CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2198 |
0.0001 |
0.0% |
1.2189 |
| High |
1.2218 |
1.2209 |
-0.0010 |
-0.1% |
1.2271 |
| Low |
1.2179 |
1.2136 |
-0.0043 |
-0.3% |
1.2136 |
| Close |
1.2203 |
1.2205 |
0.0002 |
0.0% |
1.2205 |
| Range |
0.0040 |
0.0073 |
0.0033 |
83.5% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.6% |
0.0000 |
| Volume |
152,471 |
181,970 |
29,499 |
19.3% |
793,352 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2401 |
1.2375 |
1.2244 |
|
| R3 |
1.2328 |
1.2303 |
1.2224 |
|
| R2 |
1.2256 |
1.2256 |
1.2218 |
|
| R1 |
1.2230 |
1.2230 |
1.2211 |
1.2243 |
| PP |
1.2183 |
1.2183 |
1.2183 |
1.2189 |
| S1 |
1.2158 |
1.2158 |
1.2198 |
1.2170 |
| S2 |
1.2111 |
1.2111 |
1.2191 |
|
| S3 |
1.2038 |
1.2085 |
1.2185 |
|
| S4 |
1.1966 |
1.2013 |
1.2165 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2609 |
1.2542 |
1.2279 |
|
| R3 |
1.2474 |
1.2407 |
1.2242 |
|
| R2 |
1.2339 |
1.2339 |
1.2229 |
|
| R1 |
1.2272 |
1.2272 |
1.2217 |
1.2305 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2221 |
| S1 |
1.2137 |
1.2137 |
1.2192 |
1.2170 |
| S2 |
1.2069 |
1.2069 |
1.2180 |
|
| S3 |
1.1934 |
1.2002 |
1.2167 |
|
| S4 |
1.1799 |
1.1867 |
1.2130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2271 |
1.2136 |
0.0135 |
1.1% |
0.0061 |
0.5% |
51% |
False |
True |
158,670 |
| 10 |
1.2271 |
1.2133 |
0.0138 |
1.1% |
0.0066 |
0.5% |
52% |
False |
False |
157,540 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0068 |
0.6% |
76% |
False |
False |
161,448 |
| 40 |
1.2271 |
1.1754 |
0.0518 |
4.2% |
0.0066 |
0.5% |
87% |
False |
False |
159,423 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.6% |
88% |
False |
False |
162,503 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
88% |
False |
False |
123,078 |
| 100 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
72% |
False |
False |
98,573 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
72% |
False |
False |
82,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2517 |
|
2.618 |
1.2398 |
|
1.618 |
1.2326 |
|
1.000 |
1.2281 |
|
0.618 |
1.2253 |
|
HIGH |
1.2209 |
|
0.618 |
1.2181 |
|
0.500 |
1.2172 |
|
0.382 |
1.2164 |
|
LOW |
1.2136 |
|
0.618 |
1.2091 |
|
1.000 |
1.2064 |
|
1.618 |
1.2019 |
|
2.618 |
1.1946 |
|
4.250 |
1.1828 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2194 |
1.2204 |
| PP |
1.2183 |
1.2203 |
| S1 |
1.2172 |
1.2202 |
|