CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2199 |
0.0070 |
0.6% |
1.2214 |
| High |
1.2198 |
1.2219 |
0.0021 |
0.2% |
1.2233 |
| Low |
1.2123 |
1.2178 |
0.0056 |
0.5% |
1.2104 |
| Close |
1.2194 |
1.2210 |
0.0016 |
0.1% |
1.2194 |
| Range |
0.0076 |
0.0041 |
-0.0035 |
-46.4% |
0.0130 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
51 |
160 |
109 |
213.7% |
1,057 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2307 |
1.2232 |
|
| R3 |
1.2283 |
1.2267 |
1.2221 |
|
| R2 |
1.2243 |
1.2243 |
1.2217 |
|
| R1 |
1.2226 |
1.2226 |
1.2213 |
1.2234 |
| PP |
1.2202 |
1.2202 |
1.2202 |
1.2206 |
| S1 |
1.2186 |
1.2186 |
1.2206 |
1.2194 |
| S2 |
1.2162 |
1.2162 |
1.2202 |
|
| S3 |
1.2121 |
1.2145 |
1.2198 |
|
| S4 |
1.2081 |
1.2105 |
1.2187 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2565 |
1.2509 |
1.2265 |
|
| R3 |
1.2436 |
1.2380 |
1.2230 |
|
| R2 |
1.2306 |
1.2306 |
1.2218 |
|
| R1 |
1.2250 |
1.2250 |
1.2206 |
1.2214 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2159 |
| S1 |
1.2121 |
1.2121 |
1.2182 |
1.2084 |
| S2 |
1.2047 |
1.2047 |
1.2170 |
|
| S3 |
1.1918 |
1.1991 |
1.2158 |
|
| S4 |
1.1788 |
1.1862 |
1.2123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2233 |
1.2104 |
0.0130 |
1.1% |
0.0062 |
0.5% |
82% |
False |
False |
230 |
| 10 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0060 |
0.5% |
88% |
False |
False |
155 |
| 20 |
1.2233 |
1.2043 |
0.0191 |
1.6% |
0.0057 |
0.5% |
88% |
False |
False |
156 |
| 40 |
1.2233 |
1.1772 |
0.0462 |
3.8% |
0.0055 |
0.4% |
95% |
False |
False |
102 |
| 60 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
80% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2325 |
|
1.618 |
1.2284 |
|
1.000 |
1.2259 |
|
0.618 |
1.2244 |
|
HIGH |
1.2219 |
|
0.618 |
1.2203 |
|
0.500 |
1.2198 |
|
0.382 |
1.2193 |
|
LOW |
1.2178 |
|
0.618 |
1.2153 |
|
1.000 |
1.2138 |
|
1.618 |
1.2112 |
|
2.618 |
1.2072 |
|
4.250 |
1.2006 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2206 |
1.2193 |
| PP |
1.2202 |
1.2177 |
| S1 |
1.2198 |
1.2161 |
|