CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2262 |
1.2254 |
-0.0008 |
-0.1% |
1.2221 |
| High |
1.2271 |
1.2254 |
-0.0017 |
-0.1% |
1.2314 |
| Low |
1.2209 |
1.2164 |
-0.0045 |
-0.4% |
1.2179 |
| Close |
1.2258 |
1.2171 |
-0.0087 |
-0.7% |
1.2247 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.2% |
0.0135 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
| Volume |
94 |
64 |
-30 |
-31.9% |
2,438 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2466 |
1.2409 |
1.2221 |
|
| R3 |
1.2376 |
1.2319 |
1.2196 |
|
| R2 |
1.2286 |
1.2286 |
1.2188 |
|
| R1 |
1.2229 |
1.2229 |
1.2179 |
1.2213 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2188 |
| S1 |
1.2139 |
1.2139 |
1.2163 |
1.2123 |
| S2 |
1.2106 |
1.2106 |
1.2155 |
|
| S3 |
1.2016 |
1.2049 |
1.2146 |
|
| S4 |
1.1926 |
1.1959 |
1.2122 |
|
|
| 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 |
1.2299 |
1.2164 |
0.0135 |
1.1% |
0.0066 |
0.5% |
5% |
False |
True |
119 |
| 10 |
1.2314 |
1.2164 |
0.0150 |
1.2% |
0.0065 |
0.5% |
5% |
False |
True |
307 |
| 20 |
1.2314 |
1.2049 |
0.0266 |
2.2% |
0.0068 |
0.6% |
46% |
False |
False |
240 |
| 40 |
1.2314 |
1.1927 |
0.0388 |
3.2% |
0.0060 |
0.5% |
63% |
False |
False |
175 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0058 |
0.5% |
74% |
False |
False |
129 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
73% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2637 |
|
2.618 |
1.2490 |
|
1.618 |
1.2400 |
|
1.000 |
1.2344 |
|
0.618 |
1.2310 |
|
HIGH |
1.2254 |
|
0.618 |
1.2220 |
|
0.500 |
1.2209 |
|
0.382 |
1.2198 |
|
LOW |
1.2164 |
|
0.618 |
1.2108 |
|
1.000 |
1.2074 |
|
1.618 |
1.2018 |
|
2.618 |
1.1928 |
|
4.250 |
1.1782 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2231 |
| PP |
1.2196 |
1.2211 |
| S1 |
1.2184 |
1.2191 |
|