CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2380 |
1.2301 |
-0.0080 |
-0.6% |
1.2283 |
| High |
1.2387 |
1.2327 |
-0.0060 |
-0.5% |
1.2392 |
| Low |
1.2287 |
1.2236 |
-0.0051 |
-0.4% |
1.2236 |
| Close |
1.2310 |
1.2258 |
-0.0053 |
-0.4% |
1.2258 |
| Range |
0.0100 |
0.0091 |
-0.0009 |
-9.0% |
0.0156 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
603 |
406 |
-197 |
-32.7% |
2,199 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2545 |
1.2492 |
1.2307 |
|
| R3 |
1.2454 |
1.2401 |
1.2282 |
|
| R2 |
1.2364 |
1.2364 |
1.2274 |
|
| R1 |
1.2311 |
1.2311 |
1.2266 |
1.2292 |
| PP |
1.2273 |
1.2273 |
1.2273 |
1.2264 |
| S1 |
1.2220 |
1.2220 |
1.2249 |
1.2202 |
| S2 |
1.2183 |
1.2183 |
1.2241 |
|
| S3 |
1.2092 |
1.2130 |
1.2233 |
|
| S4 |
1.2002 |
1.2039 |
1.2208 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2666 |
1.2343 |
|
| R3 |
1.2607 |
1.2510 |
1.2300 |
|
| R2 |
1.2451 |
1.2451 |
1.2286 |
|
| R1 |
1.2354 |
1.2354 |
1.2272 |
1.2325 |
| PP |
1.2295 |
1.2295 |
1.2295 |
1.2280 |
| S1 |
1.2198 |
1.2198 |
1.2243 |
1.2169 |
| S2 |
1.2139 |
1.2139 |
1.2229 |
|
| S3 |
1.1983 |
1.2042 |
1.2215 |
|
| S4 |
1.1827 |
1.1886 |
1.2172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2392 |
1.2236 |
0.0156 |
1.3% |
0.0082 |
0.7% |
14% |
False |
True |
439 |
| 10 |
1.2392 |
1.2230 |
0.0162 |
1.3% |
0.0073 |
0.6% |
17% |
False |
False |
343 |
| 20 |
1.2392 |
1.2144 |
0.0249 |
2.0% |
0.0073 |
0.6% |
46% |
False |
False |
321 |
| 40 |
1.2392 |
1.1808 |
0.0584 |
4.8% |
0.0069 |
0.6% |
77% |
False |
False |
211 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0065 |
0.5% |
81% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2711 |
|
2.618 |
1.2563 |
|
1.618 |
1.2473 |
|
1.000 |
1.2417 |
|
0.618 |
1.2382 |
|
HIGH |
1.2327 |
|
0.618 |
1.2292 |
|
0.500 |
1.2281 |
|
0.382 |
1.2271 |
|
LOW |
1.2236 |
|
0.618 |
1.2180 |
|
1.000 |
1.2146 |
|
1.618 |
1.2090 |
|
2.618 |
1.1999 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2281 |
1.2314 |
| PP |
1.2273 |
1.2295 |
| S1 |
1.2265 |
1.2276 |
|