CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2193 |
1.2178 |
-0.0016 |
-0.1% |
1.2110 |
| High |
1.2233 |
1.2202 |
-0.0031 |
-0.3% |
1.2224 |
| Low |
1.2178 |
1.2117 |
-0.0061 |
-0.5% |
1.2043 |
| Close |
1.2205 |
1.2132 |
-0.0074 |
-0.6% |
1.2219 |
| Range |
0.0056 |
0.0086 |
0.0030 |
54.1% |
0.0181 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.0% |
0.0000 |
| Volume |
439 |
106 |
-333 |
-75.9% |
352 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2407 |
1.2355 |
1.2179 |
|
| R3 |
1.2321 |
1.2269 |
1.2155 |
|
| R2 |
1.2236 |
1.2236 |
1.2147 |
|
| R1 |
1.2184 |
1.2184 |
1.2139 |
1.2167 |
| PP |
1.2150 |
1.2150 |
1.2150 |
1.2142 |
| S1 |
1.2098 |
1.2098 |
1.2124 |
1.2081 |
| S2 |
1.2065 |
1.2065 |
1.2116 |
|
| S3 |
1.1979 |
1.2013 |
1.2108 |
|
| S4 |
1.1894 |
1.1927 |
1.2084 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2705 |
1.2643 |
1.2318 |
|
| R3 |
1.2524 |
1.2462 |
1.2268 |
|
| R2 |
1.2343 |
1.2343 |
1.2252 |
|
| R1 |
1.2281 |
1.2281 |
1.2235 |
1.2312 |
| PP |
1.2162 |
1.2162 |
1.2162 |
1.2177 |
| S1 |
1.2100 |
1.2100 |
1.2202 |
1.2131 |
| S2 |
1.1981 |
1.1981 |
1.2185 |
|
| S3 |
1.1800 |
1.1919 |
1.2169 |
|
| S4 |
1.1619 |
1.1738 |
1.2119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2233 |
1.2049 |
0.0185 |
1.5% |
0.0075 |
0.6% |
45% |
False |
False |
170 |
| 10 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0062 |
0.5% |
47% |
False |
False |
145 |
| 20 |
1.2233 |
1.2005 |
0.0229 |
1.9% |
0.0058 |
0.5% |
56% |
False |
False |
135 |
| 40 |
1.2233 |
1.1772 |
0.0462 |
3.8% |
0.0056 |
0.5% |
78% |
False |
False |
87 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
66% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2565 |
|
2.618 |
1.2426 |
|
1.618 |
1.2340 |
|
1.000 |
1.2288 |
|
0.618 |
1.2255 |
|
HIGH |
1.2202 |
|
0.618 |
1.2169 |
|
0.500 |
1.2159 |
|
0.382 |
1.2149 |
|
LOW |
1.2117 |
|
0.618 |
1.2064 |
|
1.000 |
1.2031 |
|
1.618 |
1.1978 |
|
2.618 |
1.1893 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2159 |
1.2175 |
| PP |
1.2150 |
1.2160 |
| S1 |
1.2141 |
1.2146 |
|