CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2235 |
1.2152 |
-0.0084 |
-0.7% |
1.2218 |
| High |
1.2238 |
1.2210 |
-0.0029 |
-0.2% |
1.2279 |
| Low |
1.2142 |
1.2128 |
-0.0015 |
-0.1% |
1.2128 |
| Close |
1.2149 |
1.2189 |
0.0040 |
0.3% |
1.2189 |
| Range |
0.0096 |
0.0082 |
-0.0014 |
-14.6% |
0.0151 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
23,498 |
11,710 |
-11,788 |
-50.2% |
54,886 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2421 |
1.2387 |
1.2234 |
|
| R3 |
1.2339 |
1.2305 |
1.2211 |
|
| R2 |
1.2257 |
1.2257 |
1.2204 |
|
| R1 |
1.2223 |
1.2223 |
1.2196 |
1.2240 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2184 |
| S1 |
1.2141 |
1.2141 |
1.2181 |
1.2158 |
| S2 |
1.2093 |
1.2093 |
1.2173 |
|
| S3 |
1.2011 |
1.2059 |
1.2166 |
|
| S4 |
1.1929 |
1.1977 |
1.2143 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2571 |
1.2272 |
|
| R3 |
1.2500 |
1.2420 |
1.2230 |
|
| R2 |
1.2349 |
1.2349 |
1.2216 |
|
| R1 |
1.2269 |
1.2269 |
1.2202 |
1.2234 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2181 |
| S1 |
1.2118 |
1.2118 |
1.2175 |
1.2083 |
| S2 |
1.2047 |
1.2047 |
1.2161 |
|
| S3 |
1.1896 |
1.1967 |
1.2147 |
|
| S4 |
1.1745 |
1.1816 |
1.2105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2279 |
1.2128 |
0.0151 |
1.2% |
0.0077 |
0.6% |
40% |
False |
True |
11,661 |
| 10 |
1.2293 |
1.2128 |
0.0165 |
1.4% |
0.0069 |
0.6% |
37% |
False |
True |
7,629 |
| 20 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0070 |
0.6% |
51% |
False |
False |
4,455 |
| 40 |
1.2293 |
1.1907 |
0.0386 |
3.2% |
0.0065 |
0.5% |
73% |
False |
False |
2,509 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
81% |
False |
False |
1,794 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
81% |
False |
False |
1,408 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
81% |
False |
False |
1,136 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
66% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2558 |
|
2.618 |
1.2424 |
|
1.618 |
1.2342 |
|
1.000 |
1.2292 |
|
0.618 |
1.2260 |
|
HIGH |
1.2210 |
|
0.618 |
1.2178 |
|
0.500 |
1.2169 |
|
0.382 |
1.2159 |
|
LOW |
1.2128 |
|
0.618 |
1.2077 |
|
1.000 |
1.2046 |
|
1.618 |
1.1995 |
|
2.618 |
1.1913 |
|
4.250 |
1.1779 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2182 |
1.2189 |
| PP |
1.2175 |
1.2189 |
| S1 |
1.2169 |
1.2189 |
|