CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2134 |
-0.0018 |
-0.1% |
1.2079 |
| High |
1.2200 |
1.2134 |
-0.0066 |
-0.5% |
1.2179 |
| Low |
1.2125 |
1.2053 |
-0.0072 |
-0.6% |
1.2053 |
| Close |
1.2145 |
1.2066 |
-0.0079 |
-0.7% |
1.2146 |
| Range |
0.0075 |
0.0081 |
0.0007 |
8.7% |
0.0127 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,213 |
1,038 |
-175 |
-14.4% |
4,633 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2327 |
1.2278 |
1.2111 |
|
| R3 |
1.2246 |
1.2197 |
1.2088 |
|
| R2 |
1.2165 |
1.2165 |
1.2081 |
|
| R1 |
1.2116 |
1.2116 |
1.2073 |
1.2100 |
| PP |
1.2084 |
1.2084 |
1.2084 |
1.2077 |
| S1 |
1.2035 |
1.2035 |
1.2059 |
1.2019 |
| S2 |
1.2003 |
1.2003 |
1.2051 |
|
| S3 |
1.1922 |
1.1954 |
1.2044 |
|
| S4 |
1.1841 |
1.1873 |
1.2021 |
|
|
| 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 |
1.2200 |
1.2053 |
0.0147 |
1.2% |
0.0055 |
0.5% |
9% |
False |
True |
1,091 |
| 10 |
1.2200 |
1.1985 |
0.0215 |
1.8% |
0.0062 |
0.5% |
38% |
False |
False |
1,012 |
| 20 |
1.2227 |
1.1985 |
0.0242 |
2.0% |
0.0066 |
0.5% |
34% |
False |
False |
791 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.4% |
0.0072 |
0.6% |
20% |
False |
False |
595 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0071 |
0.6% |
39% |
False |
False |
460 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0068 |
0.6% |
55% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2478 |
|
2.618 |
1.2346 |
|
1.618 |
1.2265 |
|
1.000 |
1.2215 |
|
0.618 |
1.2184 |
|
HIGH |
1.2134 |
|
0.618 |
1.2103 |
|
0.500 |
1.2094 |
|
0.382 |
1.2084 |
|
LOW |
1.2053 |
|
0.618 |
1.2003 |
|
1.000 |
1.1972 |
|
1.618 |
1.1922 |
|
2.618 |
1.1841 |
|
4.250 |
1.1709 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2094 |
1.2126 |
| PP |
1.2084 |
1.2106 |
| S1 |
1.2075 |
1.2086 |
|