CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2073 |
1.2001 |
-0.0072 |
-0.6% |
1.2158 |
| High |
1.2076 |
1.2083 |
0.0008 |
0.1% |
1.2172 |
| Low |
1.1989 |
1.1985 |
-0.0004 |
0.0% |
1.1985 |
| Close |
1.1999 |
1.2076 |
0.0077 |
0.6% |
1.2076 |
| Range |
0.0087 |
0.0098 |
0.0011 |
12.6% |
0.0187 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.4% |
0.0000 |
| Volume |
953 |
1,755 |
802 |
84.2% |
4,908 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2307 |
1.2130 |
|
| R3 |
1.2244 |
1.2209 |
1.2103 |
|
| R2 |
1.2146 |
1.2146 |
1.2094 |
|
| R1 |
1.2111 |
1.2111 |
1.2085 |
1.2129 |
| PP |
1.2048 |
1.2048 |
1.2048 |
1.2057 |
| S1 |
1.2013 |
1.2013 |
1.2067 |
1.2031 |
| S2 |
1.1950 |
1.1950 |
1.2058 |
|
| S3 |
1.1852 |
1.1915 |
1.2049 |
|
| S4 |
1.1754 |
1.1817 |
1.2022 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2543 |
1.2179 |
|
| R3 |
1.2451 |
1.2357 |
1.2127 |
|
| R2 |
1.2264 |
1.2264 |
1.2110 |
|
| R1 |
1.2170 |
1.2170 |
1.2093 |
1.2124 |
| PP |
1.2078 |
1.2078 |
1.2078 |
1.2054 |
| S1 |
1.1984 |
1.1984 |
1.2059 |
1.1937 |
| S2 |
1.1891 |
1.1891 |
1.2042 |
|
| S3 |
1.1705 |
1.1797 |
1.2025 |
|
| S4 |
1.1518 |
1.1611 |
1.1973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2172 |
1.1985 |
0.0187 |
1.5% |
0.0077 |
0.6% |
49% |
False |
True |
981 |
| 10 |
1.2221 |
1.1985 |
0.0236 |
2.0% |
0.0075 |
0.6% |
39% |
False |
True |
774 |
| 20 |
1.2327 |
1.1985 |
0.0342 |
2.8% |
0.0075 |
0.6% |
27% |
False |
True |
635 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0074 |
0.6% |
22% |
False |
True |
477 |
| 60 |
1.2392 |
1.1808 |
0.0584 |
4.8% |
0.0070 |
0.6% |
46% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2500 |
|
2.618 |
1.2340 |
|
1.618 |
1.2242 |
|
1.000 |
1.2181 |
|
0.618 |
1.2144 |
|
HIGH |
1.2083 |
|
0.618 |
1.2046 |
|
0.500 |
1.2034 |
|
0.382 |
1.2022 |
|
LOW |
1.1985 |
|
0.618 |
1.1924 |
|
1.000 |
1.1887 |
|
1.618 |
1.1826 |
|
2.618 |
1.1728 |
|
4.250 |
1.1569 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2062 |
| PP |
1.2048 |
1.2048 |
| S1 |
1.2034 |
1.2034 |
|