CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2142 |
0.0012 |
0.1% |
1.2189 |
| High |
1.2152 |
1.2169 |
0.0017 |
0.1% |
1.2242 |
| Low |
1.2116 |
1.2122 |
0.0006 |
0.0% |
1.2115 |
| Close |
1.2140 |
1.2147 |
0.0007 |
0.1% |
1.2124 |
| Range |
0.0036 |
0.0047 |
0.0011 |
30.6% |
0.0127 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
121,810 |
126,315 |
4,505 |
3.7% |
1,077,673 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2264 |
1.2172 |
|
| R3 |
1.2240 |
1.2217 |
1.2159 |
|
| R2 |
1.2193 |
1.2193 |
1.2155 |
|
| R1 |
1.2170 |
1.2170 |
1.2151 |
1.2181 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2152 |
| S1 |
1.2123 |
1.2123 |
1.2142 |
1.2134 |
| S2 |
1.2099 |
1.2099 |
1.2138 |
|
| S3 |
1.2052 |
1.2076 |
1.2134 |
|
| S4 |
1.2005 |
1.2029 |
1.2121 |
|
|
| 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% |
0.0058 |
0.5% |
25% |
False |
False |
236,295 |
| 10 |
1.2251 |
1.2115 |
0.0136 |
1.1% |
0.0062 |
0.5% |
24% |
False |
False |
137,524 |
| 20 |
1.2293 |
1.2115 |
0.0178 |
1.5% |
0.0065 |
0.5% |
18% |
False |
False |
70,358 |
| 40 |
1.2293 |
1.2019 |
0.0274 |
2.3% |
0.0065 |
0.5% |
47% |
False |
False |
35,604 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0063 |
0.5% |
73% |
False |
False |
23,857 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
73% |
False |
False |
17,951 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
73% |
False |
False |
14,392 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
60% |
False |
False |
11,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2369 |
|
2.618 |
1.2292 |
|
1.618 |
1.2245 |
|
1.000 |
1.2216 |
|
0.618 |
1.2198 |
|
HIGH |
1.2169 |
|
0.618 |
1.2151 |
|
0.500 |
1.2146 |
|
0.382 |
1.2140 |
|
LOW |
1.2122 |
|
0.618 |
1.2093 |
|
1.000 |
1.2075 |
|
1.618 |
1.2046 |
|
2.618 |
1.1999 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2146 |
1.2165 |
| PP |
1.2146 |
1.2159 |
| S1 |
1.2146 |
1.2153 |
|