CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2125 |
1.2175 |
0.0050 |
0.4% |
1.2257 |
| High |
1.2184 |
1.2198 |
0.0014 |
0.1% |
1.2263 |
| Low |
1.2094 |
1.2116 |
0.0023 |
0.2% |
1.2115 |
| Close |
1.2166 |
1.2147 |
-0.0019 |
-0.2% |
1.2118 |
| Range |
0.0091 |
0.0082 |
-0.0009 |
-9.9% |
0.0149 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
612 |
587 |
-25 |
-4.1% |
2,753 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2398 |
1.2354 |
1.2191 |
|
| R3 |
1.2316 |
1.2272 |
1.2169 |
|
| R2 |
1.2235 |
1.2235 |
1.2161 |
|
| R1 |
1.2191 |
1.2191 |
1.2154 |
1.2172 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2144 |
| S1 |
1.2109 |
1.2109 |
1.2139 |
1.2091 |
| S2 |
1.2072 |
1.2072 |
1.2132 |
|
| S3 |
1.1990 |
1.2028 |
1.2124 |
|
| S4 |
1.1909 |
1.1946 |
1.2102 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2513 |
1.2199 |
|
| R3 |
1.2462 |
1.2364 |
1.2158 |
|
| R2 |
1.2314 |
1.2314 |
1.2145 |
|
| R1 |
1.2216 |
1.2216 |
1.2131 |
1.2190 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2152 |
| S1 |
1.2067 |
1.2067 |
1.2104 |
1.2042 |
| S2 |
1.2017 |
1.2017 |
1.2090 |
|
| S3 |
1.1868 |
1.1919 |
1.2077 |
|
| S4 |
1.1720 |
1.1770 |
1.2036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2263 |
1.2094 |
0.0170 |
1.4% |
0.0082 |
0.7% |
31% |
False |
False |
597 |
| 10 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0084 |
0.7% |
18% |
False |
False |
545 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0079 |
0.7% |
18% |
False |
False |
419 |
| 40 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0074 |
0.6% |
54% |
False |
False |
307 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
66% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2544 |
|
2.618 |
1.2411 |
|
1.618 |
1.2329 |
|
1.000 |
1.2279 |
|
0.618 |
1.2248 |
|
HIGH |
1.2198 |
|
0.618 |
1.2166 |
|
0.500 |
1.2157 |
|
0.382 |
1.2147 |
|
LOW |
1.2116 |
|
0.618 |
1.2066 |
|
1.000 |
1.2035 |
|
1.618 |
1.1984 |
|
2.618 |
1.1903 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2148 |
| PP |
1.2153 |
1.2147 |
| S1 |
1.2150 |
1.2147 |
|