CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2179 |
1.2175 |
-0.0004 |
0.0% |
1.2168 |
| High |
1.2195 |
1.2193 |
-0.0002 |
0.0% |
1.2220 |
| Low |
1.2144 |
1.2093 |
-0.0051 |
-0.4% |
1.2093 |
| Close |
1.2172 |
1.2103 |
-0.0070 |
-0.6% |
1.2103 |
| Range |
0.0052 |
0.0100 |
0.0049 |
94.2% |
0.0127 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.0% |
0.0000 |
| Volume |
435,986 |
99,452 |
-336,534 |
-77.2% |
1,332,607 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2430 |
1.2366 |
1.2158 |
|
| R3 |
1.2330 |
1.2266 |
1.2130 |
|
| R2 |
1.2230 |
1.2230 |
1.2121 |
|
| R1 |
1.2166 |
1.2166 |
1.2112 |
1.2148 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2120 |
| S1 |
1.2066 |
1.2066 |
1.2093 |
1.2048 |
| S2 |
1.2030 |
1.2030 |
1.2084 |
|
| S3 |
1.1930 |
1.1966 |
1.2075 |
|
| S4 |
1.1830 |
1.1866 |
1.2048 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2437 |
1.2172 |
|
| R3 |
1.2391 |
1.2310 |
1.2137 |
|
| R2 |
1.2265 |
1.2265 |
1.2126 |
|
| R1 |
1.2184 |
1.2184 |
1.2114 |
1.2161 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2127 |
| S1 |
1.2057 |
1.2057 |
1.2091 |
1.2035 |
| S2 |
1.2012 |
1.2012 |
1.2079 |
|
| S3 |
1.1885 |
1.1931 |
1.2068 |
|
| S4 |
1.1759 |
1.1804 |
1.2033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2220 |
1.2093 |
0.0127 |
1.0% |
0.0057 |
0.5% |
8% |
False |
True |
266,521 |
| 10 |
1.2258 |
1.2093 |
0.0165 |
1.4% |
0.0067 |
0.6% |
6% |
False |
True |
226,742 |
| 20 |
1.2271 |
1.2078 |
0.0194 |
1.6% |
0.0067 |
0.6% |
13% |
False |
False |
191,393 |
| 40 |
1.2271 |
1.1956 |
0.0315 |
2.6% |
0.0068 |
0.6% |
47% |
False |
False |
177,216 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0066 |
0.5% |
69% |
False |
False |
171,387 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
69% |
False |
False |
149,026 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
69% |
False |
False |
119,379 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
57% |
False |
False |
99,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2618 |
|
2.618 |
1.2455 |
|
1.618 |
1.2355 |
|
1.000 |
1.2293 |
|
0.618 |
1.2255 |
|
HIGH |
1.2193 |
|
0.618 |
1.2155 |
|
0.500 |
1.2143 |
|
0.382 |
1.2131 |
|
LOW |
1.2093 |
|
0.618 |
1.2031 |
|
1.000 |
1.1993 |
|
1.618 |
1.1931 |
|
2.618 |
1.1831 |
|
4.250 |
1.1668 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2156 |
| PP |
1.2130 |
1.2138 |
| S1 |
1.2116 |
1.2120 |
|