CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2189 |
0.0038 |
0.3% |
1.2218 |
| High |
1.2210 |
1.2226 |
0.0016 |
0.1% |
1.2279 |
| Low |
1.2128 |
1.2168 |
0.0041 |
0.3% |
1.2128 |
| Close |
1.2189 |
1.2219 |
0.0030 |
0.2% |
1.2189 |
| Range |
0.0082 |
0.0058 |
-0.0025 |
-29.9% |
0.0151 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
11,710 |
44,154 |
32,444 |
277.1% |
54,886 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2355 |
1.2250 |
|
| R3 |
1.2319 |
1.2298 |
1.2234 |
|
| R2 |
1.2262 |
1.2262 |
1.2229 |
|
| R1 |
1.2240 |
1.2240 |
1.2224 |
1.2251 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2209 |
| S1 |
1.2183 |
1.2183 |
1.2213 |
1.2193 |
| S2 |
1.2147 |
1.2147 |
1.2208 |
|
| S3 |
1.2089 |
1.2125 |
1.2203 |
|
| S4 |
1.2032 |
1.2068 |
1.2187 |
|
|
| 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% |
0.0074 |
0.6% |
60% |
False |
False |
19,808 |
| 10 |
1.2293 |
1.2128 |
0.0165 |
1.4% |
0.0067 |
0.6% |
55% |
False |
False |
11,948 |
| 20 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0067 |
0.5% |
65% |
False |
False |
6,613 |
| 40 |
1.2293 |
1.1911 |
0.0382 |
3.1% |
0.0066 |
0.5% |
81% |
False |
False |
3,610 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
86% |
False |
False |
2,516 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
86% |
False |
False |
1,946 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
86% |
False |
False |
1,578 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
71% |
False |
False |
1,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2470 |
|
2.618 |
1.2376 |
|
1.618 |
1.2319 |
|
1.000 |
1.2283 |
|
0.618 |
1.2261 |
|
HIGH |
1.2226 |
|
0.618 |
1.2204 |
|
0.500 |
1.2197 |
|
0.382 |
1.2190 |
|
LOW |
1.2168 |
|
0.618 |
1.2132 |
|
1.000 |
1.2111 |
|
1.618 |
1.2075 |
|
2.618 |
1.2017 |
|
4.250 |
1.1924 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2211 |
1.2207 |
| PP |
1.2204 |
1.2195 |
| S1 |
1.2197 |
1.2183 |
|