CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2173 |
1.2198 |
0.0025 |
0.2% |
1.2231 |
| High |
1.2230 |
1.2247 |
0.0017 |
0.1% |
1.2299 |
| Low |
1.2149 |
1.2190 |
0.0041 |
0.3% |
1.2149 |
| Close |
1.2210 |
1.2240 |
0.0030 |
0.2% |
1.2210 |
| Range |
0.0081 |
0.0057 |
-0.0025 |
-30.2% |
0.0150 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
261 |
137 |
-124 |
-47.5% |
534 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2374 |
1.2271 |
|
| R3 |
1.2339 |
1.2318 |
1.2256 |
|
| R2 |
1.2282 |
1.2282 |
1.2250 |
|
| R1 |
1.2261 |
1.2261 |
1.2245 |
1.2272 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2231 |
| S1 |
1.2205 |
1.2205 |
1.2235 |
1.2215 |
| S2 |
1.2169 |
1.2169 |
1.2230 |
|
| S3 |
1.2113 |
1.2148 |
1.2224 |
|
| S4 |
1.2056 |
1.2092 |
1.2209 |
|
|
| 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% |
0.0072 |
0.6% |
61% |
False |
False |
134 |
| 10 |
1.2314 |
1.2149 |
0.0165 |
1.3% |
0.0066 |
0.5% |
55% |
False |
False |
310 |
| 20 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0065 |
0.5% |
65% |
False |
False |
248 |
| 40 |
1.2314 |
1.1936 |
0.0378 |
3.1% |
0.0060 |
0.5% |
80% |
False |
False |
178 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0059 |
0.5% |
86% |
False |
False |
132 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
86% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2487 |
|
2.618 |
1.2394 |
|
1.618 |
1.2338 |
|
1.000 |
1.2303 |
|
0.618 |
1.2281 |
|
HIGH |
1.2247 |
|
0.618 |
1.2225 |
|
0.500 |
1.2218 |
|
0.382 |
1.2212 |
|
LOW |
1.2190 |
|
0.618 |
1.2155 |
|
1.000 |
1.2134 |
|
1.618 |
1.2099 |
|
2.618 |
1.2042 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2233 |
1.2227 |
| PP |
1.2226 |
1.2214 |
| S1 |
1.2218 |
1.2202 |
|