CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2157 |
1.2207 |
0.0050 |
0.4% |
1.2125 |
| High |
1.2211 |
1.2227 |
0.0016 |
0.1% |
1.2227 |
| Low |
1.2153 |
1.2190 |
0.0037 |
0.3% |
1.2094 |
| Close |
1.2197 |
1.2206 |
0.0009 |
0.1% |
1.2206 |
| Range |
0.0059 |
0.0037 |
-0.0022 |
-36.8% |
0.0133 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
379 |
234 |
-145 |
-38.3% |
1,812 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2299 |
1.2226 |
|
| R3 |
1.2281 |
1.2262 |
1.2216 |
|
| R2 |
1.2244 |
1.2244 |
1.2212 |
|
| R1 |
1.2225 |
1.2225 |
1.2209 |
1.2216 |
| PP |
1.2207 |
1.2207 |
1.2207 |
1.2203 |
| S1 |
1.2188 |
1.2188 |
1.2202 |
1.2179 |
| S2 |
1.2170 |
1.2170 |
1.2199 |
|
| S3 |
1.2133 |
1.2151 |
1.2195 |
|
| S4 |
1.2096 |
1.2114 |
1.2185 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2574 |
1.2523 |
1.2279 |
|
| R3 |
1.2441 |
1.2390 |
1.2242 |
|
| R2 |
1.2308 |
1.2308 |
1.2230 |
|
| R1 |
1.2257 |
1.2257 |
1.2218 |
1.2283 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2188 |
| S1 |
1.2124 |
1.2124 |
1.2193 |
1.2150 |
| S2 |
1.2042 |
1.2042 |
1.2181 |
|
| S3 |
1.1909 |
1.1991 |
1.2169 |
|
| S4 |
1.1776 |
1.1858 |
1.2132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2227 |
1.2094 |
0.0133 |
1.1% |
0.0071 |
0.6% |
84% |
True |
False |
480 |
| 10 |
1.2327 |
1.2094 |
0.0233 |
1.9% |
0.0075 |
0.6% |
48% |
False |
False |
497 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.4% |
0.0073 |
0.6% |
38% |
False |
False |
410 |
| 40 |
1.2392 |
1.1896 |
0.0496 |
4.1% |
0.0073 |
0.6% |
62% |
False |
False |
320 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
74% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2384 |
|
2.618 |
1.2323 |
|
1.618 |
1.2286 |
|
1.000 |
1.2264 |
|
0.618 |
1.2249 |
|
HIGH |
1.2227 |
|
0.618 |
1.2212 |
|
0.500 |
1.2208 |
|
0.382 |
1.2204 |
|
LOW |
1.2190 |
|
0.618 |
1.2167 |
|
1.000 |
1.2153 |
|
1.618 |
1.2130 |
|
2.618 |
1.2093 |
|
4.250 |
1.2032 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2208 |
1.2194 |
| PP |
1.2207 |
1.2183 |
| S1 |
1.2206 |
1.2171 |
|