CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2076 |
1.2073 |
-0.0003 |
0.0% |
1.2207 |
| High |
1.2084 |
1.2076 |
-0.0008 |
-0.1% |
1.2221 |
| Low |
1.2039 |
1.1989 |
-0.0050 |
-0.4% |
1.2096 |
| Close |
1.2060 |
1.1999 |
-0.0061 |
-0.5% |
1.2168 |
| Range |
0.0045 |
0.0087 |
0.0042 |
93.3% |
0.0125 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
| Volume |
529 |
953 |
424 |
80.2% |
2,838 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2282 |
1.2228 |
1.2047 |
|
| R3 |
1.2195 |
1.2141 |
1.2023 |
|
| R2 |
1.2108 |
1.2108 |
1.2015 |
|
| R1 |
1.2054 |
1.2054 |
1.2007 |
1.2037 |
| PP |
1.2021 |
1.2021 |
1.2021 |
1.2013 |
| S1 |
1.1967 |
1.1967 |
1.1991 |
1.1950 |
| S2 |
1.1934 |
1.1934 |
1.1983 |
|
| S3 |
1.1847 |
1.1880 |
1.1975 |
|
| S4 |
1.1760 |
1.1793 |
1.1951 |
|
|
| 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 |
1.2192 |
1.1989 |
0.0203 |
1.7% |
0.0070 |
0.6% |
5% |
False |
True |
709 |
| 10 |
1.2227 |
1.1989 |
0.0238 |
2.0% |
0.0069 |
0.6% |
4% |
False |
True |
622 |
| 20 |
1.2387 |
1.1989 |
0.0398 |
3.3% |
0.0075 |
0.6% |
3% |
False |
True |
578 |
| 40 |
1.2392 |
1.1989 |
0.0404 |
3.4% |
0.0073 |
0.6% |
3% |
False |
True |
444 |
| 60 |
1.2392 |
1.1808 |
0.0584 |
4.9% |
0.0071 |
0.6% |
33% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2445 |
|
2.618 |
1.2303 |
|
1.618 |
1.2216 |
|
1.000 |
1.2163 |
|
0.618 |
1.2129 |
|
HIGH |
1.2076 |
|
0.618 |
1.2042 |
|
0.500 |
1.2032 |
|
0.382 |
1.2022 |
|
LOW |
1.1989 |
|
0.618 |
1.1935 |
|
1.000 |
1.1902 |
|
1.618 |
1.1848 |
|
2.618 |
1.1761 |
|
4.250 |
1.1619 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2032 |
1.2055 |
| PP |
1.2021 |
1.2036 |
| S1 |
1.2010 |
1.2018 |
|