CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1947 |
1.1951 |
0.0004 |
0.0% |
1.1882 |
| High |
1.1976 |
1.1995 |
0.0019 |
0.2% |
1.1995 |
| Low |
1.1936 |
1.1945 |
0.0009 |
0.1% |
1.1868 |
| Close |
1.1950 |
1.1950 |
-0.0001 |
0.0% |
1.1950 |
| Range |
0.0040 |
0.0050 |
0.0010 |
25.3% |
0.0127 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
115,989 |
130,205 |
14,216 |
12.3% |
771,361 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2112 |
1.2080 |
1.1977 |
|
| R3 |
1.2062 |
1.2031 |
1.1963 |
|
| R2 |
1.2013 |
1.2013 |
1.1959 |
|
| R1 |
1.1981 |
1.1981 |
1.1954 |
1.1972 |
| PP |
1.1963 |
1.1963 |
1.1963 |
1.1959 |
| S1 |
1.1932 |
1.1932 |
1.1945 |
1.1923 |
| S2 |
1.1914 |
1.1914 |
1.1940 |
|
| S3 |
1.1864 |
1.1882 |
1.1936 |
|
| S4 |
1.1815 |
1.1833 |
1.1922 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2261 |
1.2019 |
|
| R3 |
1.2191 |
1.2134 |
1.1984 |
|
| R2 |
1.2064 |
1.2064 |
1.1973 |
|
| R1 |
1.2007 |
1.2007 |
1.1961 |
1.2036 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1952 |
| S1 |
1.1880 |
1.1880 |
1.1938 |
1.1909 |
| S2 |
1.1810 |
1.1810 |
1.1926 |
|
| S3 |
1.1683 |
1.1753 |
1.1915 |
|
| S4 |
1.1556 |
1.1626 |
1.1880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1868 |
0.0127 |
1.1% |
0.0059 |
0.5% |
65% |
True |
False |
154,272 |
| 10 |
1.2169 |
1.1867 |
0.0302 |
2.5% |
0.0071 |
0.6% |
27% |
False |
False |
175,814 |
| 20 |
1.2279 |
1.1867 |
0.0412 |
3.4% |
0.0070 |
0.6% |
20% |
False |
False |
144,706 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0069 |
0.6% |
19% |
False |
False |
73,238 |
| 60 |
1.2293 |
1.1754 |
0.0539 |
4.5% |
0.0066 |
0.6% |
36% |
False |
False |
48,963 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
37% |
False |
False |
36,818 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
37% |
False |
False |
29,486 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
30% |
False |
False |
24,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2124 |
|
1.618 |
1.2075 |
|
1.000 |
1.2044 |
|
0.618 |
1.2025 |
|
HIGH |
1.1995 |
|
0.618 |
1.1976 |
|
0.500 |
1.1970 |
|
0.382 |
1.1964 |
|
LOW |
1.1945 |
|
0.618 |
1.1914 |
|
1.000 |
1.1896 |
|
1.618 |
1.1865 |
|
2.618 |
1.1815 |
|
4.250 |
1.1735 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1970 |
1.1963 |
| PP |
1.1963 |
1.1958 |
| S1 |
1.1956 |
1.1954 |
|