CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2257 |
1.2197 |
-0.0060 |
-0.5% |
1.2283 |
| High |
1.2259 |
1.2251 |
-0.0009 |
-0.1% |
1.2392 |
| Low |
1.2175 |
1.2179 |
0.0005 |
0.0% |
1.2236 |
| Close |
1.2204 |
1.2242 |
0.0038 |
0.3% |
1.2258 |
| Range |
0.0085 |
0.0072 |
-0.0013 |
-15.4% |
0.0156 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
359 |
605 |
246 |
68.5% |
2,199 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2411 |
1.2281 |
|
| R3 |
1.2367 |
1.2340 |
1.2261 |
|
| R2 |
1.2295 |
1.2295 |
1.2255 |
|
| R1 |
1.2268 |
1.2268 |
1.2248 |
1.2282 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2230 |
| S1 |
1.2197 |
1.2197 |
1.2235 |
1.2210 |
| S2 |
1.2152 |
1.2152 |
1.2228 |
|
| S3 |
1.2081 |
1.2125 |
1.2222 |
|
| S4 |
1.2009 |
1.2054 |
1.2202 |
|
|
| 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% |
0.0086 |
0.7% |
31% |
False |
False |
492 |
| 10 |
1.2392 |
1.2175 |
0.0218 |
1.8% |
0.0078 |
0.6% |
31% |
False |
False |
416 |
| 20 |
1.2392 |
1.2172 |
0.0220 |
1.8% |
0.0075 |
0.6% |
32% |
False |
False |
332 |
| 40 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0069 |
0.6% |
72% |
False |
False |
235 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0066 |
0.5% |
79% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2554 |
|
2.618 |
1.2438 |
|
1.618 |
1.2366 |
|
1.000 |
1.2322 |
|
0.618 |
1.2295 |
|
HIGH |
1.2251 |
|
0.618 |
1.2223 |
|
0.500 |
1.2215 |
|
0.382 |
1.2206 |
|
LOW |
1.2179 |
|
0.618 |
1.2135 |
|
1.000 |
1.2108 |
|
1.618 |
1.2063 |
|
2.618 |
1.1992 |
|
4.250 |
1.1875 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2251 |
| PP |
1.2224 |
1.2248 |
| S1 |
1.2215 |
1.2245 |
|