CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2213 |
1.2230 |
0.0017 |
0.1% |
1.2198 |
| High |
1.2236 |
1.2234 |
-0.0003 |
0.0% |
1.2262 |
| Low |
1.2188 |
1.2137 |
-0.0051 |
-0.4% |
1.2137 |
| Close |
1.2215 |
1.2145 |
-0.0070 |
-0.6% |
1.2145 |
| Range |
0.0049 |
0.0097 |
0.0049 |
100.0% |
0.0125 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.1% |
0.0000 |
| Volume |
1,545 |
282 |
-1,263 |
-81.7% |
3,441 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2463 |
1.2401 |
1.2198 |
|
| R3 |
1.2366 |
1.2304 |
1.2172 |
|
| R2 |
1.2269 |
1.2269 |
1.2163 |
|
| R1 |
1.2207 |
1.2207 |
1.2154 |
1.2189 |
| PP |
1.2172 |
1.2172 |
1.2172 |
1.2163 |
| S1 |
1.2110 |
1.2110 |
1.2136 |
1.2092 |
| S2 |
1.2075 |
1.2075 |
1.2127 |
|
| S3 |
1.1978 |
1.2013 |
1.2118 |
|
| S4 |
1.1881 |
1.1916 |
1.2092 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2476 |
1.2214 |
|
| R3 |
1.2431 |
1.2351 |
1.2179 |
|
| R2 |
1.2306 |
1.2306 |
1.2168 |
|
| R1 |
1.2226 |
1.2226 |
1.2156 |
1.2203 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2170 |
| S1 |
1.2101 |
1.2101 |
1.2134 |
1.2078 |
| S2 |
1.2056 |
1.2056 |
1.2122 |
|
| S3 |
1.1931 |
1.1976 |
1.2111 |
|
| S4 |
1.1806 |
1.1851 |
1.2076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2262 |
1.2137 |
0.0125 |
1.0% |
0.0054 |
0.4% |
7% |
False |
True |
688 |
| 10 |
1.2299 |
1.2137 |
0.0162 |
1.3% |
0.0064 |
0.5% |
5% |
False |
True |
410 |
| 20 |
1.2314 |
1.2123 |
0.0192 |
1.6% |
0.0064 |
0.5% |
12% |
False |
False |
363 |
| 40 |
1.2314 |
1.2005 |
0.0310 |
2.5% |
0.0061 |
0.5% |
45% |
False |
False |
256 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0058 |
0.5% |
69% |
False |
False |
186 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
68% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2646 |
|
2.618 |
1.2487 |
|
1.618 |
1.2390 |
|
1.000 |
1.2331 |
|
0.618 |
1.2293 |
|
HIGH |
1.2234 |
|
0.618 |
1.2196 |
|
0.500 |
1.2185 |
|
0.382 |
1.2174 |
|
LOW |
1.2137 |
|
0.618 |
1.2077 |
|
1.000 |
1.2040 |
|
1.618 |
1.1980 |
|
2.618 |
1.1883 |
|
4.250 |
1.1724 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2185 |
1.2199 |
| PP |
1.2172 |
1.2181 |
| S1 |
1.2158 |
1.2163 |
|