CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2150 |
1.2163 |
0.0014 |
0.1% |
1.2079 |
| High |
1.2179 |
1.2163 |
-0.0016 |
-0.1% |
1.2179 |
| Low |
1.2144 |
1.2112 |
-0.0032 |
-0.3% |
1.2053 |
| Close |
1.2161 |
1.2146 |
-0.0015 |
-0.1% |
1.2146 |
| Range |
0.0035 |
0.0051 |
0.0016 |
45.7% |
0.0127 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
546 |
325 |
-221 |
-40.5% |
4,633 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2293 |
1.2271 |
1.2174 |
|
| R3 |
1.2242 |
1.2220 |
1.2160 |
|
| R2 |
1.2191 |
1.2191 |
1.2155 |
|
| R1 |
1.2169 |
1.2169 |
1.2151 |
1.2155 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2133 |
| S1 |
1.2118 |
1.2118 |
1.2141 |
1.2104 |
| S2 |
1.2089 |
1.2089 |
1.2137 |
|
| S3 |
1.2038 |
1.2067 |
1.2132 |
|
| S4 |
1.1987 |
1.2016 |
1.2118 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2452 |
1.2216 |
|
| R3 |
1.2379 |
1.2326 |
1.2181 |
|
| R2 |
1.2252 |
1.2252 |
1.2169 |
|
| R1 |
1.2199 |
1.2199 |
1.2158 |
1.2226 |
| PP |
1.2126 |
1.2126 |
1.2126 |
1.2139 |
| S1 |
1.2073 |
1.2073 |
1.2134 |
1.2099 |
| S2 |
1.1999 |
1.1999 |
1.2123 |
|
| S3 |
1.1873 |
1.1946 |
1.2111 |
|
| S4 |
1.1746 |
1.1820 |
1.2076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2179 |
1.2053 |
0.0127 |
1.0% |
0.0048 |
0.4% |
74% |
False |
False |
926 |
| 10 |
1.2179 |
1.1985 |
0.0194 |
1.6% |
0.0062 |
0.5% |
83% |
False |
False |
954 |
| 20 |
1.2227 |
1.1985 |
0.0242 |
2.0% |
0.0067 |
0.6% |
67% |
False |
False |
739 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
40% |
False |
False |
559 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0070 |
0.6% |
54% |
False |
False |
423 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0067 |
0.5% |
66% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2380 |
|
2.618 |
1.2297 |
|
1.618 |
1.2246 |
|
1.000 |
1.2214 |
|
0.618 |
1.2195 |
|
HIGH |
1.2163 |
|
0.618 |
1.2144 |
|
0.500 |
1.2138 |
|
0.382 |
1.2131 |
|
LOW |
1.2112 |
|
0.618 |
1.2080 |
|
1.000 |
1.2061 |
|
1.618 |
1.2029 |
|
2.618 |
1.1978 |
|
4.250 |
1.1895 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2146 |
| PP |
1.2140 |
1.2146 |
| S1 |
1.2138 |
1.2146 |
|