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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 148 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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