CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1956 |
1.1944 |
-0.0013 |
-0.1% |
1.1882 |
| High |
1.1964 |
1.1948 |
-0.0016 |
-0.1% |
1.1995 |
| Low |
1.1921 |
1.1896 |
-0.0026 |
-0.2% |
1.1868 |
| Close |
1.1942 |
1.1920 |
-0.0022 |
-0.2% |
1.1950 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.5% |
0.0127 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
144,136 |
143,431 |
-705 |
-0.5% |
771,361 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2052 |
1.1949 |
|
| R3 |
1.2026 |
1.1999 |
1.1934 |
|
| R2 |
1.1974 |
1.1974 |
1.1930 |
|
| R1 |
1.1947 |
1.1947 |
1.1925 |
1.1934 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1915 |
| S1 |
1.1894 |
1.1894 |
1.1915 |
1.1882 |
| S2 |
1.1869 |
1.1869 |
1.1910 |
|
| S3 |
1.1816 |
1.1842 |
1.1906 |
|
| S4 |
1.1764 |
1.1789 |
1.1891 |
|
|
| 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 |
1.1896 |
0.0099 |
0.8% |
0.0049 |
0.4% |
25% |
False |
True |
138,271 |
| 10 |
1.2156 |
1.1867 |
0.0289 |
2.4% |
0.0072 |
0.6% |
18% |
False |
False |
179,759 |
| 20 |
1.2251 |
1.1867 |
0.0384 |
3.2% |
0.0067 |
0.6% |
14% |
False |
False |
158,641 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0067 |
0.6% |
12% |
False |
False |
80,379 |
| 60 |
1.2293 |
1.1836 |
0.0457 |
3.8% |
0.0065 |
0.5% |
18% |
False |
False |
53,743 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
32% |
False |
False |
40,396 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
32% |
False |
False |
32,361 |
| 120 |
1.2406 |
1.1746 |
0.0660 |
5.5% |
0.0065 |
0.5% |
26% |
False |
False |
26,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2171 |
|
2.618 |
1.2085 |
|
1.618 |
1.2033 |
|
1.000 |
1.2001 |
|
0.618 |
1.1980 |
|
HIGH |
1.1948 |
|
0.618 |
1.1928 |
|
0.500 |
1.1922 |
|
0.382 |
1.1916 |
|
LOW |
1.1896 |
|
0.618 |
1.1863 |
|
1.000 |
1.1843 |
|
1.618 |
1.1811 |
|
2.618 |
1.1758 |
|
4.250 |
1.1672 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.1945 |
| PP |
1.1921 |
1.1937 |
| S1 |
1.1921 |
1.1928 |
|