CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2157 |
-0.0018 |
-0.1% |
1.2257 |
| High |
1.2198 |
1.2211 |
0.0014 |
0.1% |
1.2263 |
| Low |
1.2116 |
1.2153 |
0.0037 |
0.3% |
1.2115 |
| Close |
1.2147 |
1.2197 |
0.0051 |
0.4% |
1.2118 |
| Range |
0.0082 |
0.0059 |
-0.0023 |
-28.2% |
0.0149 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
587 |
379 |
-208 |
-35.4% |
2,753 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2338 |
1.2229 |
|
| R3 |
1.2304 |
1.2280 |
1.2213 |
|
| R2 |
1.2245 |
1.2245 |
1.2208 |
|
| R1 |
1.2221 |
1.2221 |
1.2202 |
1.2233 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2193 |
| S1 |
1.2163 |
1.2163 |
1.2192 |
1.2175 |
| S2 |
1.2128 |
1.2128 |
1.2186 |
|
| S3 |
1.2070 |
1.2104 |
1.2181 |
|
| S4 |
1.2011 |
1.2046 |
1.2165 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2513 |
1.2199 |
|
| R3 |
1.2462 |
1.2364 |
1.2158 |
|
| R2 |
1.2314 |
1.2314 |
1.2145 |
|
| R1 |
1.2216 |
1.2216 |
1.2131 |
1.2190 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2152 |
| S1 |
1.2067 |
1.2067 |
1.2104 |
1.2042 |
| S2 |
1.2017 |
1.2017 |
1.2090 |
|
| S3 |
1.1868 |
1.1919 |
1.2077 |
|
| S4 |
1.1720 |
1.1770 |
1.2036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2218 |
1.2094 |
0.0125 |
1.0% |
0.0077 |
0.6% |
83% |
False |
False |
532 |
| 10 |
1.2387 |
1.2094 |
0.0293 |
2.4% |
0.0081 |
0.7% |
35% |
False |
False |
534 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.4% |
0.0076 |
0.6% |
35% |
False |
False |
417 |
| 40 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0075 |
0.6% |
63% |
False |
False |
314 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
73% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2460 |
|
2.618 |
1.2364 |
|
1.618 |
1.2306 |
|
1.000 |
1.2270 |
|
0.618 |
1.2247 |
|
HIGH |
1.2211 |
|
0.618 |
1.2189 |
|
0.500 |
1.2182 |
|
0.382 |
1.2175 |
|
LOW |
1.2153 |
|
0.618 |
1.2116 |
|
1.000 |
1.2094 |
|
1.618 |
1.2058 |
|
2.618 |
1.1999 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2182 |
| PP |
1.2187 |
1.2167 |
| S1 |
1.2182 |
1.2152 |
|