CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2201 |
1.2217 |
0.0017 |
0.1% |
1.2189 |
| High |
1.2258 |
1.2230 |
-0.0029 |
-0.2% |
1.2271 |
| Low |
1.2187 |
1.2167 |
-0.0020 |
-0.2% |
1.2136 |
| Close |
1.2232 |
1.2214 |
-0.0018 |
-0.1% |
1.2205 |
| Range |
0.0072 |
0.0063 |
-0.0009 |
-11.9% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
210,947 |
164,072 |
-46,875 |
-22.2% |
793,352 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2392 |
1.2366 |
1.2249 |
|
| R3 |
1.2329 |
1.2303 |
1.2231 |
|
| R2 |
1.2266 |
1.2266 |
1.2226 |
|
| R1 |
1.2240 |
1.2240 |
1.2220 |
1.2222 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2194 |
| S1 |
1.2177 |
1.2177 |
1.2208 |
1.2159 |
| S2 |
1.2140 |
1.2140 |
1.2202 |
|
| S3 |
1.2077 |
1.2114 |
1.2197 |
|
| S4 |
1.2014 |
1.2051 |
1.2179 |
|
|
| 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 |
1.2268 |
1.2136 |
0.0132 |
1.1% |
0.0066 |
0.5% |
59% |
False |
False |
174,693 |
| 10 |
1.2271 |
1.2136 |
0.0135 |
1.1% |
0.0067 |
0.5% |
58% |
False |
False |
164,693 |
| 20 |
1.2271 |
1.1995 |
0.0276 |
2.3% |
0.0068 |
0.6% |
79% |
False |
False |
165,906 |
| 40 |
1.2271 |
1.1876 |
0.0395 |
3.2% |
0.0066 |
0.5% |
86% |
False |
False |
162,091 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.5% |
90% |
False |
False |
167,643 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
90% |
False |
False |
127,732 |
| 100 |
1.2327 |
1.1722 |
0.0605 |
5.0% |
0.0069 |
0.6% |
81% |
False |
False |
102,313 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
73% |
False |
False |
85,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2394 |
|
1.618 |
1.2331 |
|
1.000 |
1.2293 |
|
0.618 |
1.2268 |
|
HIGH |
1.2230 |
|
0.618 |
1.2205 |
|
0.500 |
1.2198 |
|
0.382 |
1.2191 |
|
LOW |
1.2167 |
|
0.618 |
1.2128 |
|
1.000 |
1.2104 |
|
1.618 |
1.2065 |
|
2.618 |
1.2002 |
|
4.250 |
1.1899 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2208 |
| PP |
1.2203 |
1.2203 |
| S1 |
1.2198 |
1.2197 |
|