CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2221 |
1.2276 |
0.0055 |
0.5% |
1.2199 |
| High |
1.2278 |
1.2314 |
0.0037 |
0.3% |
1.2295 |
| Low |
1.2221 |
1.2261 |
0.0041 |
0.3% |
1.2178 |
| Close |
1.2262 |
1.2305 |
0.0043 |
0.4% |
1.2231 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0117 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
110 |
1,599 |
1,489 |
1,353.6% |
803 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2452 |
1.2431 |
1.2334 |
|
| R3 |
1.2399 |
1.2378 |
1.2319 |
|
| R2 |
1.2346 |
1.2346 |
1.2314 |
|
| R1 |
1.2325 |
1.2325 |
1.2309 |
1.2336 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2298 |
| S1 |
1.2272 |
1.2272 |
1.2300 |
1.2283 |
| S2 |
1.2240 |
1.2240 |
1.2295 |
|
| S3 |
1.2187 |
1.2219 |
1.2290 |
|
| S4 |
1.2134 |
1.2166 |
1.2275 |
|
|
| 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 |
1.2314 |
1.2210 |
0.0104 |
0.8% |
0.0066 |
0.5% |
91% |
True |
False |
459 |
| 10 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0066 |
0.5% |
95% |
True |
False |
306 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0063 |
0.5% |
97% |
True |
False |
231 |
| 40 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
98% |
True |
False |
154 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
98% |
True |
False |
115 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0058 |
0.5% |
98% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2539 |
|
2.618 |
1.2453 |
|
1.618 |
1.2400 |
|
1.000 |
1.2367 |
|
0.618 |
1.2347 |
|
HIGH |
1.2314 |
|
0.618 |
1.2294 |
|
0.500 |
1.2288 |
|
0.382 |
1.2281 |
|
LOW |
1.2261 |
|
0.618 |
1.2228 |
|
1.000 |
1.2208 |
|
1.618 |
1.2175 |
|
2.618 |
1.2122 |
|
4.250 |
1.2036 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2299 |
1.2291 |
| PP |
1.2293 |
1.2277 |
| S1 |
1.2288 |
1.2263 |
|