CME Euro FX (E) Future June 2021
Trading Metrics calculated at close of trading on 13-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1.2197 |
1.2250 |
0.0053 |
0.4% |
1.2283 |
High |
1.2251 |
1.2263 |
0.0013 |
0.1% |
1.2392 |
Low |
1.2179 |
1.2181 |
0.0002 |
0.0% |
1.2236 |
Close |
1.2242 |
1.2195 |
-0.0047 |
-0.4% |
1.2258 |
Range |
0.0072 |
0.0083 |
0.0011 |
15.4% |
0.0156 |
ATR |
0.0076 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
Volume |
605 |
704 |
99 |
16.4% |
2,199 |
|
Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2460 |
1.2410 |
1.2240 |
|
R3 |
1.2378 |
1.2328 |
1.2218 |
|
R2 |
1.2295 |
1.2295 |
1.2210 |
|
R1 |
1.2245 |
1.2245 |
1.2203 |
1.2229 |
PP |
1.2213 |
1.2213 |
1.2213 |
1.2205 |
S1 |
1.2163 |
1.2163 |
1.2187 |
1.2147 |
S2 |
1.2130 |
1.2130 |
1.2180 |
|
S3 |
1.2048 |
1.2080 |
1.2172 |
|
S4 |
1.1965 |
1.1998 |
1.2150 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2763 |
1.2666 |
1.2343 |
|
R3 |
1.2607 |
1.2510 |
1.2300 |
|
R2 |
1.2451 |
1.2451 |
1.2286 |
|
R1 |
1.2354 |
1.2354 |
1.2272 |
1.2325 |
PP |
1.2295 |
1.2295 |
1.2295 |
1.2280 |
S1 |
1.2198 |
1.2198 |
1.2243 |
1.2169 |
S2 |
1.2139 |
1.2139 |
1.2229 |
|
S3 |
1.1983 |
1.2042 |
1.2215 |
|
S4 |
1.1827 |
1.1886 |
1.2172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2387 |
1.2175 |
0.0212 |
1.7% |
0.0086 |
0.7% |
10% |
False |
False |
535 |
10 |
1.2392 |
1.2175 |
0.0218 |
1.8% |
0.0081 |
0.7% |
9% |
False |
False |
467 |
20 |
1.2392 |
1.2175 |
0.0218 |
1.8% |
0.0076 |
0.6% |
9% |
False |
False |
358 |
40 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0071 |
0.6% |
63% |
False |
False |
252 |
60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0067 |
0.5% |
73% |
False |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2614 |
2.618 |
1.2479 |
1.618 |
1.2396 |
1.000 |
1.2346 |
0.618 |
1.2314 |
HIGH |
1.2263 |
0.618 |
1.2231 |
0.500 |
1.2222 |
0.382 |
1.2212 |
LOW |
1.2181 |
0.618 |
1.2130 |
1.000 |
1.2098 |
1.618 |
1.2047 |
2.618 |
1.1965 |
4.250 |
1.1830 |
|
|
Fisher Pivots for day following 13-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2222 |
1.2219 |
PP |
1.2213 |
1.2211 |
S1 |
1.2204 |
1.2203 |
|