CME Euro FX (E) Future December 2021
Trading Metrics calculated at close of trading on 28-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
1.2126 |
1.2132 |
0.0006 |
0.0% |
1.2029 |
High |
1.2151 |
1.2190 |
0.0039 |
0.3% |
1.2158 |
Low |
1.2118 |
1.2117 |
-0.0002 |
0.0% |
1.2005 |
Close |
1.2147 |
1.2184 |
0.0038 |
0.3% |
1.2153 |
Range |
0.0033 |
0.0074 |
0.0041 |
122.7% |
0.0154 |
ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
Volume |
392 |
209 |
-183 |
-46.7% |
514 |
|
Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2384 |
1.2358 |
1.2224 |
|
R3 |
1.2311 |
1.2284 |
1.2204 |
|
R2 |
1.2237 |
1.2237 |
1.2197 |
|
R1 |
1.2211 |
1.2211 |
1.2191 |
1.2224 |
PP |
1.2164 |
1.2164 |
1.2164 |
1.2170 |
S1 |
1.2137 |
1.2137 |
1.2177 |
1.2150 |
S2 |
1.2090 |
1.2090 |
1.2171 |
|
S3 |
1.2017 |
1.2064 |
1.2164 |
|
S4 |
1.1943 |
1.1990 |
1.2144 |
|
|
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 |
1.2190 |
1.2055 |
0.0135 |
1.1% |
0.0053 |
0.4% |
96% |
True |
False |
195 |
10 |
1.2190 |
1.2005 |
0.0186 |
1.5% |
0.0053 |
0.4% |
97% |
True |
False |
124 |
20 |
1.2190 |
1.1772 |
0.0419 |
3.4% |
0.0055 |
0.5% |
99% |
True |
False |
85 |
40 |
1.2190 |
1.1772 |
0.0419 |
3.4% |
0.0056 |
0.5% |
99% |
True |
False |
62 |
60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
76% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2502 |
2.618 |
1.2382 |
1.618 |
1.2309 |
1.000 |
1.2264 |
0.618 |
1.2235 |
HIGH |
1.2190 |
0.618 |
1.2162 |
0.500 |
1.2153 |
0.382 |
1.2145 |
LOW |
1.2117 |
0.618 |
1.2071 |
1.000 |
1.2043 |
1.618 |
1.1998 |
2.618 |
1.1924 |
4.250 |
1.1804 |
|
|
Fisher Pivots for day following 28-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2174 |
1.2174 |
PP |
1.2164 |
1.2164 |
S1 |
1.2153 |
1.2153 |
|