CME Euro FX (E) Future June 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Jan-2021 | 
                    26-Jan-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2207 | 
                        1.2173 | 
                        -0.0034 | 
                        -0.3% | 
                        1.2125 | 
                     
                    
                        | High | 
                        1.2221 | 
                        1.2213 | 
                        -0.0008 | 
                        -0.1% | 
                        1.2227 | 
                     
                    
                        | Low | 
                        1.2154 | 
                        1.2146 | 
                        -0.0008 | 
                        -0.1% | 
                        1.2094 | 
                     
                    
                        | Close | 
                        1.2176 | 
                        1.2202 | 
                        0.0026 | 
                        0.2% | 
                        1.2206 | 
                     
                    
                        | Range | 
                        0.0067 | 
                        0.0067 | 
                        0.0001 | 
                        0.8% | 
                        0.0133 | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0073 | 
                        0.0000 | 
                        -0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        392 | 
                        445 | 
                        53 | 
                        13.5% | 
                        1,812 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Jan-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2388 | 
                1.2362 | 
                1.2239 | 
                 | 
             
            
                | R3 | 
                1.2321 | 
                1.2295 | 
                1.2220 | 
                 | 
             
            
                | R2 | 
                1.2254 | 
                1.2254 | 
                1.2214 | 
                 | 
             
            
                | R1 | 
                1.2228 | 
                1.2228 | 
                1.2208 | 
                1.2241 | 
             
            
                | PP | 
                1.2187 | 
                1.2187 | 
                1.2187 | 
                1.2194 | 
             
            
                | S1 | 
                1.2161 | 
                1.2161 | 
                1.2196 | 
                1.2174 | 
             
            
                | S2 | 
                1.2120 | 
                1.2120 | 
                1.2190 | 
                 | 
             
            
                | S3 | 
                1.2053 | 
                1.2094 | 
                1.2184 | 
                 | 
             
            
                | S4 | 
                1.1986 | 
                1.2027 | 
                1.2165 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.2116 | 
                0.0111 | 
                0.9% | 
                0.0062 | 
                0.5% | 
                78% | 
                False | 
                False | 
                407 | 
                 
                
                | 10 | 
                1.2263 | 
                1.2094 | 
                0.0170 | 
                1.4% | 
                0.0071 | 
                0.6% | 
                64% | 
                False | 
                False | 
                504 | 
                 
                
                | 20 | 
                1.2392 | 
                1.2094 | 
                0.0299 | 
                2.4% | 
                0.0074 | 
                0.6% | 
                36% | 
                False | 
                False | 
                439 | 
                 
                
                | 40 | 
                1.2392 | 
                1.1944 | 
                0.0449 | 
                3.7% | 
                0.0074 | 
                0.6% | 
                58% | 
                False | 
                False | 
                339 | 
                 
                
                | 60 | 
                1.2392 | 
                1.1671 | 
                0.0722 | 
                5.9% | 
                0.0071 | 
                0.6% | 
                74% | 
                False | 
                False | 
                235 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2498 | 
         
        
            | 
2.618             | 
            1.2388 | 
         
        
            | 
1.618             | 
            1.2321 | 
         
        
            | 
1.000             | 
            1.2280 | 
         
        
            | 
0.618             | 
            1.2254 | 
         
        
            | 
HIGH             | 
            1.2213 | 
         
        
            | 
0.618             | 
            1.2187 | 
         
        
            | 
0.500             | 
            1.2180 | 
         
        
            | 
0.382             | 
            1.2172 | 
         
        
            | 
LOW             | 
            1.2146 | 
         
        
            | 
0.618             | 
            1.2105 | 
         
        
            | 
1.000             | 
            1.2079 | 
         
        
            | 
1.618             | 
            1.2038 | 
         
        
            | 
2.618             | 
            1.1971 | 
         
        
            | 
4.250             | 
            1.1861 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Jan-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2195 | 
                                1.2197 | 
                             
                            
                                | PP | 
                                1.2187 | 
                                1.2192 | 
                             
                            
                                | S1 | 
                                1.2180 | 
                                1.2186 | 
                             
             
         |