CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1960 |
1.1982 |
0.0022 |
0.2% |
1.2144 |
| High |
1.1993 |
1.2010 |
0.0018 |
0.1% |
1.2190 |
| Low |
1.1923 |
1.1954 |
0.0031 |
0.3% |
1.1891 |
| Close |
1.1978 |
1.1970 |
-0.0008 |
-0.1% |
1.1914 |
| Range |
0.0070 |
0.0057 |
-0.0013 |
-18.7% |
0.0299 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
401 |
2,035 |
1,634 |
407.5% |
3,949 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2147 |
1.2115 |
1.2001 |
|
| R3 |
1.2091 |
1.2059 |
1.1986 |
|
| R2 |
1.2034 |
1.2034 |
1.1980 |
|
| R1 |
1.2002 |
1.2002 |
1.1975 |
1.1990 |
| PP |
1.1978 |
1.1978 |
1.1978 |
1.1972 |
| S1 |
1.1946 |
1.1946 |
1.1965 |
1.1934 |
| S2 |
1.1921 |
1.1921 |
1.1960 |
|
| S3 |
1.1865 |
1.1889 |
1.1954 |
|
| S4 |
1.1808 |
1.1833 |
1.1939 |
|
|
| 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 |
1.2048 |
1.1890 |
0.0158 |
1.3% |
0.0078 |
0.6% |
51% |
False |
False |
1,167 |
| 10 |
1.2236 |
1.1890 |
0.0346 |
2.9% |
0.0075 |
0.6% |
23% |
False |
False |
859 |
| 20 |
1.2310 |
1.1890 |
0.0420 |
3.5% |
0.0068 |
0.6% |
19% |
False |
False |
573 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0066 |
0.5% |
19% |
False |
False |
402 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0062 |
0.5% |
37% |
False |
False |
293 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0061 |
0.5% |
37% |
False |
False |
230 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
36% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2250 |
|
2.618 |
1.2158 |
|
1.618 |
1.2101 |
|
1.000 |
1.2067 |
|
0.618 |
1.2045 |
|
HIGH |
1.2010 |
|
0.618 |
1.1988 |
|
0.500 |
1.1982 |
|
0.382 |
1.1975 |
|
LOW |
1.1954 |
|
0.618 |
1.1919 |
|
1.000 |
1.1897 |
|
1.618 |
1.1862 |
|
2.618 |
1.1806 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1982 |
1.1963 |
| PP |
1.1978 |
1.1957 |
| S1 |
1.1974 |
1.1950 |
|