CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2283 |
1.2293 |
0.0010 |
0.1% |
1.2253 |
| High |
1.2353 |
1.2348 |
-0.0006 |
0.0% |
1.2354 |
| Low |
1.2274 |
1.2291 |
0.0017 |
0.1% |
1.2233 |
| Close |
1.2296 |
1.2346 |
0.0051 |
0.4% |
1.2270 |
| Range |
0.0080 |
0.0057 |
-0.0023 |
-28.3% |
0.0121 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
413 |
288 |
-125 |
-30.3% |
1,198 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2499 |
1.2480 |
1.2377 |
|
| R3 |
1.2442 |
1.2423 |
1.2362 |
|
| R2 |
1.2385 |
1.2385 |
1.2356 |
|
| R1 |
1.2366 |
1.2366 |
1.2351 |
1.2375 |
| PP |
1.2328 |
1.2328 |
1.2328 |
1.2333 |
| S1 |
1.2309 |
1.2309 |
1.2341 |
1.2318 |
| S2 |
1.2271 |
1.2271 |
1.2336 |
|
| S3 |
1.2214 |
1.2252 |
1.2330 |
|
| S4 |
1.2157 |
1.2195 |
1.2315 |
|
|
| 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 |
1.2590 |
|
2.618 |
1.2497 |
|
1.618 |
1.2440 |
|
1.000 |
1.2405 |
|
0.618 |
1.2383 |
|
HIGH |
1.2348 |
|
0.618 |
1.2326 |
|
0.500 |
1.2319 |
|
0.382 |
1.2312 |
|
LOW |
1.2291 |
|
0.618 |
1.2255 |
|
1.000 |
1.2234 |
|
1.618 |
1.2198 |
|
2.618 |
1.2141 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2332 |
| PP |
1.2328 |
1.2318 |
| S1 |
1.2319 |
1.2304 |
|