CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2168 |
1.2193 |
0.0026 |
0.2% |
1.2201 |
| High |
1.2204 |
1.2196 |
-0.0008 |
-0.1% |
1.2258 |
| Low |
1.2147 |
1.2166 |
0.0019 |
0.2% |
1.2106 |
| Close |
1.2197 |
1.2181 |
-0.0016 |
-0.1% |
1.2167 |
| Range |
0.0058 |
0.0031 |
-0.0027 |
-47.0% |
0.0153 |
| ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
151,318 |
208,737 |
57,419 |
37.9% |
752,844 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2272 |
1.2257 |
1.2198 |
|
| R3 |
1.2242 |
1.2227 |
1.2189 |
|
| R2 |
1.2211 |
1.2211 |
1.2187 |
|
| R1 |
1.2196 |
1.2196 |
1.2184 |
1.2189 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2177 |
| S1 |
1.2166 |
1.2166 |
1.2178 |
1.2158 |
| S2 |
1.2150 |
1.2150 |
1.2175 |
|
| S3 |
1.2120 |
1.2135 |
1.2173 |
|
| S4 |
1.2089 |
1.2105 |
1.2164 |
|
|
| 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 |
1.2230 |
1.2106 |
0.0124 |
1.0% |
0.0066 |
0.5% |
61% |
False |
False |
180,390 |
| 10 |
1.2271 |
1.2106 |
0.0166 |
1.4% |
0.0065 |
0.5% |
46% |
False |
False |
177,789 |
| 20 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0067 |
0.6% |
58% |
False |
False |
169,773 |
| 40 |
1.2271 |
1.1893 |
0.0379 |
3.1% |
0.0067 |
0.5% |
76% |
False |
False |
165,073 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0066 |
0.5% |
84% |
False |
False |
163,640 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
84% |
False |
False |
136,901 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
84% |
False |
False |
109,671 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
69% |
False |
False |
91,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2326 |
|
2.618 |
1.2276 |
|
1.618 |
1.2245 |
|
1.000 |
1.2227 |
|
0.618 |
1.2215 |
|
HIGH |
1.2196 |
|
0.618 |
1.2184 |
|
0.500 |
1.2181 |
|
0.382 |
1.2177 |
|
LOW |
1.2166 |
|
0.618 |
1.2147 |
|
1.000 |
1.2135 |
|
1.618 |
1.2116 |
|
2.618 |
1.2086 |
|
4.250 |
1.2036 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2181 |
1.2172 |
| PP |
1.2181 |
1.2164 |
| S1 |
1.2181 |
1.2155 |
|