CME Euro FX (E) Future September 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 |
1.2202 |
1.2197 |
-0.0006 |
0.0% |
1.2189 |
| High |
1.2218 |
1.2215 |
-0.0003 |
0.0% |
1.2242 |
| Low |
1.2157 |
1.2115 |
-0.0042 |
-0.3% |
1.2115 |
| Close |
1.2194 |
1.2124 |
-0.0070 |
-0.6% |
1.2124 |
| Range |
0.0061 |
0.0101 |
0.0040 |
64.8% |
0.0127 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.1% |
0.0000 |
| Volume |
337,150 |
247,680 |
-89,470 |
-26.5% |
1,077,673 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2389 |
1.2179 |
|
| R3 |
1.2352 |
1.2288 |
1.2152 |
|
| R2 |
1.2252 |
1.2252 |
1.2142 |
|
| R1 |
1.2188 |
1.2188 |
1.2133 |
1.2170 |
| PP |
1.2151 |
1.2151 |
1.2151 |
1.2142 |
| S1 |
1.2087 |
1.2087 |
1.2115 |
1.2069 |
| S2 |
1.2051 |
1.2051 |
1.2106 |
|
| S3 |
1.1950 |
1.1987 |
1.2096 |
|
| S4 |
1.1850 |
1.1886 |
1.2069 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2460 |
1.2194 |
|
| R3 |
1.2414 |
1.2333 |
1.2159 |
|
| R2 |
1.2287 |
1.2287 |
1.2147 |
|
| R1 |
1.2206 |
1.2206 |
1.2136 |
1.2183 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2149 |
| S1 |
1.2079 |
1.2079 |
1.2112 |
1.2056 |
| S2 |
1.2033 |
1.2033 |
1.2101 |
|
| S3 |
1.1906 |
1.1952 |
1.2089 |
|
| S4 |
1.1779 |
1.1825 |
1.2054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2115 |
0.0127 |
1.0% |
0.0059 |
0.5% |
7% |
False |
True |
215,534 |
| 10 |
1.2279 |
1.2115 |
0.0164 |
1.4% |
0.0068 |
0.6% |
6% |
False |
True |
113,597 |
| 20 |
1.2293 |
1.2100 |
0.0193 |
1.6% |
0.0067 |
0.5% |
12% |
False |
False |
58,076 |
| 40 |
1.2293 |
1.1981 |
0.0312 |
2.6% |
0.0067 |
0.6% |
46% |
False |
False |
29,416 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
69% |
False |
False |
19,727 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
69% |
False |
False |
14,851 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
69% |
False |
False |
11,911 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
57% |
False |
False |
9,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2642 |
|
2.618 |
1.2478 |
|
1.618 |
1.2378 |
|
1.000 |
1.2316 |
|
0.618 |
1.2277 |
|
HIGH |
1.2215 |
|
0.618 |
1.2177 |
|
0.500 |
1.2165 |
|
0.382 |
1.2153 |
|
LOW |
1.2115 |
|
0.618 |
1.2052 |
|
1.000 |
1.2014 |
|
1.618 |
1.1952 |
|
2.618 |
1.1851 |
|
4.250 |
1.1687 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2165 |
1.2178 |
| PP |
1.2151 |
1.2160 |
| S1 |
1.2138 |
1.2142 |
|