CME Euro FX (E) Future June 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jan-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jan-2021 | 
                    25-Jan-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2207 | 
                        1.2207 | 
                        0.0000 | 
                        0.0% | 
                        1.2125 | 
                     
                    
                        | High | 
                        1.2227 | 
                        1.2221 | 
                        -0.0006 | 
                        0.0% | 
                        1.2227 | 
                     
                    
                        | Low | 
                        1.2190 | 
                        1.2154 | 
                        -0.0036 | 
                        -0.3% | 
                        1.2094 | 
                     
                    
                        | Close | 
                        1.2206 | 
                        1.2176 | 
                        -0.0030 | 
                        -0.2% | 
                        1.2206 | 
                     
                    
                        | Range | 
                        0.0037 | 
                        0.0067 | 
                        0.0030 | 
                        79.7% | 
                        0.0133 | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0074 | 
                        -0.0001 | 
                        -0.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        234 | 
                        392 | 
                        158 | 
                        67.5% | 
                        1,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2383 | 
                1.2346 | 
                1.2213 | 
                 | 
             
            
                | R3 | 
                1.2317 | 
                1.2280 | 
                1.2194 | 
                 | 
             
            
                | R2 | 
                1.2250 | 
                1.2250 | 
                1.2188 | 
                 | 
             
            
                | R1 | 
                1.2213 | 
                1.2213 | 
                1.2182 | 
                1.2198 | 
             
            
                | PP | 
                1.2184 | 
                1.2184 | 
                1.2184 | 
                1.2176 | 
             
            
                | S1 | 
                1.2147 | 
                1.2147 | 
                1.2170 | 
                1.2132 | 
             
            
                | S2 | 
                1.2117 | 
                1.2117 | 
                1.2164 | 
                 | 
             
            
                | S3 | 
                1.2051 | 
                1.2080 | 
                1.2158 | 
                 | 
             
            
                | S4 | 
                1.1984 | 
                1.2014 | 
                1.2139 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.0067 | 
                0.5% | 
                62% | 
                False | 
                False | 
                440 | 
                 
                
                | 10 | 
                1.2263 | 
                1.2094 | 
                0.0170 | 
                1.4% | 
                0.0073 | 
                0.6% | 
                49% | 
                False | 
                False | 
                495 | 
                 
                
                | 20 | 
                1.2392 | 
                1.2094 | 
                0.0299 | 
                2.5% | 
                0.0073 | 
                0.6% | 
                28% | 
                False | 
                False | 
                419 | 
                 
                
                | 40 | 
                1.2392 | 
                1.1941 | 
                0.0452 | 
                3.7% | 
                0.0073 | 
                0.6% | 
                52% | 
                False | 
                False | 
                329 | 
                 
                
                | 60 | 
                1.2392 | 
                1.1671 | 
                0.0722 | 
                5.9% | 
                0.0070 | 
                0.6% | 
                70% | 
                False | 
                False | 
                227 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2503 | 
         
        
            | 
2.618             | 
            1.2395 | 
         
        
            | 
1.618             | 
            1.2328 | 
         
        
            | 
1.000             | 
            1.2287 | 
         
        
            | 
0.618             | 
            1.2262 | 
         
        
            | 
HIGH             | 
            1.2221 | 
         
        
            | 
0.618             | 
            1.2195 | 
         
        
            | 
0.500             | 
            1.2187 | 
         
        
            | 
0.382             | 
            1.2179 | 
         
        
            | 
LOW             | 
            1.2154 | 
         
        
            | 
0.618             | 
            1.2113 | 
         
        
            | 
1.000             | 
            1.2088 | 
         
        
            | 
1.618             | 
            1.2046 | 
         
        
            | 
2.618             | 
            1.1980 | 
         
        
            | 
4.250             | 
            1.1871 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2187 | 
                                1.2190 | 
                             
                            
                                | PP | 
                                1.2184 | 
                                1.2185 | 
                             
                            
                                | S1 | 
                                1.2180 | 
                                1.2181 | 
                             
             
         |