CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2223 |
1.2213 |
-0.0010 |
-0.1% |
1.2231 |
| High |
1.2262 |
1.2236 |
-0.0026 |
-0.2% |
1.2299 |
| Low |
1.2219 |
1.2188 |
-0.0031 |
-0.3% |
1.2149 |
| Close |
1.2224 |
1.2215 |
-0.0009 |
-0.1% |
1.2210 |
| Range |
0.0043 |
0.0049 |
0.0006 |
12.8% |
0.0150 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,402 |
1,545 |
143 |
10.2% |
534 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2335 |
1.2242 |
|
| R3 |
1.2310 |
1.2287 |
1.2228 |
|
| R2 |
1.2261 |
1.2261 |
1.2224 |
|
| R1 |
1.2238 |
1.2238 |
1.2219 |
1.2250 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2219 |
| S1 |
1.2190 |
1.2190 |
1.2211 |
1.2201 |
| S2 |
1.2164 |
1.2164 |
1.2206 |
|
| S3 |
1.2116 |
1.2141 |
1.2202 |
|
| S4 |
1.2067 |
1.2093 |
1.2188 |
|
|
| 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 |
1.2262 |
1.2149 |
0.0113 |
0.9% |
0.0050 |
0.4% |
59% |
False |
False |
684 |
| 10 |
1.2299 |
1.2149 |
0.0150 |
1.2% |
0.0058 |
0.5% |
44% |
False |
False |
401 |
| 20 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0062 |
0.5% |
53% |
False |
False |
369 |
| 40 |
1.2314 |
1.2005 |
0.0310 |
2.5% |
0.0060 |
0.5% |
68% |
False |
False |
252 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
82% |
False |
False |
181 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
81% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2442 |
|
2.618 |
1.2363 |
|
1.618 |
1.2314 |
|
1.000 |
1.2285 |
|
0.618 |
1.2266 |
|
HIGH |
1.2236 |
|
0.618 |
1.2217 |
|
0.500 |
1.2212 |
|
0.382 |
1.2206 |
|
LOW |
1.2188 |
|
0.618 |
1.2158 |
|
1.000 |
1.2139 |
|
1.618 |
1.2109 |
|
2.618 |
1.2061 |
|
4.250 |
1.1981 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2225 |
| PP |
1.2213 |
1.2221 |
| S1 |
1.2212 |
1.2218 |
|