CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2301 |
1.2257 |
-0.0044 |
-0.4% |
1.2283 |
| High |
1.2327 |
1.2259 |
-0.0068 |
-0.5% |
1.2392 |
| Low |
1.2236 |
1.2175 |
-0.0062 |
-0.5% |
1.2236 |
| Close |
1.2258 |
1.2204 |
-0.0054 |
-0.4% |
1.2258 |
| Range |
0.0091 |
0.0085 |
-0.0006 |
-6.6% |
0.0156 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
406 |
359 |
-47 |
-11.6% |
2,199 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2420 |
1.2250 |
|
| R3 |
1.2382 |
1.2335 |
1.2227 |
|
| R2 |
1.2297 |
1.2297 |
1.2219 |
|
| R1 |
1.2251 |
1.2251 |
1.2212 |
1.2232 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2203 |
| S1 |
1.2166 |
1.2166 |
1.2196 |
1.2147 |
| S2 |
1.2128 |
1.2128 |
1.2189 |
|
| S3 |
1.2044 |
1.2082 |
1.2181 |
|
| S4 |
1.1959 |
1.1997 |
1.2158 |
|
|
| 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 |
1.2175 |
0.0218 |
1.8% |
0.0083 |
0.7% |
14% |
False |
True |
429 |
| 10 |
1.2392 |
1.2175 |
0.0218 |
1.8% |
0.0078 |
0.6% |
14% |
False |
True |
375 |
| 20 |
1.2392 |
1.2162 |
0.0230 |
1.9% |
0.0074 |
0.6% |
18% |
False |
False |
327 |
| 40 |
1.2392 |
1.1820 |
0.0573 |
4.7% |
0.0069 |
0.6% |
67% |
False |
False |
220 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0066 |
0.5% |
74% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2618 |
|
2.618 |
1.2480 |
|
1.618 |
1.2396 |
|
1.000 |
1.2344 |
|
0.618 |
1.2311 |
|
HIGH |
1.2259 |
|
0.618 |
1.2227 |
|
0.500 |
1.2217 |
|
0.382 |
1.2207 |
|
LOW |
1.2175 |
|
0.618 |
1.2122 |
|
1.000 |
1.2090 |
|
1.618 |
1.2038 |
|
2.618 |
1.1953 |
|
4.250 |
1.1815 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2217 |
1.2281 |
| PP |
1.2213 |
1.2255 |
| S1 |
1.2208 |
1.2230 |
|