CME Euro FX (E) Future June 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jan-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Dec-2020 | 
                    04-Jan-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2340 | 
                        1.2283 | 
                        -0.0057 | 
                        -0.5% | 
                        1.2253 | 
                     
                    
                        | High | 
                        1.2354 | 
                        1.2353 | 
                        -0.0001 | 
                        0.0% | 
                        1.2354 | 
                     
                    
                        | Low | 
                        1.2254 | 
                        1.2274 | 
                        0.0020 | 
                        0.2% | 
                        1.2233 | 
                     
                    
                        | Close | 
                        1.2270 | 
                        1.2296 | 
                        0.0026 | 
                        0.2% | 
                        1.2270 | 
                     
                    
                        | Range | 
                        0.0100 | 
                        0.0080 | 
                        -0.0020 | 
                        -20.1% | 
                        0.0121 | 
                     
                    
                        | ATR | 
                        0.0073 | 
                        0.0074 | 
                        0.0001 | 
                        1.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        338 | 
                        413 | 
                        75 | 
                        22.2% | 
                        1,198 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2546 | 
                1.2500 | 
                1.2339 | 
                 | 
             
            
                | R3 | 
                1.2466 | 
                1.2421 | 
                1.2317 | 
                 | 
             
            
                | R2 | 
                1.2387 | 
                1.2387 | 
                1.2310 | 
                 | 
             
            
                | R1 | 
                1.2341 | 
                1.2341 | 
                1.2303 | 
                1.2364 | 
             
            
                | PP | 
                1.2307 | 
                1.2307 | 
                1.2307 | 
                1.2319 | 
             
            
                | S1 | 
                1.2262 | 
                1.2262 | 
                1.2288 | 
                1.2285 | 
             
            
                | S2 | 
                1.2228 | 
                1.2228 | 
                1.2281 | 
                 | 
             
            
                | S3 | 
                1.2148 | 
                1.2182 | 
                1.2274 | 
                 | 
             
            
                | S4 | 
                1.2069 | 
                1.2103 | 
                1.2252 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2649 | 
                1.2580 | 
                1.2337 | 
                 | 
             
            
                | R3 | 
                1.2528 | 
                1.2459 | 
                1.2303 | 
                 | 
             
            
                | R2 | 
                1.2407 | 
                1.2407 | 
                1.2292 | 
                 | 
             
            
                | R1 | 
                1.2338 | 
                1.2338 | 
                1.2281 | 
                1.2373 | 
             
            
                | PP | 
                1.2286 | 
                1.2286 | 
                1.2286 | 
                1.2303 | 
             
            
                | S1 | 
                1.2217 | 
                1.2217 | 
                1.2259 | 
                1.2252 | 
             
            
                | S2 | 
                1.2165 | 
                1.2165 | 
                1.2248 | 
                 | 
             
            
                | S3 | 
                1.2044 | 
                1.2096 | 
                1.2237 | 
                 | 
             
            
                | S4 | 
                1.1923 | 
                1.1975 | 
                1.2203 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2691 | 
         
        
            | 
2.618             | 
            1.2561 | 
         
        
            | 
1.618             | 
            1.2482 | 
         
        
            | 
1.000             | 
            1.2433 | 
         
        
            | 
0.618             | 
            1.2402 | 
         
        
            | 
HIGH             | 
            1.2353 | 
         
        
            | 
0.618             | 
            1.2323 | 
         
        
            | 
0.500             | 
            1.2313 | 
         
        
            | 
0.382             | 
            1.2304 | 
         
        
            | 
LOW             | 
            1.2274 | 
         
        
            | 
0.618             | 
            1.2224 | 
         
        
            | 
1.000             | 
            1.2194 | 
         
        
            | 
1.618             | 
            1.2145 | 
         
        
            | 
2.618             | 
            1.2065 | 
         
        
            | 
4.250             | 
            1.1936 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2313 | 
                                1.2304 | 
                             
                            
                                | PP | 
                                1.2307 | 
                                1.2301 | 
                             
                            
                                | S1 | 
                                1.2301 | 
                                1.2298 | 
                             
             
         |