CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2201 |
0.0003 |
0.0% |
1.2189 |
| High |
1.2209 |
1.2258 |
0.0050 |
0.4% |
1.2271 |
| Low |
1.2136 |
1.2187 |
0.0051 |
0.4% |
1.2136 |
| Close |
1.2205 |
1.2232 |
0.0027 |
0.2% |
1.2205 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
181,970 |
210,947 |
28,977 |
15.9% |
793,352 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2440 |
1.2407 |
1.2271 |
|
| R3 |
1.2368 |
1.2336 |
1.2251 |
|
| R2 |
1.2297 |
1.2297 |
1.2245 |
|
| R1 |
1.2264 |
1.2264 |
1.2238 |
1.2281 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2234 |
| S1 |
1.2193 |
1.2193 |
1.2225 |
1.2209 |
| S2 |
1.2154 |
1.2154 |
1.2218 |
|
| S3 |
1.2082 |
1.2121 |
1.2212 |
|
| S4 |
1.2011 |
1.2050 |
1.2192 |
|
|
| 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% |
0.0064 |
0.5% |
71% |
False |
False |
175,189 |
| 10 |
1.2271 |
1.2136 |
0.0135 |
1.1% |
0.0069 |
0.6% |
71% |
False |
False |
166,153 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0068 |
0.6% |
86% |
False |
False |
165,702 |
| 40 |
1.2271 |
1.1812 |
0.0460 |
3.8% |
0.0066 |
0.5% |
91% |
False |
False |
162,257 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.5% |
93% |
False |
False |
165,765 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
93% |
False |
False |
125,703 |
| 100 |
1.2387 |
1.1722 |
0.0665 |
5.4% |
0.0070 |
0.6% |
77% |
False |
False |
100,678 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
76% |
False |
False |
83,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2562 |
|
2.618 |
1.2445 |
|
1.618 |
1.2374 |
|
1.000 |
1.2330 |
|
0.618 |
1.2302 |
|
HIGH |
1.2258 |
|
0.618 |
1.2231 |
|
0.500 |
1.2222 |
|
0.382 |
1.2214 |
|
LOW |
1.2187 |
|
0.618 |
1.2142 |
|
1.000 |
1.2115 |
|
1.618 |
1.2071 |
|
2.618 |
1.1999 |
|
4.250 |
1.1883 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2228 |
1.2220 |
| PP |
1.2225 |
1.2209 |
| S1 |
1.2222 |
1.2197 |
|