CME Euro FX (E) Future June 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Feb-2021 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2021 | 
                    01-Feb-2021 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2143 | 
                        1.2158 | 
                        0.0016 | 
                        0.1% | 
                        1.2207 | 
                     
                    
                        | High | 
                        1.2192 | 
                        1.2172 | 
                        -0.0020 | 
                        -0.2% | 
                        1.2221 | 
                     
                    
                        | Low | 
                        1.2131 | 
                        1.2092 | 
                        -0.0040 | 
                        -0.3% | 
                        1.2096 | 
                     
                    
                        | Close | 
                        1.2168 | 
                        1.2102 | 
                        -0.0066 | 
                        -0.5% | 
                        1.2168 | 
                     
                    
                        | Range | 
                        0.0061 | 
                        0.0080 | 
                        0.0020 | 
                        32.2% | 
                        0.0125 | 
                     
                    
                        | ATR | 
                        0.0074 | 
                        0.0074 | 
                        0.0000 | 
                        0.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        396 | 
                        839 | 
                        443 | 
                        111.9% | 
                        2,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Feb-2021 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2362 | 
                1.2312 | 
                1.2146 | 
                 | 
             
            
                | R3 | 
                1.2282 | 
                1.2232 | 
                1.2124 | 
                 | 
             
            
                | R2 | 
                1.2202 | 
                1.2202 | 
                1.2117 | 
                 | 
             
            
                | R1 | 
                1.2152 | 
                1.2152 | 
                1.2109 | 
                1.2137 | 
             
            
                | PP | 
                1.2122 | 
                1.2122 | 
                1.2122 | 
                1.2114 | 
             
            
                | S1 | 
                1.2072 | 
                1.2072 | 
                1.2095 | 
                1.2057 | 
             
            
                | S2 | 
                1.2042 | 
                1.2042 | 
                1.2087 | 
                 | 
             
            
                | S3 | 
                1.1962 | 
                1.1992 | 
                1.2080 | 
                 | 
             
            
                | S4 | 
                1.1882 | 
                1.1912 | 
                1.2058 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.2213 | 
                1.2092 | 
                0.0122 | 
                1.0% | 
                0.0076 | 
                0.6% | 
                9% | 
                False | 
                True | 
                657 | 
                 
                
                | 10 | 
                1.2227 | 
                1.2092 | 
                0.0135 | 
                1.1% | 
                0.0071 | 
                0.6% | 
                8% | 
                False | 
                True | 
                548 | 
                 
                
                | 20 | 
                1.2392 | 
                1.2092 | 
                0.0301 | 
                2.5% | 
                0.0076 | 
                0.6% | 
                3% | 
                False | 
                True | 
                522 | 
                 
                
                | 40 | 
                1.2392 | 
                1.2092 | 
                0.0301 | 
                2.5% | 
                0.0073 | 
                0.6% | 
                3% | 
                False | 
                True | 
                402 | 
                 
                
                | 60 | 
                1.2392 | 
                1.1671 | 
                0.0722 | 
                6.0% | 
                0.0074 | 
                0.6% | 
                60% | 
                False | 
                False | 
                280 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2512 | 
         
        
            | 
2.618             | 
            1.2381 | 
         
        
            | 
1.618             | 
            1.2301 | 
         
        
            | 
1.000             | 
            1.2252 | 
         
        
            | 
0.618             | 
            1.2221 | 
         
        
            | 
HIGH             | 
            1.2172 | 
         
        
            | 
0.618             | 
            1.2141 | 
         
        
            | 
0.500             | 
            1.2132 | 
         
        
            | 
0.382             | 
            1.2122 | 
         
        
            | 
LOW             | 
            1.2092 | 
         
        
            | 
0.618             | 
            1.2042 | 
         
        
            | 
1.000             | 
            1.2012 | 
         
        
            | 
1.618             | 
            1.1962 | 
         
        
            | 
2.618             | 
            1.1882 | 
         
        
            | 
4.250             | 
            1.1752 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Feb-2021 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2132 | 
                                1.2142 | 
                             
                            
                                | PP | 
                                1.2122 | 
                                1.2128 | 
                             
                            
                                | S1 | 
                                1.2112 | 
                                1.2115 | 
                             
             
         |