CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2081 |
1.2146 |
0.0066 |
0.5% |
1.2158 |
| High |
1.2153 |
1.2175 |
0.0022 |
0.2% |
1.2172 |
| Low |
1.2080 |
1.2141 |
0.0062 |
0.5% |
1.1985 |
| Close |
1.2149 |
1.2160 |
0.0011 |
0.1% |
1.2076 |
| Range |
0.0074 |
0.0034 |
-0.0040 |
-54.4% |
0.0187 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
441 |
2,335 |
1,894 |
429.5% |
4,908 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2259 |
1.2243 |
1.2178 |
|
| R3 |
1.2226 |
1.2210 |
1.2169 |
|
| R2 |
1.2192 |
1.2192 |
1.2166 |
|
| R1 |
1.2176 |
1.2176 |
1.2163 |
1.2184 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2163 |
| S1 |
1.2143 |
1.2143 |
1.2157 |
1.2151 |
| S2 |
1.2125 |
1.2125 |
1.2154 |
|
| S3 |
1.2092 |
1.2109 |
1.2151 |
|
| S4 |
1.2058 |
1.2076 |
1.2142 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2543 |
1.2179 |
|
| R3 |
1.2451 |
1.2357 |
1.2127 |
|
| R2 |
1.2264 |
1.2264 |
1.2110 |
|
| R1 |
1.2170 |
1.2170 |
1.2093 |
1.2124 |
| PP |
1.2078 |
1.2078 |
1.2078 |
1.2054 |
| S1 |
1.1984 |
1.1984 |
1.2059 |
1.1937 |
| S2 |
1.1891 |
1.1891 |
1.2042 |
|
| S3 |
1.1705 |
1.1797 |
1.2025 |
|
| S4 |
1.1518 |
1.1611 |
1.1973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2175 |
1.1985 |
0.0190 |
1.6% |
0.0068 |
0.6% |
92% |
True |
False |
1,294 |
| 10 |
1.2192 |
1.1985 |
0.0207 |
1.7% |
0.0066 |
0.5% |
85% |
False |
False |
962 |
| 20 |
1.2263 |
1.1985 |
0.0278 |
2.3% |
0.0070 |
0.6% |
63% |
False |
False |
755 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0073 |
0.6% |
43% |
False |
False |
544 |
| 60 |
1.2392 |
1.1858 |
0.0534 |
4.4% |
0.0070 |
0.6% |
57% |
False |
False |
408 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0067 |
0.6% |
68% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2317 |
|
2.618 |
1.2262 |
|
1.618 |
1.2229 |
|
1.000 |
1.2208 |
|
0.618 |
1.2195 |
|
HIGH |
1.2175 |
|
0.618 |
1.2162 |
|
0.500 |
1.2158 |
|
0.382 |
1.2154 |
|
LOW |
1.2141 |
|
0.618 |
1.2120 |
|
1.000 |
1.2108 |
|
1.618 |
1.2087 |
|
2.618 |
1.2053 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2159 |
1.2145 |
| PP |
1.2159 |
1.2129 |
| S1 |
1.2158 |
1.2114 |
|