CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2140 |
1.2143 |
0.0003 |
0.0% |
1.2207 |
| High |
1.2179 |
1.2192 |
0.0013 |
0.1% |
1.2221 |
| Low |
1.2118 |
1.2131 |
0.0014 |
0.1% |
1.2096 |
| Close |
1.2169 |
1.2168 |
-0.0001 |
0.0% |
1.2168 |
| Range |
0.0061 |
0.0061 |
-0.0001 |
-0.8% |
0.0125 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
563 |
396 |
-167 |
-29.7% |
2,838 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2345 |
1.2317 |
1.2201 |
|
| R3 |
1.2284 |
1.2256 |
1.2184 |
|
| R2 |
1.2224 |
1.2224 |
1.2179 |
|
| R1 |
1.2196 |
1.2196 |
1.2173 |
1.2210 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2170 |
| S1 |
1.2135 |
1.2135 |
1.2162 |
1.2149 |
| S2 |
1.2103 |
1.2103 |
1.2156 |
|
| S3 |
1.2042 |
1.2075 |
1.2151 |
|
| S4 |
1.1982 |
1.2014 |
1.2134 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2477 |
1.2236 |
|
| R3 |
1.2411 |
1.2352 |
1.2202 |
|
| R2 |
1.2286 |
1.2286 |
1.2190 |
|
| R1 |
1.2227 |
1.2227 |
1.2179 |
1.2194 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2145 |
| S1 |
1.2102 |
1.2102 |
1.2156 |
1.2069 |
| S2 |
1.2036 |
1.2036 |
1.2145 |
|
| S3 |
1.1911 |
1.1977 |
1.2133 |
|
| S4 |
1.1786 |
1.1852 |
1.2099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2221 |
1.2096 |
0.0125 |
1.0% |
0.0073 |
0.6% |
58% |
False |
False |
567 |
| 10 |
1.2227 |
1.2094 |
0.0133 |
1.1% |
0.0072 |
0.6% |
56% |
False |
False |
524 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0077 |
0.6% |
25% |
False |
False |
497 |
| 40 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0073 |
0.6% |
25% |
False |
False |
383 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0073 |
0.6% |
69% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2449 |
|
2.618 |
1.2350 |
|
1.618 |
1.2289 |
|
1.000 |
1.2252 |
|
0.618 |
1.2229 |
|
HIGH |
1.2192 |
|
0.618 |
1.2168 |
|
0.500 |
1.2161 |
|
0.382 |
1.2154 |
|
LOW |
1.2131 |
|
0.618 |
1.2094 |
|
1.000 |
1.2071 |
|
1.618 |
1.2033 |
|
2.618 |
1.1973 |
|
4.250 |
1.1874 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2165 |
1.2162 |
| PP |
1.2163 |
1.2156 |
| S1 |
1.2161 |
1.2151 |
|