CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2001 |
1.2079 |
0.0078 |
0.6% |
1.2158 |
| High |
1.2083 |
1.2098 |
0.0015 |
0.1% |
1.2172 |
| Low |
1.1985 |
1.2053 |
0.0068 |
0.6% |
1.1985 |
| Close |
1.2076 |
1.2089 |
0.0013 |
0.1% |
1.2076 |
| Range |
0.0098 |
0.0046 |
-0.0053 |
-53.6% |
0.0187 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1,755 |
986 |
-769 |
-43.8% |
4,908 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2216 |
1.2198 |
1.2114 |
|
| R3 |
1.2171 |
1.2152 |
1.2101 |
|
| R2 |
1.2125 |
1.2125 |
1.2097 |
|
| R1 |
1.2107 |
1.2107 |
1.2093 |
1.2116 |
| PP |
1.2080 |
1.2080 |
1.2080 |
1.2084 |
| S1 |
1.2061 |
1.2061 |
1.2084 |
1.2071 |
| S2 |
1.2034 |
1.2034 |
1.2080 |
|
| S3 |
1.1989 |
1.2016 |
1.2076 |
|
| S4 |
1.1943 |
1.1970 |
1.2063 |
|
|
| 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 |
1.2122 |
1.1985 |
0.0137 |
1.1% |
0.0070 |
0.6% |
76% |
False |
False |
1,011 |
| 10 |
1.2213 |
1.1985 |
0.0228 |
1.9% |
0.0073 |
0.6% |
45% |
False |
False |
834 |
| 20 |
1.2263 |
1.1985 |
0.0278 |
2.3% |
0.0073 |
0.6% |
37% |
False |
False |
664 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0073 |
0.6% |
25% |
False |
False |
493 |
| 60 |
1.2392 |
1.1808 |
0.0584 |
4.8% |
0.0070 |
0.6% |
48% |
False |
False |
362 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0067 |
0.6% |
58% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2291 |
|
2.618 |
1.2217 |
|
1.618 |
1.2172 |
|
1.000 |
1.2144 |
|
0.618 |
1.2126 |
|
HIGH |
1.2098 |
|
0.618 |
1.2081 |
|
0.500 |
1.2075 |
|
0.382 |
1.2070 |
|
LOW |
1.2053 |
|
0.618 |
1.2024 |
|
1.000 |
1.2007 |
|
1.618 |
1.1979 |
|
2.618 |
1.1933 |
|
4.250 |
1.1859 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2084 |
1.2073 |
| PP |
1.2080 |
1.2057 |
| S1 |
1.2075 |
1.2042 |
|