CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2221 |
-0.0059 |
-0.5% |
1.2199 |
| High |
1.2288 |
1.2278 |
-0.0011 |
-0.1% |
1.2295 |
| Low |
1.2212 |
1.2221 |
0.0009 |
0.1% |
1.2178 |
| Close |
1.2231 |
1.2262 |
0.0031 |
0.3% |
1.2231 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-25.5% |
0.0117 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
253 |
110 |
-143 |
-56.5% |
803 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2400 |
1.2293 |
|
| R3 |
1.2367 |
1.2343 |
1.2277 |
|
| R2 |
1.2310 |
1.2310 |
1.2272 |
|
| R1 |
1.2286 |
1.2286 |
1.2267 |
1.2298 |
| PP |
1.2253 |
1.2253 |
1.2253 |
1.2259 |
| S1 |
1.2229 |
1.2229 |
1.2256 |
1.2241 |
| S2 |
1.2196 |
1.2196 |
1.2251 |
|
| S3 |
1.2139 |
1.2172 |
1.2246 |
|
| S4 |
1.2082 |
1.2115 |
1.2230 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2586 |
1.2525 |
1.2295 |
|
| R3 |
1.2469 |
1.2408 |
1.2263 |
|
| R2 |
1.2352 |
1.2352 |
1.2252 |
|
| R1 |
1.2291 |
1.2291 |
1.2241 |
1.2321 |
| PP |
1.2235 |
1.2235 |
1.2235 |
1.2250 |
| S1 |
1.2174 |
1.2174 |
1.2220 |
1.2204 |
| S2 |
1.2118 |
1.2118 |
1.2209 |
|
| S3 |
1.2001 |
1.2057 |
1.2198 |
|
| S4 |
1.1884 |
1.1940 |
1.2166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2295 |
1.2209 |
0.0087 |
0.7% |
0.0070 |
0.6% |
61% |
False |
False |
150 |
| 10 |
1.2295 |
1.2104 |
0.0192 |
1.6% |
0.0066 |
0.5% |
83% |
False |
False |
190 |
| 20 |
1.2295 |
1.2043 |
0.0253 |
2.1% |
0.0062 |
0.5% |
87% |
False |
False |
171 |
| 40 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0058 |
0.5% |
94% |
False |
False |
115 |
| 60 |
1.2295 |
1.1772 |
0.0524 |
4.3% |
0.0059 |
0.5% |
94% |
False |
False |
89 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0058 |
0.5% |
90% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2427 |
|
1.618 |
1.2370 |
|
1.000 |
1.2335 |
|
0.618 |
1.2313 |
|
HIGH |
1.2278 |
|
0.618 |
1.2256 |
|
0.500 |
1.2249 |
|
0.382 |
1.2242 |
|
LOW |
1.2221 |
|
0.618 |
1.2185 |
|
1.000 |
1.2164 |
|
1.618 |
1.2128 |
|
2.618 |
1.2071 |
|
4.250 |
1.1978 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2257 |
1.2258 |
| PP |
1.2253 |
1.2254 |
| S1 |
1.2249 |
1.2250 |
|