CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 29-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2021 |
29-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1979 |
1.1966 |
-0.0014 |
-0.1% |
1.1914 |
| High |
1.1986 |
1.1969 |
-0.0017 |
-0.1% |
1.2016 |
| Low |
1.1944 |
1.1919 |
-0.0025 |
-0.2% |
1.1890 |
| Close |
1.1964 |
1.1942 |
-0.0022 |
-0.2% |
1.1972 |
| Range |
0.0042 |
0.0050 |
0.0008 |
19.0% |
0.0126 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
454 |
129 |
-325 |
-71.6% |
4,776 |
|
| Daily Pivots for day following 29-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2068 |
1.1970 |
|
| R3 |
1.2043 |
1.2018 |
1.1956 |
|
| R2 |
1.1993 |
1.1993 |
1.1951 |
|
| R1 |
1.1968 |
1.1968 |
1.1947 |
1.1956 |
| PP |
1.1943 |
1.1943 |
1.1943 |
1.1937 |
| S1 |
1.1918 |
1.1918 |
1.1937 |
1.1906 |
| S2 |
1.1893 |
1.1893 |
1.1933 |
|
| S3 |
1.1843 |
1.1868 |
1.1928 |
|
| S4 |
1.1793 |
1.1818 |
1.1915 |
|
|
| 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 |
1.1919 |
0.0097 |
0.8% |
0.0047 |
0.4% |
24% |
False |
True |
914 |
| 10 |
1.2177 |
1.1890 |
0.0287 |
2.4% |
0.0070 |
0.6% |
18% |
False |
False |
869 |
| 20 |
1.2271 |
1.1890 |
0.0381 |
3.2% |
0.0064 |
0.5% |
14% |
False |
False |
658 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.6% |
0.0064 |
0.5% |
12% |
False |
False |
447 |
| 60 |
1.2314 |
1.1861 |
0.0453 |
3.8% |
0.0061 |
0.5% |
18% |
False |
False |
334 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0060 |
0.5% |
31% |
False |
False |
259 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
31% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2182 |
|
2.618 |
1.2100 |
|
1.618 |
1.2050 |
|
1.000 |
1.2019 |
|
0.618 |
1.2000 |
|
HIGH |
1.1969 |
|
0.618 |
1.1950 |
|
0.500 |
1.1944 |
|
0.382 |
1.1938 |
|
LOW |
1.1919 |
|
0.618 |
1.1888 |
|
1.000 |
1.1869 |
|
1.618 |
1.1838 |
|
2.618 |
1.1788 |
|
4.250 |
1.1707 |
|
|
| Fisher Pivots for day following 29-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1967 |
| PP |
1.1943 |
1.1959 |
| S1 |
1.1943 |
1.1950 |
|