CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2207 |
1.2173 |
-0.0034 |
-0.3% |
1.2125 |
| High |
1.2221 |
1.2213 |
-0.0008 |
-0.1% |
1.2227 |
| Low |
1.2154 |
1.2146 |
-0.0008 |
-0.1% |
1.2094 |
| Close |
1.2176 |
1.2202 |
0.0026 |
0.2% |
1.2206 |
| Range |
0.0067 |
0.0067 |
0.0001 |
0.8% |
0.0133 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
392 |
445 |
53 |
13.5% |
1,812 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2362 |
1.2239 |
|
| R3 |
1.2321 |
1.2295 |
1.2220 |
|
| R2 |
1.2254 |
1.2254 |
1.2214 |
|
| R1 |
1.2228 |
1.2228 |
1.2208 |
1.2241 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2194 |
| S1 |
1.2161 |
1.2161 |
1.2196 |
1.2174 |
| S2 |
1.2120 |
1.2120 |
1.2190 |
|
| S3 |
1.2053 |
1.2094 |
1.2184 |
|
| S4 |
1.1986 |
1.2027 |
1.2165 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2574 |
1.2523 |
1.2279 |
|
| R3 |
1.2441 |
1.2390 |
1.2242 |
|
| R2 |
1.2308 |
1.2308 |
1.2230 |
|
| R1 |
1.2257 |
1.2257 |
1.2218 |
1.2283 |
| PP |
1.2175 |
1.2175 |
1.2175 |
1.2188 |
| S1 |
1.2124 |
1.2124 |
1.2193 |
1.2150 |
| S2 |
1.2042 |
1.2042 |
1.2181 |
|
| S3 |
1.1909 |
1.1991 |
1.2169 |
|
| S4 |
1.1776 |
1.1858 |
1.2132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2227 |
1.2116 |
0.0111 |
0.9% |
0.0062 |
0.5% |
78% |
False |
False |
407 |
| 10 |
1.2263 |
1.2094 |
0.0170 |
1.4% |
0.0071 |
0.6% |
64% |
False |
False |
504 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.4% |
0.0074 |
0.6% |
36% |
False |
False |
439 |
| 40 |
1.2392 |
1.1944 |
0.0449 |
3.7% |
0.0074 |
0.6% |
58% |
False |
False |
339 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0071 |
0.6% |
74% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2498 |
|
2.618 |
1.2388 |
|
1.618 |
1.2321 |
|
1.000 |
1.2280 |
|
0.618 |
1.2254 |
|
HIGH |
1.2213 |
|
0.618 |
1.2187 |
|
0.500 |
1.2180 |
|
0.382 |
1.2172 |
|
LOW |
1.2146 |
|
0.618 |
1.2105 |
|
1.000 |
1.2079 |
|
1.618 |
1.2038 |
|
2.618 |
1.1971 |
|
4.250 |
1.1861 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2195 |
1.2197 |
| PP |
1.2187 |
1.2192 |
| S1 |
1.2180 |
1.2186 |
|