CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2110 |
1.2070 |
-0.0040 |
-0.3% |
1.2170 |
| High |
1.2132 |
1.2079 |
-0.0054 |
-0.4% |
1.2207 |
| Low |
1.2071 |
1.2056 |
-0.0015 |
-0.1% |
1.2075 |
| Close |
1.2124 |
1.2068 |
-0.0056 |
-0.5% |
1.2079 |
| Range |
0.0062 |
0.0023 |
-0.0039 |
-63.4% |
0.0133 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.7% |
0.0000 |
| Volume |
18 |
68 |
50 |
277.8% |
1,123 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2124 |
1.2080 |
|
| R3 |
1.2113 |
1.2102 |
1.2074 |
|
| R2 |
1.2090 |
1.2090 |
1.2072 |
|
| R1 |
1.2079 |
1.2079 |
1.2070 |
1.2073 |
| PP |
1.2068 |
1.2068 |
1.2068 |
1.2065 |
| S1 |
1.2057 |
1.2057 |
1.2066 |
1.2051 |
| S2 |
1.2045 |
1.2045 |
1.2064 |
|
| S3 |
1.2023 |
1.2034 |
1.2062 |
|
| S4 |
1.2000 |
1.2012 |
1.2056 |
|
|
| 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 |
1.2056 |
0.0151 |
1.3% |
0.0058 |
0.5% |
8% |
False |
True |
158 |
| 10 |
1.2207 |
1.2055 |
0.0152 |
1.3% |
0.0052 |
0.4% |
9% |
False |
False |
160 |
| 20 |
1.2207 |
1.1927 |
0.0281 |
2.3% |
0.0053 |
0.4% |
50% |
False |
False |
109 |
| 40 |
1.2207 |
1.1772 |
0.0436 |
3.6% |
0.0055 |
0.5% |
68% |
False |
False |
72 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0055 |
0.5% |
54% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2137 |
|
1.618 |
1.2115 |
|
1.000 |
1.2101 |
|
0.618 |
1.2092 |
|
HIGH |
1.2079 |
|
0.618 |
1.2070 |
|
0.500 |
1.2067 |
|
0.382 |
1.2065 |
|
LOW |
1.2056 |
|
0.618 |
1.2042 |
|
1.000 |
1.2034 |
|
1.618 |
1.2020 |
|
2.618 |
1.1997 |
|
4.250 |
1.1960 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2068 |
1.2109 |
| PP |
1.2068 |
1.2096 |
| S1 |
1.2067 |
1.2082 |
|