CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2231 |
1.2262 |
0.0031 |
0.2% |
1.2221 |
| High |
1.2299 |
1.2271 |
-0.0028 |
-0.2% |
1.2314 |
| Low |
1.2231 |
1.2209 |
-0.0022 |
-0.2% |
1.2179 |
| Close |
1.2275 |
1.2258 |
-0.0017 |
-0.1% |
1.2247 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0135 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
115 |
94 |
-21 |
-18.3% |
2,438 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2432 |
1.2407 |
1.2292 |
|
| R3 |
1.2370 |
1.2345 |
1.2275 |
|
| R2 |
1.2308 |
1.2308 |
1.2269 |
|
| R1 |
1.2283 |
1.2283 |
1.2263 |
1.2264 |
| PP |
1.2246 |
1.2246 |
1.2246 |
1.2236 |
| S1 |
1.2221 |
1.2221 |
1.2252 |
1.2202 |
| S2 |
1.2184 |
1.2184 |
1.2246 |
|
| S3 |
1.2122 |
1.2159 |
1.2240 |
|
| S4 |
1.2060 |
1.2097 |
1.2223 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2652 |
1.2584 |
1.2321 |
|
| R3 |
1.2517 |
1.2449 |
1.2284 |
|
| R2 |
1.2382 |
1.2382 |
1.2272 |
|
| R1 |
1.2314 |
1.2314 |
1.2259 |
1.2348 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2264 |
| S1 |
1.2179 |
1.2179 |
1.2235 |
1.2213 |
| S2 |
1.2112 |
1.2112 |
1.2222 |
|
| S3 |
1.1977 |
1.2044 |
1.2210 |
|
| S4 |
1.1842 |
1.1909 |
1.2173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2310 |
1.2179 |
0.0131 |
1.1% |
0.0064 |
0.5% |
60% |
False |
False |
187 |
| 10 |
1.2314 |
1.2179 |
0.0135 |
1.1% |
0.0065 |
0.5% |
58% |
False |
False |
323 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0065 |
0.5% |
79% |
False |
False |
238 |
| 40 |
1.2314 |
1.1927 |
0.0388 |
3.2% |
0.0059 |
0.5% |
85% |
False |
False |
174 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
90% |
False |
False |
128 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
89% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2534 |
|
2.618 |
1.2433 |
|
1.618 |
1.2371 |
|
1.000 |
1.2333 |
|
0.618 |
1.2309 |
|
HIGH |
1.2271 |
|
0.618 |
1.2247 |
|
0.500 |
1.2240 |
|
0.382 |
1.2232 |
|
LOW |
1.2209 |
|
0.618 |
1.2170 |
|
1.000 |
1.2147 |
|
1.618 |
1.2108 |
|
2.618 |
1.2046 |
|
4.250 |
1.1945 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2251 |
| PP |
1.2246 |
1.2245 |
| S1 |
1.2240 |
1.2239 |
|