CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2217 |
1.2216 |
-0.0001 |
0.0% |
1.2189 |
| High |
1.2230 |
1.2217 |
-0.0013 |
-0.1% |
1.2271 |
| Low |
1.2167 |
1.2120 |
-0.0047 |
-0.4% |
1.2136 |
| Close |
1.2214 |
1.2128 |
-0.0087 |
-0.7% |
1.2205 |
| Range |
0.0063 |
0.0097 |
0.0034 |
53.2% |
0.0135 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.1% |
0.0000 |
| Volume |
164,072 |
197,372 |
33,300 |
20.3% |
793,352 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2444 |
1.2382 |
1.2181 |
|
| R3 |
1.2348 |
1.2286 |
1.2154 |
|
| R2 |
1.2251 |
1.2251 |
1.2145 |
|
| R1 |
1.2189 |
1.2189 |
1.2136 |
1.2172 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2146 |
| S1 |
1.2093 |
1.2093 |
1.2119 |
1.2076 |
| S2 |
1.2058 |
1.2058 |
1.2110 |
|
| S3 |
1.1962 |
1.1996 |
1.2101 |
|
| S4 |
1.1865 |
1.1900 |
1.2074 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2609 |
1.2542 |
1.2279 |
|
| R3 |
1.2474 |
1.2407 |
1.2242 |
|
| R2 |
1.2339 |
1.2339 |
1.2229 |
|
| R1 |
1.2272 |
1.2272 |
1.2217 |
1.2305 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2221 |
| S1 |
1.2137 |
1.2137 |
1.2192 |
1.2170 |
| S2 |
1.2069 |
1.2069 |
1.2180 |
|
| S3 |
1.1934 |
1.2002 |
1.2167 |
|
| S4 |
1.1799 |
1.1867 |
1.2130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2258 |
1.2120 |
0.0138 |
1.1% |
0.0069 |
0.6% |
5% |
False |
True |
181,366 |
| 10 |
1.2271 |
1.2120 |
0.0151 |
1.2% |
0.0068 |
0.6% |
5% |
False |
True |
165,233 |
| 20 |
1.2271 |
1.2002 |
0.0270 |
2.2% |
0.0071 |
0.6% |
47% |
False |
False |
169,086 |
| 40 |
1.2271 |
1.1876 |
0.0395 |
3.3% |
0.0067 |
0.5% |
64% |
False |
False |
162,670 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.6% |
74% |
False |
False |
169,263 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
74% |
False |
False |
130,187 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
74% |
False |
False |
104,282 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
61% |
False |
False |
86,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2627 |
|
2.618 |
1.2469 |
|
1.618 |
1.2373 |
|
1.000 |
1.2313 |
|
0.618 |
1.2276 |
|
HIGH |
1.2217 |
|
0.618 |
1.2180 |
|
0.500 |
1.2168 |
|
0.382 |
1.2157 |
|
LOW |
1.2120 |
|
0.618 |
1.2060 |
|
1.000 |
1.2024 |
|
1.618 |
1.1964 |
|
2.618 |
1.1867 |
|
4.250 |
1.1710 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2168 |
1.2189 |
| PP |
1.2155 |
1.2169 |
| S1 |
1.2141 |
1.2148 |
|