CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2338 |
0.0045 |
0.4% |
1.2253 |
| High |
1.2348 |
1.2392 |
0.0045 |
0.4% |
1.2354 |
| Low |
1.2291 |
1.2309 |
0.0019 |
0.2% |
1.2233 |
| Close |
1.2346 |
1.2352 |
0.0006 |
0.0% |
1.2270 |
| Range |
0.0057 |
0.0083 |
0.0026 |
45.6% |
0.0121 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.0% |
0.0000 |
| Volume |
288 |
489 |
201 |
69.8% |
1,198 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2559 |
1.2397 |
|
| R3 |
1.2517 |
1.2476 |
1.2374 |
|
| R2 |
1.2434 |
1.2434 |
1.2367 |
|
| R1 |
1.2393 |
1.2393 |
1.2359 |
1.2413 |
| PP |
1.2351 |
1.2351 |
1.2351 |
1.2361 |
| S1 |
1.2310 |
1.2310 |
1.2344 |
1.2330 |
| S2 |
1.2268 |
1.2268 |
1.2336 |
|
| S3 |
1.2185 |
1.2227 |
1.2329 |
|
| S4 |
1.2102 |
1.2144 |
1.2306 |
|
|
| 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 |
1.2745 |
|
2.618 |
1.2609 |
|
1.618 |
1.2526 |
|
1.000 |
1.2475 |
|
0.618 |
1.2443 |
|
HIGH |
1.2392 |
|
0.618 |
1.2360 |
|
0.500 |
1.2351 |
|
0.382 |
1.2341 |
|
LOW |
1.2309 |
|
0.618 |
1.2258 |
|
1.000 |
1.2226 |
|
1.618 |
1.2175 |
|
2.618 |
1.2092 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2351 |
1.2345 |
| PP |
1.2351 |
1.2339 |
| S1 |
1.2351 |
1.2333 |
|