CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 25-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2021 |
25-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1971 |
1.1973 |
0.0002 |
0.0% |
1.1914 |
| High |
1.1996 |
1.2016 |
0.0020 |
0.2% |
1.2016 |
| Low |
1.1959 |
1.1968 |
0.0010 |
0.1% |
1.1890 |
| Close |
1.1972 |
1.1972 |
0.0000 |
0.0% |
1.1972 |
| Range |
0.0038 |
0.0048 |
0.0010 |
26.7% |
0.0126 |
| ATR |
0.0068 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,150 |
803 |
-347 |
-30.2% |
4,776 |
|
| Daily Pivots for day following 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2128 |
1.2097 |
1.1998 |
|
| R3 |
1.2080 |
1.2050 |
1.1985 |
|
| R2 |
1.2033 |
1.2033 |
1.1980 |
|
| R1 |
1.2002 |
1.2002 |
1.1976 |
1.1994 |
| PP |
1.1985 |
1.1985 |
1.1985 |
1.1981 |
| S1 |
1.1955 |
1.1955 |
1.1967 |
1.1946 |
| S2 |
1.1938 |
1.1938 |
1.1963 |
|
| S3 |
1.1890 |
1.1907 |
1.1958 |
|
| S4 |
1.1843 |
1.1860 |
1.1945 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2279 |
1.2041 |
|
| R3 |
1.2210 |
1.2154 |
1.2006 |
|
| R2 |
1.2085 |
1.2085 |
1.1995 |
|
| R1 |
1.2028 |
1.2028 |
1.1983 |
1.2056 |
| PP |
1.1959 |
1.1959 |
1.1959 |
1.1973 |
| S1 |
1.1903 |
1.1903 |
1.1960 |
1.1931 |
| S2 |
1.1834 |
1.1834 |
1.1948 |
|
| S3 |
1.1708 |
1.1777 |
1.1937 |
|
| S4 |
1.1583 |
1.1652 |
1.1902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2016 |
1.1890 |
0.0126 |
1.0% |
0.0057 |
0.5% |
65% |
True |
False |
955 |
| 10 |
1.2190 |
1.1890 |
0.0300 |
2.5% |
0.0069 |
0.6% |
27% |
False |
False |
872 |
| 20 |
1.2299 |
1.1890 |
0.0409 |
3.4% |
0.0067 |
0.6% |
20% |
False |
False |
641 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0065 |
0.5% |
19% |
False |
False |
437 |
| 60 |
1.2314 |
1.1780 |
0.0535 |
4.5% |
0.0062 |
0.5% |
36% |
False |
False |
324 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0060 |
0.5% |
37% |
False |
False |
254 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
37% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2217 |
|
2.618 |
1.2140 |
|
1.618 |
1.2092 |
|
1.000 |
1.2063 |
|
0.618 |
1.2045 |
|
HIGH |
1.2016 |
|
0.618 |
1.1997 |
|
0.500 |
1.1992 |
|
0.382 |
1.1986 |
|
LOW |
1.1968 |
|
0.618 |
1.1939 |
|
1.000 |
1.1921 |
|
1.618 |
1.1891 |
|
2.618 |
1.1844 |
|
4.250 |
1.1766 |
|
|
| Fisher Pivots for day following 25-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1992 |
1.1985 |
| PP |
1.1985 |
1.1980 |
| S1 |
1.1978 |
1.1976 |
|