CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2216 |
0.0027 |
0.2% |
1.2218 |
| High |
1.2226 |
1.2217 |
-0.0009 |
-0.1% |
1.2279 |
| Low |
1.2168 |
1.2188 |
0.0020 |
0.2% |
1.2128 |
| Close |
1.2219 |
1.2203 |
-0.0016 |
-0.1% |
1.2189 |
| Range |
0.0058 |
0.0030 |
-0.0028 |
-48.7% |
0.0151 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
44,154 |
100,169 |
56,015 |
126.9% |
54,886 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2291 |
1.2277 |
1.2219 |
|
| R3 |
1.2262 |
1.2247 |
1.2211 |
|
| R2 |
1.2232 |
1.2232 |
1.2208 |
|
| R1 |
1.2218 |
1.2218 |
1.2206 |
1.2210 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2199 |
| S1 |
1.2188 |
1.2188 |
1.2200 |
1.2181 |
| S2 |
1.2173 |
1.2173 |
1.2198 |
|
| S3 |
1.2144 |
1.2159 |
1.2195 |
|
| S4 |
1.2114 |
1.2129 |
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 |
1.2251 |
1.2128 |
0.0123 |
1.0% |
0.0066 |
0.5% |
61% |
False |
False |
38,753 |
| 10 |
1.2293 |
1.2128 |
0.0165 |
1.4% |
0.0064 |
0.5% |
46% |
False |
False |
21,746 |
| 20 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0066 |
0.5% |
58% |
False |
False |
11,596 |
| 40 |
1.2293 |
1.1920 |
0.0373 |
3.1% |
0.0065 |
0.5% |
76% |
False |
False |
6,110 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
84% |
False |
False |
4,177 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
83% |
False |
False |
3,198 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
83% |
False |
False |
2,579 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
68% |
False |
False |
2,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2342 |
|
2.618 |
1.2294 |
|
1.618 |
1.2265 |
|
1.000 |
1.2247 |
|
0.618 |
1.2235 |
|
HIGH |
1.2217 |
|
0.618 |
1.2206 |
|
0.500 |
1.2202 |
|
0.382 |
1.2199 |
|
LOW |
1.2188 |
|
0.618 |
1.2169 |
|
1.000 |
1.2158 |
|
1.618 |
1.2140 |
|
2.618 |
1.2110 |
|
4.250 |
1.2062 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2203 |
1.2194 |
| PP |
1.2203 |
1.2185 |
| S1 |
1.2202 |
1.2177 |
|