CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2158 |
1.2101 |
-0.0058 |
-0.5% |
1.2207 |
| High |
1.2172 |
1.2122 |
-0.0050 |
-0.4% |
1.2221 |
| Low |
1.2092 |
1.2046 |
-0.0046 |
-0.4% |
1.2096 |
| Close |
1.2102 |
1.2054 |
-0.0048 |
-0.4% |
1.2168 |
| Range |
0.0080 |
0.0076 |
-0.0005 |
-5.6% |
0.0125 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
839 |
832 |
-7 |
-0.8% |
2,838 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2300 |
1.2253 |
1.2096 |
|
| R3 |
1.2225 |
1.2177 |
1.2075 |
|
| R2 |
1.2149 |
1.2149 |
1.2068 |
|
| R1 |
1.2102 |
1.2102 |
1.2061 |
1.2088 |
| PP |
1.2074 |
1.2074 |
1.2074 |
1.2067 |
| S1 |
1.2026 |
1.2026 |
1.2047 |
1.2012 |
| S2 |
1.1998 |
1.1998 |
1.2040 |
|
| S3 |
1.1923 |
1.1951 |
1.2033 |
|
| S4 |
1.1847 |
1.1875 |
1.2012 |
|
|
| 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 |
1.2206 |
1.2046 |
0.0160 |
1.3% |
0.0078 |
0.6% |
5% |
False |
True |
734 |
| 10 |
1.2227 |
1.2046 |
0.0181 |
1.5% |
0.0070 |
0.6% |
4% |
False |
True |
570 |
| 20 |
1.2392 |
1.2046 |
0.0346 |
2.9% |
0.0076 |
0.6% |
2% |
False |
True |
543 |
| 40 |
1.2392 |
1.2046 |
0.0346 |
2.9% |
0.0073 |
0.6% |
2% |
False |
True |
422 |
| 60 |
1.2392 |
1.1778 |
0.0614 |
5.1% |
0.0072 |
0.6% |
45% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2442 |
|
2.618 |
1.2319 |
|
1.618 |
1.2244 |
|
1.000 |
1.2197 |
|
0.618 |
1.2168 |
|
HIGH |
1.2122 |
|
0.618 |
1.2093 |
|
0.500 |
1.2084 |
|
0.382 |
1.2075 |
|
LOW |
1.2046 |
|
0.618 |
1.1999 |
|
1.000 |
1.1971 |
|
1.618 |
1.1924 |
|
2.618 |
1.1848 |
|
4.250 |
1.1725 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2084 |
1.2119 |
| PP |
1.2074 |
1.2097 |
| S1 |
1.2064 |
1.2076 |
|