CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2216 |
1.2128 |
-0.0088 |
-0.7% |
1.2201 |
| High |
1.2217 |
1.2189 |
-0.0028 |
-0.2% |
1.2258 |
| Low |
1.2120 |
1.2106 |
-0.0015 |
-0.1% |
1.2106 |
| Close |
1.2128 |
1.2167 |
0.0040 |
0.3% |
1.2167 |
| Range |
0.0097 |
0.0083 |
-0.0014 |
-14.0% |
0.0153 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0000 |
| Volume |
197,372 |
180,453 |
-16,919 |
-8.6% |
752,844 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2403 |
1.2368 |
1.2213 |
|
| R3 |
1.2320 |
1.2285 |
1.2190 |
|
| R2 |
1.2237 |
1.2237 |
1.2182 |
|
| R1 |
1.2202 |
1.2202 |
1.2175 |
1.2219 |
| PP |
1.2154 |
1.2154 |
1.2154 |
1.2162 |
| S1 |
1.2119 |
1.2119 |
1.2159 |
1.2136 |
| S2 |
1.2071 |
1.2071 |
1.2152 |
|
| S3 |
1.1988 |
1.2036 |
1.2144 |
|
| S4 |
1.1905 |
1.1953 |
1.2121 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2553 |
1.2251 |
|
| R3 |
1.2482 |
1.2401 |
1.2209 |
|
| R2 |
1.2329 |
1.2329 |
1.2195 |
|
| R1 |
1.2248 |
1.2248 |
1.2181 |
1.2213 |
| PP |
1.2177 |
1.2177 |
1.2177 |
1.2159 |
| S1 |
1.2096 |
1.2096 |
1.2153 |
1.2060 |
| S2 |
1.2024 |
1.2024 |
1.2139 |
|
| S3 |
1.1872 |
1.1943 |
1.2125 |
|
| S4 |
1.1719 |
1.1791 |
1.2083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2258 |
1.2106 |
0.0153 |
1.3% |
0.0077 |
0.6% |
40% |
False |
True |
186,962 |
| 10 |
1.2271 |
1.2106 |
0.0166 |
1.4% |
0.0070 |
0.6% |
37% |
False |
True |
170,984 |
| 20 |
1.2271 |
1.2058 |
0.0213 |
1.8% |
0.0071 |
0.6% |
51% |
False |
False |
170,678 |
| 40 |
1.2271 |
1.1883 |
0.0389 |
3.2% |
0.0067 |
0.6% |
73% |
False |
False |
163,376 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0067 |
0.6% |
81% |
False |
False |
166,900 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
81% |
False |
False |
132,437 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0069 |
0.6% |
81% |
False |
False |
106,083 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
66% |
False |
False |
88,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2541 |
|
2.618 |
1.2406 |
|
1.618 |
1.2323 |
|
1.000 |
1.2272 |
|
0.618 |
1.2240 |
|
HIGH |
1.2189 |
|
0.618 |
1.2157 |
|
0.500 |
1.2147 |
|
0.382 |
1.2137 |
|
LOW |
1.2106 |
|
0.618 |
1.2054 |
|
1.000 |
1.2023 |
|
1.618 |
1.1971 |
|
2.618 |
1.1888 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2168 |
| PP |
1.2154 |
1.2167 |
| S1 |
1.2147 |
1.2167 |
|