CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2101 |
1.2076 |
-0.0025 |
-0.2% |
1.2207 |
| High |
1.2122 |
1.2084 |
-0.0038 |
-0.3% |
1.2221 |
| Low |
1.2046 |
1.2039 |
-0.0008 |
-0.1% |
1.2096 |
| Close |
1.2054 |
1.2060 |
0.0006 |
0.0% |
1.2168 |
| Range |
0.0076 |
0.0045 |
-0.0031 |
-40.4% |
0.0125 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
832 |
529 |
-303 |
-36.4% |
2,838 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2196 |
1.2173 |
1.2085 |
|
| R3 |
1.2151 |
1.2128 |
1.2072 |
|
| R2 |
1.2106 |
1.2106 |
1.2068 |
|
| R1 |
1.2083 |
1.2083 |
1.2064 |
1.2072 |
| PP |
1.2061 |
1.2061 |
1.2061 |
1.2055 |
| S1 |
1.2038 |
1.2038 |
1.2056 |
1.2027 |
| S2 |
1.2016 |
1.2016 |
1.2052 |
|
| S3 |
1.1971 |
1.1993 |
1.2048 |
|
| S4 |
1.1926 |
1.1948 |
1.2035 |
|
|
| 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 |
1.2192 |
1.2039 |
0.0153 |
1.3% |
0.0064 |
0.5% |
14% |
False |
True |
631 |
| 10 |
1.2227 |
1.2039 |
0.0188 |
1.6% |
0.0066 |
0.5% |
11% |
False |
True |
565 |
| 20 |
1.2392 |
1.2039 |
0.0354 |
2.9% |
0.0075 |
0.6% |
6% |
False |
True |
555 |
| 40 |
1.2392 |
1.2039 |
0.0354 |
2.9% |
0.0072 |
0.6% |
6% |
False |
True |
430 |
| 60 |
1.2392 |
1.1808 |
0.0584 |
4.8% |
0.0071 |
0.6% |
43% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.2201 |
|
1.618 |
1.2156 |
|
1.000 |
1.2129 |
|
0.618 |
1.2111 |
|
HIGH |
1.2084 |
|
0.618 |
1.2066 |
|
0.500 |
1.2061 |
|
0.382 |
1.2056 |
|
LOW |
1.2039 |
|
0.618 |
1.2011 |
|
1.000 |
1.1994 |
|
1.618 |
1.1966 |
|
2.618 |
1.1921 |
|
4.250 |
1.1847 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2061 |
1.2105 |
| PP |
1.2061 |
1.2090 |
| S1 |
1.2060 |
1.2075 |
|