CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2146 |
1.2150 |
0.0004 |
0.0% |
1.2158 |
| High |
1.2175 |
1.2179 |
0.0005 |
0.0% |
1.2172 |
| Low |
1.2141 |
1.2144 |
0.0003 |
0.0% |
1.1985 |
| Close |
1.2160 |
1.2161 |
0.0001 |
0.0% |
1.2076 |
| Range |
0.0034 |
0.0035 |
0.0002 |
4.5% |
0.0187 |
| ATR |
0.0070 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
2,335 |
546 |
-1,789 |
-76.6% |
4,908 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2266 |
1.2249 |
1.2180 |
|
| R3 |
1.2231 |
1.2214 |
1.2171 |
|
| R2 |
1.2196 |
1.2196 |
1.2167 |
|
| R1 |
1.2179 |
1.2179 |
1.2164 |
1.2188 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2166 |
| S1 |
1.2144 |
1.2144 |
1.2158 |
1.2153 |
| S2 |
1.2126 |
1.2126 |
1.2155 |
|
| S3 |
1.2091 |
1.2109 |
1.2151 |
|
| S4 |
1.2056 |
1.2074 |
1.2142 |
|
|
| 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 |
1.2179 |
1.1985 |
0.0194 |
1.6% |
0.0057 |
0.5% |
91% |
True |
False |
1,212 |
| 10 |
1.2192 |
1.1985 |
0.0207 |
1.7% |
0.0063 |
0.5% |
85% |
False |
False |
961 |
| 20 |
1.2227 |
1.1985 |
0.0242 |
2.0% |
0.0068 |
0.6% |
73% |
False |
False |
747 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0072 |
0.6% |
43% |
False |
False |
553 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0070 |
0.6% |
57% |
False |
False |
417 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0067 |
0.6% |
68% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2271 |
|
1.618 |
1.2236 |
|
1.000 |
1.2214 |
|
0.618 |
1.2201 |
|
HIGH |
1.2179 |
|
0.618 |
1.2166 |
|
0.500 |
1.2162 |
|
0.382 |
1.2157 |
|
LOW |
1.2144 |
|
0.618 |
1.2122 |
|
1.000 |
1.2109 |
|
1.618 |
1.2087 |
|
2.618 |
1.2052 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2150 |
| PP |
1.2161 |
1.2140 |
| S1 |
1.2161 |
1.2129 |
|