CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2124 |
1.2150 |
0.0026 |
0.2% |
1.2152 |
| High |
1.2173 |
1.2199 |
0.0026 |
0.2% |
1.2200 |
| Low |
1.2111 |
1.2120 |
0.0009 |
0.1% |
1.2053 |
| Close |
1.2145 |
1.2196 |
0.0052 |
0.4% |
1.2145 |
| Range |
0.0062 |
0.0079 |
0.0017 |
27.4% |
0.0147 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4,993 |
7,204 |
2,211 |
44.3% |
8,433 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2408 |
1.2381 |
1.2239 |
|
| R3 |
1.2329 |
1.2302 |
1.2218 |
|
| R2 |
1.2250 |
1.2250 |
1.2210 |
|
| R1 |
1.2223 |
1.2223 |
1.2203 |
1.2237 |
| PP |
1.2171 |
1.2171 |
1.2171 |
1.2178 |
| S1 |
1.2144 |
1.2144 |
1.2189 |
1.2158 |
| S2 |
1.2092 |
1.2092 |
1.2182 |
|
| S3 |
1.2013 |
1.2065 |
1.2174 |
|
| S4 |
1.1934 |
1.1986 |
1.2153 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2505 |
1.2225 |
|
| R3 |
1.2425 |
1.2358 |
1.2185 |
|
| R2 |
1.2279 |
1.2279 |
1.2171 |
|
| R1 |
1.2212 |
1.2212 |
1.2158 |
1.2172 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2113 |
| S1 |
1.2065 |
1.2065 |
1.2131 |
1.2026 |
| S2 |
1.1986 |
1.1986 |
1.2118 |
|
| S3 |
1.1839 |
1.1919 |
1.2104 |
|
| S4 |
1.1693 |
1.1772 |
1.2064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2200 |
1.2053 |
0.0147 |
1.2% |
0.0071 |
0.6% |
98% |
False |
False |
3,127 |
| 10 |
1.2200 |
1.2053 |
0.0147 |
1.2% |
0.0059 |
0.5% |
98% |
False |
False |
2,027 |
| 20 |
1.2221 |
1.1985 |
0.0236 |
1.9% |
0.0067 |
0.6% |
90% |
False |
False |
1,400 |
| 40 |
1.2392 |
1.1985 |
0.0407 |
3.3% |
0.0070 |
0.6% |
52% |
False |
False |
905 |
| 60 |
1.2392 |
1.1896 |
0.0496 |
4.1% |
0.0071 |
0.6% |
60% |
False |
False |
680 |
| 80 |
1.2392 |
1.1671 |
0.0722 |
5.9% |
0.0069 |
0.6% |
73% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2534 |
|
2.618 |
1.2405 |
|
1.618 |
1.2326 |
|
1.000 |
1.2278 |
|
0.618 |
1.2247 |
|
HIGH |
1.2199 |
|
0.618 |
1.2168 |
|
0.500 |
1.2159 |
|
0.382 |
1.2150 |
|
LOW |
1.2120 |
|
0.618 |
1.2071 |
|
1.000 |
1.2041 |
|
1.618 |
1.1992 |
|
2.618 |
1.1913 |
|
4.250 |
1.1784 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2184 |
1.2175 |
| PP |
1.2171 |
1.2153 |
| S1 |
1.2159 |
1.2132 |
|