CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2140 |
-0.0059 |
-0.5% |
1.2125 |
| High |
1.2206 |
1.2179 |
-0.0028 |
-0.2% |
1.2227 |
| Low |
1.2096 |
1.2118 |
0.0022 |
0.2% |
1.2094 |
| Close |
1.2137 |
1.2169 |
0.0032 |
0.3% |
1.2206 |
| Range |
0.0111 |
0.0061 |
-0.0050 |
-44.8% |
0.0133 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,042 |
563 |
-479 |
-46.0% |
1,812 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2338 |
1.2314 |
1.2202 |
|
| R3 |
1.2277 |
1.2253 |
1.2185 |
|
| R2 |
1.2216 |
1.2216 |
1.2180 |
|
| R1 |
1.2192 |
1.2192 |
1.2174 |
1.2204 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2161 |
| S1 |
1.2131 |
1.2131 |
1.2163 |
1.2143 |
| S2 |
1.2094 |
1.2094 |
1.2157 |
|
| S3 |
1.2033 |
1.2070 |
1.2152 |
|
| S4 |
1.1972 |
1.2009 |
1.2135 |
|
|
| 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 |
1.2096 |
0.0131 |
1.1% |
0.0068 |
0.6% |
56% |
False |
False |
535 |
| 10 |
1.2227 |
1.2094 |
0.0133 |
1.1% |
0.0073 |
0.6% |
56% |
False |
False |
533 |
| 20 |
1.2392 |
1.2094 |
0.0299 |
2.5% |
0.0077 |
0.6% |
25% |
False |
False |
500 |
| 40 |
1.2392 |
1.1989 |
0.0404 |
3.3% |
0.0075 |
0.6% |
45% |
False |
False |
374 |
| 60 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0072 |
0.6% |
69% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2338 |
|
1.618 |
1.2277 |
|
1.000 |
1.2240 |
|
0.618 |
1.2216 |
|
HIGH |
1.2179 |
|
0.618 |
1.2155 |
|
0.500 |
1.2148 |
|
0.382 |
1.2141 |
|
LOW |
1.2118 |
|
0.618 |
1.2080 |
|
1.000 |
1.2057 |
|
1.618 |
1.2019 |
|
2.618 |
1.1958 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2162 |
1.2164 |
| PP |
1.2155 |
1.2159 |
| S1 |
1.2148 |
1.2154 |
|