CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2128 |
1.2168 |
0.0040 |
0.3% |
1.2201 |
| High |
1.2189 |
1.2204 |
0.0016 |
0.1% |
1.2258 |
| Low |
1.2106 |
1.2147 |
0.0041 |
0.3% |
1.2106 |
| Close |
1.2167 |
1.2197 |
0.0030 |
0.2% |
1.2167 |
| Range |
0.0083 |
0.0058 |
-0.0026 |
-30.7% |
0.0153 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
180,453 |
151,318 |
-29,135 |
-16.1% |
752,844 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2333 |
1.2228 |
|
| R3 |
1.2297 |
1.2276 |
1.2212 |
|
| R2 |
1.2240 |
1.2240 |
1.2207 |
|
| R1 |
1.2218 |
1.2218 |
1.2202 |
1.2229 |
| PP |
1.2182 |
1.2182 |
1.2182 |
1.2188 |
| S1 |
1.2161 |
1.2161 |
1.2191 |
1.2172 |
| S2 |
1.2125 |
1.2125 |
1.2186 |
|
| S3 |
1.2067 |
1.2103 |
1.2181 |
|
| S4 |
1.2010 |
1.2046 |
1.2165 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2553 |
1.2251 |
|
| R3 |
1.2482 |
1.2401 |
1.2209 |
|
| R2 |
1.2329 |
1.2329 |
1.2195 |
|
| R1 |
1.2248 |
1.2248 |
1.2181 |
1.2213 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2159 |
| S1 |
1.2096 |
1.2096 |
1.2153 |
1.2060 |
| S2 |
1.2024 |
1.2024 |
1.2139 |
|
| S3 |
1.1872 |
1.1943 |
1.2125 |
|
| S4 |
1.1719 |
1.1791 |
1.2083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2258 |
1.2106 |
0.0153 |
1.3% |
0.0074 |
0.6% |
60% |
False |
False |
180,832 |
| 10 |
1.2271 |
1.2106 |
0.0166 |
1.4% |
0.0068 |
0.6% |
55% |
False |
False |
169,751 |
| 20 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0068 |
0.6% |
65% |
False |
False |
166,920 |
| 40 |
1.2271 |
1.1886 |
0.0385 |
3.2% |
0.0067 |
0.5% |
81% |
False |
False |
163,393 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.5% |
86% |
False |
False |
163,960 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
86% |
False |
False |
134,299 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
86% |
False |
False |
107,590 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
71% |
False |
False |
89,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2448 |
|
2.618 |
1.2355 |
|
1.618 |
1.2297 |
|
1.000 |
1.2262 |
|
0.618 |
1.2240 |
|
HIGH |
1.2204 |
|
0.618 |
1.2182 |
|
0.500 |
1.2175 |
|
0.382 |
1.2168 |
|
LOW |
1.2147 |
|
0.618 |
1.2111 |
|
1.000 |
1.2089 |
|
1.618 |
1.2053 |
|
2.618 |
1.1996 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2189 |
1.2185 |
| PP |
1.2182 |
1.2173 |
| S1 |
1.2175 |
1.2161 |
|