CME Euro FX (E) Future June 2021
Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1.2143 |
1.2158 |
0.0016 |
0.1% |
1.2207 |
High |
1.2192 |
1.2172 |
-0.0020 |
-0.2% |
1.2221 |
Low |
1.2131 |
1.2092 |
-0.0040 |
-0.3% |
1.2096 |
Close |
1.2168 |
1.2102 |
-0.0066 |
-0.5% |
1.2168 |
Range |
0.0061 |
0.0080 |
0.0020 |
32.2% |
0.0125 |
ATR |
0.0074 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
Volume |
396 |
839 |
443 |
111.9% |
2,838 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2362 |
1.2312 |
1.2146 |
|
R3 |
1.2282 |
1.2232 |
1.2124 |
|
R2 |
1.2202 |
1.2202 |
1.2117 |
|
R1 |
1.2152 |
1.2152 |
1.2109 |
1.2137 |
PP |
1.2122 |
1.2122 |
1.2122 |
1.2114 |
S1 |
1.2072 |
1.2072 |
1.2095 |
1.2057 |
S2 |
1.2042 |
1.2042 |
1.2087 |
|
S3 |
1.1962 |
1.1992 |
1.2080 |
|
S4 |
1.1882 |
1.1912 |
1.2058 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2536 |
1.2477 |
1.2236 |
|
R3 |
1.2411 |
1.2352 |
1.2202 |
|
R2 |
1.2286 |
1.2286 |
1.2190 |
|
R1 |
1.2227 |
1.2227 |
1.2179 |
1.2194 |
PP |
1.2161 |
1.2161 |
1.2161 |
1.2145 |
S1 |
1.2102 |
1.2102 |
1.2156 |
1.2069 |
S2 |
1.2036 |
1.2036 |
1.2145 |
|
S3 |
1.1911 |
1.1977 |
1.2133 |
|
S4 |
1.1786 |
1.1852 |
1.2099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2213 |
1.2092 |
0.0122 |
1.0% |
0.0076 |
0.6% |
9% |
False |
True |
657 |
10 |
1.2227 |
1.2092 |
0.0135 |
1.1% |
0.0071 |
0.6% |
8% |
False |
True |
548 |
20 |
1.2392 |
1.2092 |
0.0301 |
2.5% |
0.0076 |
0.6% |
3% |
False |
True |
522 |
40 |
1.2392 |
1.2092 |
0.0301 |
2.5% |
0.0073 |
0.6% |
3% |
False |
True |
402 |
60 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0074 |
0.6% |
60% |
False |
False |
280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2512 |
2.618 |
1.2381 |
1.618 |
1.2301 |
1.000 |
1.2252 |
0.618 |
1.2221 |
HIGH |
1.2172 |
0.618 |
1.2141 |
0.500 |
1.2132 |
0.382 |
1.2122 |
LOW |
1.2092 |
0.618 |
1.2042 |
1.000 |
1.2012 |
1.618 |
1.1962 |
2.618 |
1.1882 |
4.250 |
1.1752 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1.2132 |
1.2142 |
PP |
1.2122 |
1.2128 |
S1 |
1.2112 |
1.2115 |
|