CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2130 |
-0.0067 |
-0.5% |
1.2189 |
| High |
1.2215 |
1.2152 |
-0.0063 |
-0.5% |
1.2242 |
| Low |
1.2115 |
1.2116 |
0.0002 |
0.0% |
1.2115 |
| Close |
1.2124 |
1.2140 |
0.0016 |
0.1% |
1.2124 |
| Range |
0.0101 |
0.0036 |
-0.0065 |
-64.2% |
0.0127 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
247,680 |
121,810 |
-125,870 |
-50.8% |
1,077,673 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2244 |
1.2228 |
1.2159 |
|
| R3 |
1.2208 |
1.2192 |
1.2149 |
|
| R2 |
1.2172 |
1.2172 |
1.2146 |
|
| R1 |
1.2156 |
1.2156 |
1.2143 |
1.2164 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2140 |
| S1 |
1.2120 |
1.2120 |
1.2136 |
1.2128 |
| S2 |
1.2100 |
1.2100 |
1.2133 |
|
| S3 |
1.2064 |
1.2084 |
1.2130 |
|
| S4 |
1.2028 |
1.2048 |
1.2120 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2460 |
1.2194 |
|
| R3 |
1.2414 |
1.2333 |
1.2159 |
|
| R2 |
1.2287 |
1.2287 |
1.2147 |
|
| R1 |
1.2206 |
1.2206 |
1.2136 |
1.2183 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2149 |
| S1 |
1.2079 |
1.2079 |
1.2112 |
1.2056 |
| S2 |
1.2033 |
1.2033 |
1.2101 |
|
| S3 |
1.1906 |
1.1952 |
1.2089 |
|
| S4 |
1.1779 |
1.1825 |
1.2054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2115 |
0.0127 |
1.0% |
0.0055 |
0.5% |
20% |
False |
False |
231,065 |
| 10 |
1.2279 |
1.2115 |
0.0164 |
1.4% |
0.0064 |
0.5% |
15% |
False |
False |
125,436 |
| 20 |
1.2293 |
1.2115 |
0.0178 |
1.5% |
0.0065 |
0.5% |
14% |
False |
False |
64,066 |
| 40 |
1.2293 |
1.1981 |
0.0312 |
2.6% |
0.0067 |
0.5% |
51% |
False |
False |
32,454 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0064 |
0.5% |
72% |
False |
False |
21,754 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0066 |
0.5% |
72% |
False |
False |
16,373 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
72% |
False |
False |
13,129 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
59% |
False |
False |
10,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2305 |
|
2.618 |
1.2246 |
|
1.618 |
1.2210 |
|
1.000 |
1.2188 |
|
0.618 |
1.2174 |
|
HIGH |
1.2152 |
|
0.618 |
1.2138 |
|
0.500 |
1.2134 |
|
0.382 |
1.2130 |
|
LOW |
1.2116 |
|
0.618 |
1.2094 |
|
1.000 |
1.2080 |
|
1.618 |
1.2058 |
|
2.618 |
1.2022 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2166 |
| PP |
1.2136 |
1.2157 |
| S1 |
1.2134 |
1.2148 |
|