CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2218 |
1.2239 |
0.0021 |
0.2% |
1.2199 |
| High |
1.2279 |
1.2251 |
-0.0028 |
-0.2% |
1.2293 |
| Low |
1.2209 |
1.2188 |
-0.0021 |
-0.2% |
1.2158 |
| Close |
1.2253 |
1.2236 |
-0.0017 |
-0.1% |
1.2226 |
| Range |
0.0070 |
0.0063 |
-0.0008 |
-10.7% |
0.0135 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
5,444 |
14,234 |
8,790 |
161.5% |
20,446 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2387 |
1.2270 |
|
| R3 |
1.2350 |
1.2324 |
1.2253 |
|
| R2 |
1.2287 |
1.2287 |
1.2247 |
|
| R1 |
1.2262 |
1.2262 |
1.2242 |
1.2243 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2216 |
| S1 |
1.2199 |
1.2199 |
1.2230 |
1.2181 |
| S2 |
1.2162 |
1.2162 |
1.2225 |
|
| S3 |
1.2100 |
1.2137 |
1.2219 |
|
| S4 |
1.2037 |
1.2074 |
1.2202 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2630 |
1.2563 |
1.2300 |
|
| R3 |
1.2495 |
1.2428 |
1.2263 |
|
| R2 |
1.2360 |
1.2360 |
1.2251 |
|
| R1 |
1.2293 |
1.2293 |
1.2238 |
1.2327 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2242 |
| S1 |
1.2158 |
1.2158 |
1.2214 |
1.2192 |
| S2 |
1.2090 |
1.2090 |
1.2201 |
|
| S3 |
1.1955 |
1.2023 |
1.2189 |
|
| S4 |
1.1820 |
1.1888 |
1.2152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2289 |
1.2158 |
0.0131 |
1.1% |
0.0065 |
0.5% |
60% |
False |
False |
6,770 |
| 10 |
1.2293 |
1.2158 |
0.0135 |
1.1% |
0.0066 |
0.5% |
58% |
False |
False |
4,500 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0067 |
0.5% |
79% |
False |
False |
2,777 |
| 40 |
1.2293 |
1.1900 |
0.0393 |
3.2% |
0.0064 |
0.5% |
86% |
False |
False |
1,640 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0064 |
0.5% |
90% |
False |
False |
1,215 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
89% |
False |
False |
969 |
| 100 |
1.2349 |
1.1746 |
0.0603 |
4.9% |
0.0064 |
0.5% |
81% |
False |
False |
784 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
73% |
False |
False |
655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2516 |
|
2.618 |
1.2414 |
|
1.618 |
1.2352 |
|
1.000 |
1.2313 |
|
0.618 |
1.2289 |
|
HIGH |
1.2251 |
|
0.618 |
1.2227 |
|
0.500 |
1.2219 |
|
0.382 |
1.2212 |
|
LOW |
1.2188 |
|
0.618 |
1.2149 |
|
1.000 |
1.2126 |
|
1.618 |
1.2087 |
|
2.618 |
1.2024 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2230 |
1.2230 |
| PP |
1.2225 |
1.2224 |
| S1 |
1.2219 |
1.2218 |
|