CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2202 |
0.0005 |
0.0% |
1.2218 |
| High |
1.2242 |
1.2218 |
-0.0024 |
-0.2% |
1.2279 |
| Low |
1.2195 |
1.2157 |
-0.0038 |
-0.3% |
1.2128 |
| Close |
1.2203 |
1.2194 |
-0.0009 |
-0.1% |
1.2189 |
| Range |
0.0047 |
0.0061 |
0.0014 |
29.8% |
0.0151 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
348,520 |
337,150 |
-11,370 |
-3.3% |
54,886 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2344 |
1.2228 |
|
| R3 |
1.2311 |
1.2283 |
1.2211 |
|
| R2 |
1.2250 |
1.2250 |
1.2205 |
|
| R1 |
1.2222 |
1.2222 |
1.2200 |
1.2206 |
| PP |
1.2189 |
1.2189 |
1.2189 |
1.2181 |
| S1 |
1.2161 |
1.2161 |
1.2188 |
1.2145 |
| S2 |
1.2128 |
1.2128 |
1.2183 |
|
| S3 |
1.2067 |
1.2100 |
1.2177 |
|
| S4 |
1.2006 |
1.2039 |
1.2160 |
|
|
| 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 |
1.2242 |
1.2128 |
0.0114 |
0.9% |
0.0055 |
0.5% |
58% |
False |
False |
168,340 |
| 10 |
1.2279 |
1.2128 |
0.0151 |
1.2% |
0.0062 |
0.5% |
44% |
False |
False |
89,434 |
| 20 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0064 |
0.5% |
54% |
False |
False |
45,742 |
| 40 |
1.2293 |
1.1981 |
0.0312 |
2.6% |
0.0065 |
0.5% |
68% |
False |
False |
23,233 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0064 |
0.5% |
82% |
False |
False |
15,602 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
82% |
False |
False |
11,768 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
82% |
False |
False |
9,435 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
67% |
False |
False |
7,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2477 |
|
2.618 |
1.2377 |
|
1.618 |
1.2316 |
|
1.000 |
1.2279 |
|
0.618 |
1.2255 |
|
HIGH |
1.2218 |
|
0.618 |
1.2194 |
|
0.500 |
1.2187 |
|
0.382 |
1.2180 |
|
LOW |
1.2157 |
|
0.618 |
1.2119 |
|
1.000 |
1.2096 |
|
1.618 |
1.2058 |
|
2.618 |
1.1997 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2199 |
| PP |
1.2189 |
1.2197 |
| S1 |
1.2187 |
1.2196 |
|