CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2279 |
1.2219 |
-0.0060 |
-0.5% |
1.2176 |
| High |
1.2289 |
1.2239 |
-0.0050 |
-0.4% |
1.2273 |
| Low |
1.2209 |
1.2200 |
-0.0009 |
-0.1% |
1.2156 |
| Close |
1.2219 |
1.2224 |
0.0006 |
0.0% |
1.2209 |
| Range |
0.0080 |
0.0039 |
-0.0041 |
-51.3% |
0.0118 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
4,711 |
6,043 |
1,332 |
28.3% |
6,519 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2338 |
1.2320 |
1.2245 |
|
| R3 |
1.2299 |
1.2281 |
1.2235 |
|
| R2 |
1.2260 |
1.2260 |
1.2231 |
|
| R1 |
1.2242 |
1.2242 |
1.2228 |
1.2251 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2226 |
| S1 |
1.2203 |
1.2203 |
1.2220 |
1.2212 |
| S2 |
1.2182 |
1.2182 |
1.2217 |
|
| S3 |
1.2143 |
1.2164 |
1.2213 |
|
| S4 |
1.2104 |
1.2125 |
1.2203 |
|
|
| 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% |
0.0062 |
0.5% |
34% |
False |
False |
3,598 |
| 10 |
1.2293 |
1.2100 |
0.0193 |
1.6% |
0.0065 |
0.5% |
64% |
False |
False |
2,554 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0068 |
0.6% |
75% |
False |
False |
1,770 |
| 40 |
1.2293 |
1.1754 |
0.0539 |
4.4% |
0.0065 |
0.5% |
87% |
False |
False |
1,092 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
87% |
False |
False |
856 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
87% |
False |
False |
681 |
| 100 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
72% |
False |
False |
553 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
72% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2405 |
|
2.618 |
1.2341 |
|
1.618 |
1.2302 |
|
1.000 |
1.2278 |
|
0.618 |
1.2263 |
|
HIGH |
1.2239 |
|
0.618 |
1.2224 |
|
0.500 |
1.2220 |
|
0.382 |
1.2215 |
|
LOW |
1.2200 |
|
0.618 |
1.2176 |
|
1.000 |
1.2161 |
|
1.618 |
1.2137 |
|
2.618 |
1.2098 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2223 |
1.2246 |
| PP |
1.2221 |
1.2239 |
| S1 |
1.2220 |
1.2231 |
|