CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2276 |
1.2295 |
0.0020 |
0.2% |
1.2199 |
| High |
1.2314 |
1.2310 |
-0.0004 |
0.0% |
1.2295 |
| Low |
1.2261 |
1.2231 |
-0.0030 |
-0.2% |
1.2178 |
| Close |
1.2305 |
1.2240 |
-0.0065 |
-0.5% |
1.2231 |
| Range |
0.0053 |
0.0079 |
0.0026 |
49.1% |
0.0117 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
1,599 |
407 |
-1,192 |
-74.5% |
803 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2497 |
1.2448 |
1.2283 |
|
| R3 |
1.2418 |
1.2369 |
1.2262 |
|
| R2 |
1.2339 |
1.2339 |
1.2254 |
|
| R1 |
1.2290 |
1.2290 |
1.2247 |
1.2275 |
| PP |
1.2260 |
1.2260 |
1.2260 |
1.2253 |
| S1 |
1.2211 |
1.2211 |
1.2233 |
1.2196 |
| S2 |
1.2181 |
1.2181 |
1.2226 |
|
| S3 |
1.2102 |
1.2132 |
1.2218 |
|
| S4 |
1.2023 |
1.2053 |
1.2197 |
|
|
| 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 |
1.2212 |
0.0103 |
0.8% |
0.0065 |
0.5% |
28% |
False |
False |
495 |
| 10 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0065 |
0.5% |
65% |
False |
False |
336 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0064 |
0.5% |
73% |
False |
False |
241 |
| 40 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
86% |
False |
False |
163 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
86% |
False |
False |
122 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
86% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2646 |
|
2.618 |
1.2517 |
|
1.618 |
1.2438 |
|
1.000 |
1.2389 |
|
0.618 |
1.2359 |
|
HIGH |
1.2310 |
|
0.618 |
1.2280 |
|
0.500 |
1.2271 |
|
0.382 |
1.2261 |
|
LOW |
1.2231 |
|
0.618 |
1.2182 |
|
1.000 |
1.2152 |
|
1.618 |
1.2103 |
|
2.618 |
1.2024 |
|
4.250 |
1.1895 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2271 |
1.2267 |
| PP |
1.2260 |
1.2258 |
| S1 |
1.2250 |
1.2249 |
|