CME Euro FX (E) Future December 2021
Trading Metrics calculated at close of trading on 30-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2021 |
30-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
1.2188 |
1.2162 |
-0.0026 |
-0.2% |
1.2170 |
High |
1.2207 |
1.2163 |
-0.0045 |
-0.4% |
1.2207 |
Low |
1.2163 |
1.2075 |
-0.0089 |
-0.7% |
1.2075 |
Close |
1.2183 |
1.2079 |
-0.0104 |
-0.8% |
1.2079 |
Range |
0.0044 |
0.0088 |
0.0044 |
100.0% |
0.0133 |
ATR |
0.0058 |
0.0061 |
0.0004 |
6.2% |
0.0000 |
Volume |
333 |
165 |
-168 |
-50.5% |
1,123 |
|
Daily Pivots for day following 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2369 |
1.2312 |
1.2127 |
|
R3 |
1.2281 |
1.2224 |
1.2103 |
|
R2 |
1.2193 |
1.2193 |
1.2095 |
|
R1 |
1.2136 |
1.2136 |
1.2087 |
1.2121 |
PP |
1.2105 |
1.2105 |
1.2105 |
1.2098 |
S1 |
1.2048 |
1.2048 |
1.2071 |
1.2033 |
S2 |
1.2017 |
1.2017 |
1.2063 |
|
S3 |
1.1929 |
1.1960 |
1.2055 |
|
S4 |
1.1841 |
1.1872 |
1.2031 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2518 |
1.2431 |
1.2152 |
|
R3 |
1.2385 |
1.2298 |
1.2115 |
|
R2 |
1.2253 |
1.2253 |
1.2103 |
|
R1 |
1.2166 |
1.2166 |
1.2091 |
1.2143 |
PP |
1.2120 |
1.2120 |
1.2120 |
1.2109 |
S1 |
1.2033 |
1.2033 |
1.2067 |
1.2011 |
S2 |
1.1988 |
1.1988 |
1.2055 |
|
S3 |
1.1855 |
1.1901 |
1.2043 |
|
S4 |
1.1723 |
1.1768 |
1.2006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2207 |
1.2075 |
0.0133 |
1.1% |
0.0057 |
0.5% |
3% |
False |
True |
224 |
10 |
1.2207 |
1.2005 |
0.0203 |
1.7% |
0.0060 |
0.5% |
37% |
False |
False |
163 |
20 |
1.2207 |
1.1804 |
0.0404 |
3.3% |
0.0056 |
0.5% |
68% |
False |
False |
105 |
40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0056 |
0.5% |
71% |
False |
False |
74 |
60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0056 |
0.5% |
56% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2537 |
2.618 |
1.2393 |
1.618 |
1.2305 |
1.000 |
1.2251 |
0.618 |
1.2217 |
HIGH |
1.2163 |
0.618 |
1.2129 |
0.500 |
1.2119 |
0.382 |
1.2108 |
LOW |
1.2075 |
0.618 |
1.2020 |
1.000 |
1.1987 |
1.618 |
1.1932 |
2.618 |
1.1844 |
4.250 |
1.1701 |
|
|
Fisher Pivots for day following 30-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2119 |
1.2141 |
PP |
1.2105 |
1.2120 |
S1 |
1.2092 |
1.2100 |
|