CME Euro FX (E) Future June 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2021 | 
                    13-Jan-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2197 | 
                        1.2250 | 
                        0.0053 | 
                        0.4% | 
                        1.2283 | 
                     
                    
                        | High | 
                        1.2251 | 
                        1.2263 | 
                        0.0013 | 
                        0.1% | 
                        1.2392 | 
                     
                    
                        | Low | 
                        1.2179 | 
                        1.2181 | 
                        0.0002 | 
                        0.0% | 
                        1.2236 | 
                     
                    
                        | Close | 
                        1.2242 | 
                        1.2195 | 
                        -0.0047 | 
                        -0.4% | 
                        1.2258 | 
                     
                    
                        | Range | 
                        0.0072 | 
                        0.0083 | 
                        0.0011 | 
                        15.4% | 
                        0.0156 | 
                     
                    
                        | ATR | 
                        0.0076 | 
                        0.0077 | 
                        0.0000 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        605 | 
                        704 | 
                        99 | 
                        16.4% | 
                        2,199 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2460 | 
                1.2410 | 
                1.2240 | 
                 | 
             
            
                | R3 | 
                1.2378 | 
                1.2328 | 
                1.2218 | 
                 | 
             
            
                | R2 | 
                1.2295 | 
                1.2295 | 
                1.2210 | 
                 | 
             
            
                | R1 | 
                1.2245 | 
                1.2245 | 
                1.2203 | 
                1.2229 | 
             
            
                | PP | 
                1.2213 | 
                1.2213 | 
                1.2213 | 
                1.2205 | 
             
            
                | S1 | 
                1.2163 | 
                1.2163 | 
                1.2187 | 
                1.2147 | 
             
            
                | S2 | 
                1.2130 | 
                1.2130 | 
                1.2180 | 
                 | 
             
            
                | S3 | 
                1.2048 | 
                1.2080 | 
                1.2172 | 
                 | 
             
            
                | S4 | 
                1.1965 | 
                1.1998 | 
                1.2150 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.2387 | 
                1.2175 | 
                0.0212 | 
                1.7% | 
                0.0086 | 
                0.7% | 
                10% | 
                False | 
                False | 
                535 | 
                 
                
                | 10 | 
                1.2392 | 
                1.2175 | 
                0.0218 | 
                1.8% | 
                0.0081 | 
                0.7% | 
                9% | 
                False | 
                False | 
                467 | 
                 
                
                | 20 | 
                1.2392 | 
                1.2175 | 
                0.0218 | 
                1.8% | 
                0.0076 | 
                0.6% | 
                9% | 
                False | 
                False | 
                358 | 
                 
                
                | 40 | 
                1.2392 | 
                1.1858 | 
                0.0534 | 
                4.4% | 
                0.0071 | 
                0.6% | 
                63% | 
                False | 
                False | 
                252 | 
                 
                
                | 60 | 
                1.2392 | 
                1.1671 | 
                0.0722 | 
                5.9% | 
                0.0067 | 
                0.5% | 
                73% | 
                False | 
                False | 
                174 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2614 | 
         
        
            | 
2.618             | 
            1.2479 | 
         
        
            | 
1.618             | 
            1.2396 | 
         
        
            | 
1.000             | 
            1.2346 | 
         
        
            | 
0.618             | 
            1.2314 | 
         
        
            | 
HIGH             | 
            1.2263 | 
         
        
            | 
0.618             | 
            1.2231 | 
         
        
            | 
0.500             | 
            1.2222 | 
         
        
            | 
0.382             | 
            1.2212 | 
         
        
            | 
LOW             | 
            1.2181 | 
         
        
            | 
0.618             | 
            1.2130 | 
         
        
            | 
1.000             | 
            1.2098 | 
         
        
            | 
1.618             | 
            1.2047 | 
         
        
            | 
2.618             | 
            1.1965 | 
         
        
            | 
4.250             | 
            1.1830 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2222 | 
                                1.2219 | 
                             
                            
                                | PP | 
                                1.2213 | 
                                1.2211 | 
                             
                            
                                | S1 | 
                                1.2204 | 
                                1.2203 | 
                             
             
         |