CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2079 |
1.2081 |
0.0002 |
0.0% |
1.2158 |
| High |
1.2098 |
1.2153 |
0.0055 |
0.5% |
1.2172 |
| Low |
1.2053 |
1.2080 |
0.0027 |
0.2% |
1.1985 |
| Close |
1.2089 |
1.2149 |
0.0061 |
0.5% |
1.2076 |
| Range |
0.0046 |
0.0074 |
0.0028 |
61.5% |
0.0187 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
986 |
441 |
-545 |
-55.3% |
4,908 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2348 |
1.2322 |
1.2189 |
|
| R3 |
1.2274 |
1.2248 |
1.2169 |
|
| R2 |
1.2201 |
1.2201 |
1.2162 |
|
| R1 |
1.2175 |
1.2175 |
1.2156 |
1.2188 |
| PP |
1.2127 |
1.2127 |
1.2127 |
1.2134 |
| S1 |
1.2101 |
1.2101 |
1.2142 |
1.2114 |
| S2 |
1.2054 |
1.2054 |
1.2136 |
|
| S3 |
1.1980 |
1.2028 |
1.2129 |
|
| S4 |
1.1907 |
1.1954 |
1.2109 |
|
|
| 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 |
1.2153 |
1.1985 |
0.0168 |
1.4% |
0.0070 |
0.6% |
98% |
True |
False |
932 |
| 10 |
1.2206 |
1.1985 |
0.0221 |
1.8% |
0.0074 |
0.6% |
74% |
False |
False |
833 |
| 20 |
1.2263 |
1.1985 |
0.0278 |
2.3% |
0.0072 |
0.6% |
59% |
False |
False |
668 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0073 |
0.6% |
40% |
False |
False |
498 |
| 60 |
1.2392 |
1.1820 |
0.0573 |
4.7% |
0.0070 |
0.6% |
58% |
False |
False |
370 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0067 |
0.6% |
66% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2465 |
|
2.618 |
1.2345 |
|
1.618 |
1.2272 |
|
1.000 |
1.2227 |
|
0.618 |
1.2198 |
|
HIGH |
1.2153 |
|
0.618 |
1.2125 |
|
0.500 |
1.2116 |
|
0.382 |
1.2108 |
|
LOW |
1.2080 |
|
0.618 |
1.2034 |
|
1.000 |
1.2006 |
|
1.618 |
1.1961 |
|
2.618 |
1.1887 |
|
4.250 |
1.1767 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2122 |
| PP |
1.2127 |
1.2096 |
| S1 |
1.2116 |
1.2069 |
|