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 |
|