CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1937 |
1.1961 |
0.0025 |
0.2% |
1.2130 |
| High |
1.1973 |
1.1990 |
0.0018 |
0.1% |
1.2169 |
| Low |
1.1901 |
1.1931 |
0.0030 |
0.3% |
1.1867 |
| Close |
1.1956 |
1.1949 |
-0.0008 |
-0.1% |
1.1892 |
| Range |
0.0072 |
0.0060 |
-0.0013 |
-17.4% |
0.0302 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
161,650 |
157,596 |
-4,054 |
-2.5% |
986,787 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2101 |
1.1981 |
|
| R3 |
1.2075 |
1.2042 |
1.1965 |
|
| R2 |
1.2016 |
1.2016 |
1.1959 |
|
| R1 |
1.1982 |
1.1982 |
1.1954 |
1.1969 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1950 |
| S1 |
1.1923 |
1.1923 |
1.1943 |
1.1910 |
| S2 |
1.1897 |
1.1897 |
1.1938 |
|
| S3 |
1.1837 |
1.1863 |
1.1932 |
|
| S4 |
1.1778 |
1.1804 |
1.1916 |
|
|
| 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 |
1.2027 |
1.1867 |
0.0160 |
1.3% |
0.0080 |
0.7% |
51% |
False |
False |
211,592 |
| 10 |
1.2218 |
1.1867 |
0.0351 |
2.9% |
0.0078 |
0.7% |
23% |
False |
False |
209,678 |
| 20 |
1.2289 |
1.1867 |
0.0422 |
3.5% |
0.0071 |
0.6% |
19% |
False |
False |
132,934 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0070 |
0.6% |
19% |
False |
False |
67,116 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0067 |
0.6% |
37% |
False |
False |
44,875 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0067 |
0.6% |
37% |
False |
False |
33,742 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
37% |
False |
False |
27,027 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
30% |
False |
False |
22,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2243 |
|
2.618 |
1.2146 |
|
1.618 |
1.2086 |
|
1.000 |
1.2050 |
|
0.618 |
1.2027 |
|
HIGH |
1.1990 |
|
0.618 |
1.1967 |
|
0.500 |
1.1960 |
|
0.382 |
1.1953 |
|
LOW |
1.1931 |
|
0.618 |
1.1894 |
|
1.000 |
1.1871 |
|
1.618 |
1.1834 |
|
2.618 |
1.1775 |
|
4.250 |
1.1678 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1942 |
| PP |
1.1956 |
1.1935 |
| S1 |
1.1952 |
1.1929 |
|