CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2173 |
1.2036 |
-0.0138 |
-1.1% |
1.2198 |
| High |
1.2177 |
1.2048 |
-0.0129 |
-1.1% |
1.2262 |
| Low |
1.2039 |
1.1935 |
-0.0104 |
-0.9% |
1.2137 |
| Close |
1.2061 |
1.1953 |
-0.0108 |
-0.9% |
1.2145 |
| Range |
0.0138 |
0.0114 |
-0.0025 |
-17.8% |
0.0125 |
| ATR |
0.0066 |
0.0071 |
0.0004 |
6.5% |
0.0000 |
| Volume |
319 |
2,721 |
2,402 |
753.0% |
3,441 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2319 |
1.2250 |
1.2015 |
|
| R3 |
1.2206 |
1.2136 |
1.1984 |
|
| R2 |
1.2092 |
1.2092 |
1.1974 |
|
| R1 |
1.2023 |
1.2023 |
1.1963 |
1.2001 |
| PP |
1.1979 |
1.1979 |
1.1979 |
1.1968 |
| S1 |
1.1909 |
1.1909 |
1.1943 |
1.1887 |
| S2 |
1.1865 |
1.1865 |
1.1932 |
|
| S3 |
1.1752 |
1.1796 |
1.1922 |
|
| S4 |
1.1638 |
1.1682 |
1.1891 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2476 |
1.2214 |
|
| R3 |
1.2431 |
1.2351 |
1.2179 |
|
| R2 |
1.2306 |
1.2306 |
1.2168 |
|
| R1 |
1.2226 |
1.2226 |
1.2156 |
1.2203 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2170 |
| S1 |
1.2101 |
1.2101 |
1.2134 |
1.2078 |
| S2 |
1.2056 |
1.2056 |
1.2122 |
|
| S3 |
1.1931 |
1.1976 |
1.2111 |
|
| S4 |
1.1806 |
1.1851 |
1.2076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2234 |
1.1935 |
0.0299 |
2.5% |
0.0086 |
0.7% |
6% |
False |
True |
787 |
| 10 |
1.2262 |
1.1935 |
0.0327 |
2.7% |
0.0068 |
0.6% |
6% |
False |
True |
735 |
| 20 |
1.2314 |
1.1935 |
0.0380 |
3.2% |
0.0067 |
0.6% |
5% |
False |
True |
521 |
| 40 |
1.2314 |
1.1935 |
0.0380 |
3.2% |
0.0064 |
0.5% |
5% |
False |
True |
343 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0059 |
0.5% |
33% |
False |
False |
243 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0061 |
0.5% |
33% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2530 |
|
2.618 |
1.2345 |
|
1.618 |
1.2232 |
|
1.000 |
1.2162 |
|
0.618 |
1.2118 |
|
HIGH |
1.2048 |
|
0.618 |
1.2005 |
|
0.500 |
1.1991 |
|
0.382 |
1.1978 |
|
LOW |
1.1935 |
|
0.618 |
1.1864 |
|
1.000 |
1.1821 |
|
1.618 |
1.1751 |
|
2.618 |
1.1637 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1991 |
1.2062 |
| PP |
1.1979 |
1.2026 |
| S1 |
1.1966 |
1.1989 |
|