CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1914 |
1.1960 |
0.0046 |
0.4% |
1.2144 |
| High |
1.1963 |
1.1993 |
0.0030 |
0.2% |
1.2190 |
| Low |
1.1890 |
1.1923 |
0.0033 |
0.3% |
1.1891 |
| Close |
1.1952 |
1.1978 |
0.0026 |
0.2% |
1.1914 |
| Range |
0.0073 |
0.0070 |
-0.0004 |
-4.8% |
0.0299 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
387 |
401 |
14 |
3.6% |
3,949 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2173 |
1.2145 |
1.2016 |
|
| R3 |
1.2104 |
1.2076 |
1.1997 |
|
| R2 |
1.2034 |
1.2034 |
1.1991 |
|
| R1 |
1.2006 |
1.2006 |
1.1984 |
1.2020 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1972 |
| S1 |
1.1937 |
1.1937 |
1.1972 |
1.1951 |
| S2 |
1.1895 |
1.1895 |
1.1965 |
|
| S3 |
1.1826 |
1.1867 |
1.1959 |
|
| S4 |
1.1756 |
1.1798 |
1.1940 |
|
|
| 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 |
1.2177 |
1.1890 |
0.0287 |
2.4% |
0.0094 |
0.8% |
31% |
False |
False |
824 |
| 10 |
1.2262 |
1.1890 |
0.0372 |
3.1% |
0.0074 |
0.6% |
24% |
False |
False |
796 |
| 20 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0068 |
0.6% |
21% |
False |
False |
552 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0065 |
0.5% |
21% |
False |
False |
361 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0062 |
0.5% |
38% |
False |
False |
260 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0062 |
0.5% |
38% |
False |
False |
205 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
38% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2288 |
|
2.618 |
1.2174 |
|
1.618 |
1.2105 |
|
1.000 |
1.2062 |
|
0.618 |
1.2035 |
|
HIGH |
1.1993 |
|
0.618 |
1.1966 |
|
0.500 |
1.1958 |
|
0.382 |
1.1950 |
|
LOW |
1.1923 |
|
0.618 |
1.1880 |
|
1.000 |
1.1854 |
|
1.618 |
1.1811 |
|
2.618 |
1.1741 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1971 |
1.1966 |
| PP |
1.1965 |
1.1954 |
| S1 |
1.1958 |
1.1941 |
|