CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.1882 |
-0.0044 |
-0.4% |
1.2130 |
| High |
1.1945 |
1.1942 |
-0.0003 |
0.0% |
1.2169 |
| Low |
1.1867 |
1.1868 |
0.0001 |
0.0% |
1.1867 |
| Close |
1.1892 |
1.1930 |
0.0038 |
0.3% |
1.1892 |
| Range |
0.0078 |
0.0075 |
-0.0004 |
-4.5% |
0.0302 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
226,244 |
205,921 |
-20,323 |
-9.0% |
986,787 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2137 |
1.2108 |
1.1970 |
|
| R3 |
1.2062 |
1.2033 |
1.1950 |
|
| R2 |
1.1988 |
1.1988 |
1.1943 |
|
| R1 |
1.1959 |
1.1959 |
1.1936 |
1.1973 |
| PP |
1.1913 |
1.1913 |
1.1913 |
1.1920 |
| S1 |
1.1884 |
1.1884 |
1.1923 |
1.1899 |
| S2 |
1.1839 |
1.1839 |
1.1916 |
|
| S3 |
1.1764 |
1.1810 |
1.1909 |
|
| S4 |
1.1690 |
1.1735 |
1.1889 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2689 |
1.2058 |
|
| R3 |
1.2580 |
1.2387 |
1.1975 |
|
| R2 |
1.2278 |
1.2278 |
1.1947 |
|
| R1 |
1.2085 |
1.2085 |
1.1920 |
1.2031 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1949 |
| S1 |
1.1783 |
1.1783 |
1.1864 |
1.1729 |
| S2 |
1.1674 |
1.1674 |
1.1837 |
|
| S3 |
1.1372 |
1.1481 |
1.1809 |
|
| S4 |
1.1070 |
1.1179 |
1.1726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2169 |
1.1867 |
0.0302 |
2.5% |
0.0091 |
0.8% |
21% |
False |
False |
214,179 |
| 10 |
1.2242 |
1.1867 |
0.0375 |
3.1% |
0.0073 |
0.6% |
17% |
False |
False |
222,622 |
| 20 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0070 |
0.6% |
15% |
False |
False |
117,285 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0069 |
0.6% |
15% |
False |
False |
59,163 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
34% |
False |
False |
39,568 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0067 |
0.6% |
34% |
False |
False |
29,755 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
33% |
False |
False |
23,835 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
27% |
False |
False |
19,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2259 |
|
2.618 |
1.2137 |
|
1.618 |
1.2063 |
|
1.000 |
1.2017 |
|
0.618 |
1.1988 |
|
HIGH |
1.1942 |
|
0.618 |
1.1914 |
|
0.500 |
1.1905 |
|
0.382 |
1.1896 |
|
LOW |
1.1868 |
|
0.618 |
1.1821 |
|
1.000 |
1.1793 |
|
1.618 |
1.1747 |
|
2.618 |
1.1672 |
|
4.250 |
1.1551 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1921 |
1.1947 |
| PP |
1.1913 |
1.1941 |
| S1 |
1.1905 |
1.1935 |
|