CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1973 |
1.1979 |
0.0006 |
0.1% |
1.1914 |
| High |
1.2016 |
1.1986 |
-0.0030 |
-0.2% |
1.2016 |
| Low |
1.1968 |
1.1944 |
-0.0024 |
-0.2% |
1.1890 |
| Close |
1.1972 |
1.1964 |
-0.0008 |
-0.1% |
1.1972 |
| Range |
0.0048 |
0.0042 |
-0.0006 |
-11.6% |
0.0126 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
803 |
454 |
-349 |
-43.5% |
4,776 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2091 |
1.2069 |
1.1987 |
|
| R3 |
1.2049 |
1.2027 |
1.1976 |
|
| R2 |
1.2007 |
1.2007 |
1.1972 |
|
| R1 |
1.1985 |
1.1985 |
1.1968 |
1.1975 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1960 |
| S1 |
1.1943 |
1.1943 |
1.1960 |
1.1933 |
| S2 |
1.1923 |
1.1923 |
1.1956 |
|
| S3 |
1.1881 |
1.1901 |
1.1952 |
|
| S4 |
1.1839 |
1.1859 |
1.1941 |
|
|
| 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 |
1.1923 |
0.0093 |
0.8% |
0.0051 |
0.4% |
44% |
False |
False |
968 |
| 10 |
1.2190 |
1.1890 |
0.0300 |
2.5% |
0.0070 |
0.6% |
25% |
False |
False |
889 |
| 20 |
1.2299 |
1.1890 |
0.0409 |
3.4% |
0.0065 |
0.5% |
18% |
False |
False |
657 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0064 |
0.5% |
17% |
False |
False |
445 |
| 60 |
1.2314 |
1.1804 |
0.0511 |
4.3% |
0.0061 |
0.5% |
31% |
False |
False |
331 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0060 |
0.5% |
35% |
False |
False |
259 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
35% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2165 |
|
2.618 |
1.2096 |
|
1.618 |
1.2054 |
|
1.000 |
1.2028 |
|
0.618 |
1.2012 |
|
HIGH |
1.1986 |
|
0.618 |
1.1970 |
|
0.500 |
1.1965 |
|
0.382 |
1.1960 |
|
LOW |
1.1944 |
|
0.618 |
1.1918 |
|
1.000 |
1.1902 |
|
1.618 |
1.1876 |
|
2.618 |
1.1834 |
|
4.250 |
1.1766 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1965 |
1.1980 |
| PP |
1.1965 |
1.1975 |
| S1 |
1.1964 |
1.1969 |
|