CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1966 |
1.1944 |
-0.0022 |
-0.2% |
1.1914 |
| High |
1.1969 |
1.1949 |
-0.0021 |
-0.2% |
1.2016 |
| Low |
1.1919 |
1.1886 |
-0.0033 |
-0.3% |
1.1890 |
| Close |
1.1942 |
1.1887 |
-0.0055 |
-0.5% |
1.1972 |
| Range |
0.0050 |
0.0063 |
0.0013 |
25.0% |
0.0126 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
129 |
259 |
130 |
100.8% |
4,776 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2095 |
1.2053 |
1.1921 |
|
| R3 |
1.2032 |
1.1991 |
1.1904 |
|
| R2 |
1.1970 |
1.1970 |
1.1898 |
|
| R1 |
1.1928 |
1.1928 |
1.1893 |
1.1918 |
| PP |
1.1907 |
1.1907 |
1.1907 |
1.1902 |
| S1 |
1.1866 |
1.1866 |
1.1881 |
1.1855 |
| S2 |
1.1845 |
1.1845 |
1.1876 |
|
| S3 |
1.1782 |
1.1803 |
1.1870 |
|
| S4 |
1.1720 |
1.1741 |
1.1853 |
|
|
| 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 |
1.1886 |
0.0130 |
1.1% |
0.0048 |
0.4% |
1% |
False |
True |
559 |
| 10 |
1.2048 |
1.1886 |
0.0162 |
1.4% |
0.0063 |
0.5% |
1% |
False |
True |
863 |
| 20 |
1.2262 |
1.1886 |
0.0376 |
3.2% |
0.0064 |
0.5% |
0% |
False |
True |
666 |
| 40 |
1.2314 |
1.1886 |
0.0428 |
3.6% |
0.0065 |
0.5% |
0% |
False |
True |
452 |
| 60 |
1.2314 |
1.1886 |
0.0428 |
3.6% |
0.0061 |
0.5% |
0% |
False |
True |
338 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.6% |
0.0060 |
0.5% |
21% |
False |
False |
262 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0059 |
0.5% |
21% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2214 |
|
2.618 |
1.2112 |
|
1.618 |
1.2050 |
|
1.000 |
1.2011 |
|
0.618 |
1.1987 |
|
HIGH |
1.1949 |
|
0.618 |
1.1925 |
|
0.500 |
1.1917 |
|
0.382 |
1.1910 |
|
LOW |
1.1886 |
|
0.618 |
1.1847 |
|
1.000 |
1.1824 |
|
1.618 |
1.1785 |
|
2.618 |
1.1722 |
|
4.250 |
1.1620 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1917 |
1.1936 |
| PP |
1.1907 |
1.1920 |
| S1 |
1.1897 |
1.1903 |
|