CME Euro FX (E) Future December 2021
Trading Metrics calculated at close of trading on 22-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2021 |
22-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
1.2088 |
1.2093 |
0.0005 |
0.0% |
1.1960 |
High |
1.2101 |
1.2125 |
0.0025 |
0.2% |
1.2055 |
Low |
1.2061 |
1.2055 |
-0.0006 |
0.0% |
1.1936 |
Close |
1.2090 |
1.2068 |
-0.0023 |
-0.2% |
1.2040 |
Range |
0.0040 |
0.0070 |
0.0030 |
75.0% |
0.0119 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.6% |
0.0000 |
Volume |
45 |
296 |
251 |
557.8% |
179 |
|
Daily Pivots for day following 22-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2293 |
1.2250 |
1.2106 |
|
R3 |
1.2223 |
1.2180 |
1.2087 |
|
R2 |
1.2153 |
1.2153 |
1.2080 |
|
R1 |
1.2110 |
1.2110 |
1.2074 |
1.2096 |
PP |
1.2083 |
1.2083 |
1.2083 |
1.2076 |
S1 |
1.2040 |
1.2040 |
1.2061 |
1.2026 |
S2 |
1.2013 |
1.2013 |
1.2055 |
|
S3 |
1.1943 |
1.1970 |
1.2048 |
|
S4 |
1.1873 |
1.1900 |
1.2029 |
|
|
Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2366 |
1.2321 |
1.2105 |
|
R3 |
1.2247 |
1.2203 |
1.2072 |
|
R2 |
1.2129 |
1.2129 |
1.2061 |
|
R1 |
1.2084 |
1.2084 |
1.2050 |
1.2106 |
PP |
1.2010 |
1.2010 |
1.2010 |
1.2021 |
S1 |
1.1966 |
1.1966 |
1.2029 |
1.1988 |
S2 |
1.1892 |
1.1892 |
1.2018 |
|
S3 |
1.1773 |
1.1847 |
1.2007 |
|
S4 |
1.1655 |
1.1729 |
1.1974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2140 |
1.2005 |
0.0135 |
1.1% |
0.0061 |
0.5% |
47% |
False |
False |
94 |
10 |
1.2140 |
1.1935 |
0.0205 |
1.7% |
0.0053 |
0.4% |
65% |
False |
False |
72 |
20 |
1.2140 |
1.1772 |
0.0368 |
3.0% |
0.0052 |
0.4% |
80% |
False |
False |
57 |
40 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
54% |
False |
False |
54 |
60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0057 |
0.5% |
54% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2423 |
2.618 |
1.2308 |
1.618 |
1.2238 |
1.000 |
1.2195 |
0.618 |
1.2168 |
HIGH |
1.2125 |
0.618 |
1.2098 |
0.500 |
1.2090 |
0.382 |
1.2082 |
LOW |
1.2055 |
0.618 |
1.2012 |
1.000 |
1.1985 |
1.618 |
1.1942 |
2.618 |
1.1872 |
4.250 |
1.1758 |
|
|
Fisher Pivots for day following 22-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2090 |
1.2097 |
PP |
1.2083 |
1.2087 |
S1 |
1.2075 |
1.2077 |
|