CME Euro FX (E) Future December 2021
Trading Metrics calculated at close of trading on 23-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
1.2093 |
1.2115 |
0.0022 |
0.2% |
1.2029 |
High |
1.2125 |
1.2158 |
0.0033 |
0.3% |
1.2158 |
Low |
1.2055 |
1.2114 |
0.0059 |
0.5% |
1.2005 |
Close |
1.2068 |
1.2153 |
0.0085 |
0.7% |
1.2153 |
Range |
0.0070 |
0.0045 |
-0.0026 |
-36.4% |
0.0154 |
ATR |
0.0058 |
0.0060 |
0.0002 |
4.0% |
0.0000 |
Volume |
296 |
54 |
-242 |
-81.8% |
514 |
|
Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2275 |
1.2258 |
1.2177 |
|
R3 |
1.2230 |
1.2214 |
1.2165 |
|
R2 |
1.2186 |
1.2186 |
1.2161 |
|
R1 |
1.2169 |
1.2169 |
1.2157 |
1.2178 |
PP |
1.2141 |
1.2141 |
1.2141 |
1.2146 |
S1 |
1.2125 |
1.2125 |
1.2148 |
1.2133 |
S2 |
1.2097 |
1.2097 |
1.2144 |
|
S3 |
1.2052 |
1.2080 |
1.2140 |
|
S4 |
1.2008 |
1.2036 |
1.2128 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2566 |
1.2513 |
1.2237 |
|
R3 |
1.2412 |
1.2359 |
1.2195 |
|
R2 |
1.2259 |
1.2259 |
1.2181 |
|
R1 |
1.2206 |
1.2206 |
1.2167 |
1.2232 |
PP |
1.2105 |
1.2105 |
1.2105 |
1.2118 |
S1 |
1.2052 |
1.2052 |
1.2138 |
1.2079 |
S2 |
1.1952 |
1.1952 |
1.2124 |
|
S3 |
1.1798 |
1.1899 |
1.2110 |
|
S4 |
1.1645 |
1.1745 |
1.2068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2158 |
1.2005 |
0.0154 |
1.3% |
0.0062 |
0.5% |
96% |
True |
False |
102 |
10 |
1.2158 |
1.1936 |
0.0222 |
1.8% |
0.0053 |
0.4% |
98% |
True |
False |
69 |
20 |
1.2158 |
1.1772 |
0.0387 |
3.2% |
0.0054 |
0.4% |
99% |
True |
False |
59 |
40 |
1.2208 |
1.1772 |
0.0437 |
3.6% |
0.0058 |
0.5% |
87% |
False |
False |
52 |
60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
70% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2347 |
2.618 |
1.2275 |
1.618 |
1.2230 |
1.000 |
1.2203 |
0.618 |
1.2186 |
HIGH |
1.2158 |
0.618 |
1.2141 |
0.500 |
1.2136 |
0.382 |
1.2130 |
LOW |
1.2114 |
0.618 |
1.2086 |
1.000 |
1.2069 |
1.618 |
1.2041 |
2.618 |
1.1997 |
4.250 |
1.1924 |
|
|
Fisher Pivots for day following 23-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2147 |
1.2137 |
PP |
1.2141 |
1.2122 |
S1 |
1.2136 |
1.2107 |
|