CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2193 |
1.2174 |
-0.0019 |
-0.2% |
1.2201 |
| High |
1.2196 |
1.2220 |
0.0024 |
0.2% |
1.2258 |
| Low |
1.2166 |
1.2172 |
0.0007 |
0.1% |
1.2106 |
| Close |
1.2181 |
1.2181 |
-0.0001 |
0.0% |
1.2167 |
| Range |
0.0031 |
0.0048 |
0.0017 |
55.7% |
0.0153 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
208,737 |
437,114 |
228,377 |
109.4% |
752,844 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2304 |
1.2207 |
|
| R3 |
1.2286 |
1.2257 |
1.2194 |
|
| R2 |
1.2238 |
1.2238 |
1.2189 |
|
| R1 |
1.2209 |
1.2209 |
1.2185 |
1.2224 |
| PP |
1.2191 |
1.2191 |
1.2191 |
1.2198 |
| S1 |
1.2162 |
1.2162 |
1.2176 |
1.2176 |
| S2 |
1.2143 |
1.2143 |
1.2172 |
|
| S3 |
1.2096 |
1.2114 |
1.2167 |
|
| S4 |
1.2048 |
1.2067 |
1.2154 |
|
|
| 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 |
1.2220 |
1.2106 |
0.0114 |
0.9% |
0.0063 |
0.5% |
66% |
True |
False |
234,998 |
| 10 |
1.2268 |
1.2106 |
0.0162 |
1.3% |
0.0064 |
0.5% |
46% |
False |
False |
204,845 |
| 20 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0066 |
0.5% |
58% |
False |
False |
183,939 |
| 40 |
1.2271 |
1.1956 |
0.0315 |
2.6% |
0.0066 |
0.5% |
71% |
False |
False |
171,462 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0066 |
0.5% |
84% |
False |
False |
168,413 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
84% |
False |
False |
142,361 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
84% |
False |
False |
114,037 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
68% |
False |
False |
95,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2421 |
|
2.618 |
1.2344 |
|
1.618 |
1.2296 |
|
1.000 |
1.2267 |
|
0.618 |
1.2249 |
|
HIGH |
1.2220 |
|
0.618 |
1.2201 |
|
0.500 |
1.2196 |
|
0.382 |
1.2190 |
|
LOW |
1.2172 |
|
0.618 |
1.2143 |
|
1.000 |
1.2125 |
|
1.618 |
1.2095 |
|
2.618 |
1.2048 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2196 |
1.2183 |
| PP |
1.2191 |
1.2182 |
| S1 |
1.2186 |
1.2181 |
|