CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2380 |
0.0043 |
0.3% |
1.2253 |
| High |
1.2392 |
1.2387 |
-0.0006 |
0.0% |
1.2354 |
| Low |
1.2309 |
1.2287 |
-0.0022 |
-0.2% |
1.2233 |
| Close |
1.2352 |
1.2310 |
-0.0042 |
-0.3% |
1.2270 |
| Range |
0.0083 |
0.0100 |
0.0017 |
19.9% |
0.0121 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.6% |
0.0000 |
| Volume |
489 |
603 |
114 |
23.3% |
1,198 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2568 |
1.2365 |
|
| R3 |
1.2527 |
1.2468 |
1.2337 |
|
| R2 |
1.2427 |
1.2427 |
1.2328 |
|
| R1 |
1.2369 |
1.2369 |
1.2319 |
1.2348 |
| PP |
1.2328 |
1.2328 |
1.2328 |
1.2318 |
| S1 |
1.2269 |
1.2269 |
1.2301 |
1.2249 |
| S2 |
1.2228 |
1.2228 |
1.2292 |
|
| S3 |
1.2129 |
1.2170 |
1.2283 |
|
| S4 |
1.2029 |
1.2070 |
1.2255 |
|
|
| 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 |
1.2809 |
|
2.618 |
1.2647 |
|
1.618 |
1.2547 |
|
1.000 |
1.2486 |
|
0.618 |
1.2448 |
|
HIGH |
1.2387 |
|
0.618 |
1.2348 |
|
0.500 |
1.2337 |
|
0.382 |
1.2325 |
|
LOW |
1.2287 |
|
0.618 |
1.2226 |
|
1.000 |
1.2188 |
|
1.618 |
1.2126 |
|
2.618 |
1.2027 |
|
4.250 |
1.1864 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2340 |
| PP |
1.2328 |
1.2330 |
| S1 |
1.2319 |
1.2320 |
|