CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2236 |
1.2231 |
-0.0006 |
0.0% |
1.2221 |
| High |
1.2260 |
1.2251 |
-0.0009 |
-0.1% |
1.2314 |
| Low |
1.2222 |
1.2179 |
-0.0043 |
-0.4% |
1.2179 |
| Close |
1.2245 |
1.2247 |
0.0002 |
0.0% |
1.2247 |
| Range |
0.0038 |
0.0072 |
0.0034 |
89.5% |
0.0135 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
196 |
126 |
-70 |
-35.7% |
2,438 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2416 |
1.2287 |
|
| R3 |
1.2370 |
1.2344 |
1.2267 |
|
| R2 |
1.2298 |
1.2298 |
1.2260 |
|
| R1 |
1.2272 |
1.2272 |
1.2254 |
1.2285 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2232 |
| S1 |
1.2200 |
1.2200 |
1.2240 |
1.2213 |
| S2 |
1.2154 |
1.2154 |
1.2234 |
|
| S3 |
1.2082 |
1.2128 |
1.2227 |
|
| S4 |
1.2010 |
1.2056 |
1.2207 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2652 |
1.2584 |
1.2321 |
|
| R3 |
1.2517 |
1.2449 |
1.2284 |
|
| R2 |
1.2382 |
1.2382 |
1.2272 |
|
| R1 |
1.2314 |
1.2314 |
1.2259 |
1.2348 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2264 |
| S1 |
1.2179 |
1.2179 |
1.2235 |
1.2213 |
| S2 |
1.2112 |
1.2112 |
1.2222 |
|
| S3 |
1.1977 |
1.2044 |
1.2210 |
|
| S4 |
1.1842 |
1.1909 |
1.2173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2314 |
1.2179 |
0.0135 |
1.1% |
0.0060 |
0.5% |
50% |
False |
True |
487 |
| 10 |
1.2314 |
1.2178 |
0.0136 |
1.1% |
0.0063 |
0.5% |
51% |
False |
False |
324 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0063 |
0.5% |
75% |
False |
False |
232 |
| 40 |
1.2314 |
1.1804 |
0.0511 |
4.2% |
0.0059 |
0.5% |
87% |
False |
False |
169 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
88% |
False |
False |
126 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
87% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2557 |
|
2.618 |
1.2439 |
|
1.618 |
1.2367 |
|
1.000 |
1.2323 |
|
0.618 |
1.2295 |
|
HIGH |
1.2251 |
|
0.618 |
1.2223 |
|
0.500 |
1.2215 |
|
0.382 |
1.2207 |
|
LOW |
1.2179 |
|
0.618 |
1.2135 |
|
1.000 |
1.2107 |
|
1.618 |
1.2063 |
|
2.618 |
1.1991 |
|
4.250 |
1.1873 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2236 |
1.2246 |
| PP |
1.2226 |
1.2245 |
| S1 |
1.2215 |
1.2245 |
|