CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2173 |
1.2199 |
0.0026 |
0.2% |
1.2125 |
| High |
1.2213 |
1.2206 |
-0.0007 |
-0.1% |
1.2227 |
| Low |
1.2146 |
1.2096 |
-0.0051 |
-0.4% |
1.2094 |
| Close |
1.2202 |
1.2137 |
-0.0065 |
-0.5% |
1.2206 |
| Range |
0.0067 |
0.0111 |
0.0044 |
64.9% |
0.0133 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
3.6% |
0.0000 |
| Volume |
445 |
1,042 |
597 |
134.2% |
1,812 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2478 |
1.2418 |
1.2198 |
|
| R3 |
1.2367 |
1.2307 |
1.2167 |
|
| R2 |
1.2257 |
1.2257 |
1.2157 |
|
| R1 |
1.2197 |
1.2197 |
1.2147 |
1.2172 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2134 |
| S1 |
1.2086 |
1.2086 |
1.2127 |
1.2061 |
| S2 |
1.2036 |
1.2036 |
1.2117 |
|
| S3 |
1.1925 |
1.1976 |
1.2107 |
|
| S4 |
1.1815 |
1.1865 |
1.2076 |
|
|
| 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 |
1.2096 |
0.0131 |
1.1% |
0.0068 |
0.6% |
32% |
False |
True |
498 |
| 10 |
1.2263 |
1.2094 |
0.0170 |
1.4% |
0.0075 |
0.6% |
26% |
False |
False |
548 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0076 |
0.6% |
15% |
False |
False |
482 |
| 40 |
1.2392 |
1.1987 |
0.0405 |
3.3% |
0.0075 |
0.6% |
37% |
False |
False |
364 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0072 |
0.6% |
65% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2676 |
|
2.618 |
1.2495 |
|
1.618 |
1.2385 |
|
1.000 |
1.2317 |
|
0.618 |
1.2274 |
|
HIGH |
1.2206 |
|
0.618 |
1.2164 |
|
0.500 |
1.2151 |
|
0.382 |
1.2138 |
|
LOW |
1.2096 |
|
0.618 |
1.2027 |
|
1.000 |
1.1985 |
|
1.618 |
1.1917 |
|
2.618 |
1.1806 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2151 |
1.2158 |
| PP |
1.2146 |
1.2151 |
| S1 |
1.2142 |
1.2144 |
|