CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2126 |
-0.0044 |
-0.4% |
1.2029 |
| High |
1.2171 |
1.2151 |
-0.0020 |
-0.2% |
1.2158 |
| Low |
1.2125 |
1.2118 |
-0.0007 |
-0.1% |
1.2005 |
| Close |
1.2153 |
1.2147 |
-0.0006 |
0.0% |
1.2153 |
| Range |
0.0046 |
0.0033 |
-0.0013 |
-28.3% |
0.0154 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
24 |
392 |
368 |
1,533.3% |
514 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2225 |
1.2165 |
|
| R3 |
1.2205 |
1.2192 |
1.2156 |
|
| R2 |
1.2172 |
1.2172 |
1.2153 |
|
| R1 |
1.2159 |
1.2159 |
1.2150 |
1.2165 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2142 |
| S1 |
1.2126 |
1.2126 |
1.2143 |
1.2132 |
| S2 |
1.2106 |
1.2106 |
1.2140 |
|
| S3 |
1.2073 |
1.2093 |
1.2137 |
|
| S4 |
1.2040 |
1.2060 |
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 |
1.2171 |
1.2055 |
0.0116 |
1.0% |
0.0047 |
0.4% |
79% |
False |
False |
162 |
| 10 |
1.2171 |
1.2005 |
0.0166 |
1.4% |
0.0049 |
0.4% |
86% |
False |
False |
107 |
| 20 |
1.2171 |
1.1772 |
0.0399 |
3.3% |
0.0055 |
0.4% |
94% |
False |
False |
76 |
| 40 |
1.2183 |
1.1772 |
0.0412 |
3.4% |
0.0057 |
0.5% |
91% |
False |
False |
58 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
69% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2291 |
|
2.618 |
1.2237 |
|
1.618 |
1.2204 |
|
1.000 |
1.2184 |
|
0.618 |
1.2171 |
|
HIGH |
1.2151 |
|
0.618 |
1.2138 |
|
0.500 |
1.2135 |
|
0.382 |
1.2131 |
|
LOW |
1.2118 |
|
0.618 |
1.2098 |
|
1.000 |
1.2085 |
|
1.618 |
1.2065 |
|
2.618 |
1.2032 |
|
4.250 |
1.1978 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2145 |
| PP |
1.2139 |
1.2144 |
| S1 |
1.2135 |
1.2142 |
|