
| S1 |
1.2189 |
1.2189 |
1.2211 |
1.2174 |
| S2 |
1.2159 |
1.2159 |
1.2204 |
|
| S3 |
1.2079 |
1.2109 |
1.2197 |
|
| S4 |
1.1999 |
1.2029 |
1.2175 |
|
|
| 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 |
1.2293 |
1.2189 |
0.0104 |
0.9% |
0.0066 |
0.5% |
29% |
False |
False |
2,713 |
| 10 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0067 |
0.5% |
65% |
False |
False |
2,050 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0069 |
0.6% |
73% |
False |
False |
1,493 |
| 40 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
86% |
False |
False |
952 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0066 |
0.5% |
86% |
False |
False |
755 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
86% |
False |
False |
606 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
71% |
False |
False |
493 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
71% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2629 |
|
2.618 |
1.2498 |
|
1.618 |
1.2418 |
|
1.000 |
1.2369 |
|
0.618 |
1.2338 |
|
HIGH |
1.2289 |
|
0.618 |
1.2258 |
|
0.500 |
1.2249 |
|
0.382 |
1.2239 |
|
LOW |
1.2209 |
|
0.618 |
1.2159 |
|
1.000 |
1.2129 |
|
1.618 |
1.2079 |
|
2.618 |
1.1999 |
|
4.250 |
1.1869 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2249 |
1.2246 |
| PP |
1.2239 |
1.2237 |
| S1 |
1.2229 |
1.2228 |
|