CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2254 |
1.2173 |
-0.0081 |
-0.7% |
1.2231 |
| High |
1.2254 |
1.2230 |
-0.0024 |
-0.2% |
1.2299 |
| Low |
1.2164 |
1.2149 |
-0.0015 |
-0.1% |
1.2149 |
| Close |
1.2171 |
1.2210 |
0.0039 |
0.3% |
1.2210 |
| Range |
0.0090 |
0.0081 |
-0.0009 |
-10.0% |
0.0150 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.6% |
0.0000 |
| Volume |
64 |
261 |
197 |
307.8% |
534 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2439 |
1.2406 |
1.2255 |
|
| R3 |
1.2358 |
1.2325 |
1.2232 |
|
| R2 |
1.2277 |
1.2277 |
1.2225 |
|
| R1 |
1.2244 |
1.2244 |
1.2217 |
1.2261 |
| PP |
1.2196 |
1.2196 |
1.2196 |
1.2205 |
| S1 |
1.2163 |
1.2163 |
1.2203 |
1.2180 |
| S2 |
1.2115 |
1.2115 |
1.2195 |
|
| S3 |
1.2034 |
1.2082 |
1.2188 |
|
| S4 |
1.1953 |
1.2001 |
1.2165 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2668 |
1.2588 |
1.2292 |
|
| R3 |
1.2518 |
1.2439 |
1.2251 |
|
| R2 |
1.2369 |
1.2369 |
1.2237 |
|
| R1 |
1.2289 |
1.2289 |
1.2224 |
1.2254 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2202 |
| S1 |
1.2140 |
1.2140 |
1.2196 |
1.2105 |
| S2 |
1.2070 |
1.2070 |
1.2183 |
|
| S3 |
1.1920 |
1.1990 |
1.2169 |
|
| S4 |
1.1771 |
1.1841 |
1.2128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2299 |
1.2149 |
0.0150 |
1.2% |
0.0075 |
0.6% |
41% |
False |
True |
132 |
| 10 |
1.2314 |
1.2149 |
0.0165 |
1.4% |
0.0068 |
0.6% |
37% |
False |
True |
322 |
| 20 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0068 |
0.6% |
51% |
False |
False |
245 |
| 40 |
1.2314 |
1.1935 |
0.0380 |
3.1% |
0.0060 |
0.5% |
73% |
False |
False |
177 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
81% |
False |
False |
130 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0058 |
0.5% |
80% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2574 |
|
2.618 |
1.2442 |
|
1.618 |
1.2361 |
|
1.000 |
1.2311 |
|
0.618 |
1.2280 |
|
HIGH |
1.2230 |
|
0.618 |
1.2199 |
|
0.500 |
1.2190 |
|
0.382 |
1.2180 |
|
LOW |
1.2149 |
|
0.618 |
1.2099 |
|
1.000 |
1.2068 |
|
1.618 |
1.2018 |
|
2.618 |
1.1937 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2203 |
1.2210 |
| PP |
1.2196 |
1.2210 |
| S1 |
1.2190 |
1.2210 |
|