CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2036 |
1.1953 |
-0.0083 |
-0.7% |
1.2144 |
| High |
1.2048 |
1.1966 |
-0.0082 |
-0.7% |
1.2190 |
| Low |
1.1935 |
1.1891 |
-0.0044 |
-0.4% |
1.1891 |
| Close |
1.1953 |
1.1914 |
-0.0039 |
-0.3% |
1.1914 |
| Range |
0.0114 |
0.0075 |
-0.0039 |
-33.9% |
0.0299 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2,721 |
294 |
-2,427 |
-89.2% |
3,949 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2149 |
1.2106 |
1.1955 |
|
| R3 |
1.2074 |
1.2031 |
1.1935 |
|
| R2 |
1.1999 |
1.1999 |
1.1928 |
|
| R1 |
1.1956 |
1.1956 |
1.1921 |
1.1940 |
| PP |
1.1924 |
1.1924 |
1.1924 |
1.1916 |
| S1 |
1.1881 |
1.1881 |
1.1907 |
1.1865 |
| S2 |
1.1849 |
1.1849 |
1.1900 |
|
| S3 |
1.1774 |
1.1806 |
1.1893 |
|
| S4 |
1.1699 |
1.1731 |
1.1873 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2702 |
1.2078 |
|
| R3 |
1.2595 |
1.2404 |
1.1996 |
|
| R2 |
1.2297 |
1.2297 |
1.1969 |
|
| R1 |
1.2105 |
1.2105 |
1.1941 |
1.2052 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.1971 |
| S1 |
1.1807 |
1.1807 |
1.1887 |
1.1753 |
| S2 |
1.1700 |
1.1700 |
1.1859 |
|
| S3 |
1.1401 |
1.1508 |
1.1832 |
|
| S4 |
1.1103 |
1.1210 |
1.1750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2190 |
1.1891 |
0.0299 |
2.5% |
0.0082 |
0.7% |
8% |
False |
True |
789 |
| 10 |
1.2262 |
1.1891 |
0.0371 |
3.1% |
0.0068 |
0.6% |
6% |
False |
True |
739 |
| 20 |
1.2314 |
1.1891 |
0.0423 |
3.6% |
0.0068 |
0.6% |
5% |
False |
True |
530 |
| 40 |
1.2314 |
1.1891 |
0.0423 |
3.6% |
0.0064 |
0.5% |
5% |
False |
True |
343 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
26% |
False |
False |
248 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0062 |
0.5% |
26% |
False |
False |
199 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
26% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2285 |
|
2.618 |
1.2162 |
|
1.618 |
1.2087 |
|
1.000 |
1.2041 |
|
0.618 |
1.2012 |
|
HIGH |
1.1966 |
|
0.618 |
1.1937 |
|
0.500 |
1.1929 |
|
0.382 |
1.1920 |
|
LOW |
1.1891 |
|
0.618 |
1.1845 |
|
1.000 |
1.1816 |
|
1.618 |
1.1770 |
|
2.618 |
1.1695 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1929 |
1.2034 |
| PP |
1.1924 |
1.1994 |
| S1 |
1.1919 |
1.1954 |
|