CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2174 |
1.2179 |
0.0005 |
0.0% |
1.2201 |
| High |
1.2220 |
1.2195 |
-0.0025 |
-0.2% |
1.2258 |
| Low |
1.2172 |
1.2144 |
-0.0029 |
-0.2% |
1.2106 |
| Close |
1.2181 |
1.2172 |
-0.0009 |
-0.1% |
1.2167 |
| Range |
0.0048 |
0.0052 |
0.0004 |
8.4% |
0.0153 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
437,114 |
435,986 |
-1,128 |
-0.3% |
752,844 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2300 |
1.2200 |
|
| R3 |
1.2273 |
1.2248 |
1.2186 |
|
| R2 |
1.2222 |
1.2222 |
1.2181 |
|
| R1 |
1.2197 |
1.2197 |
1.2177 |
1.2184 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2164 |
| S1 |
1.2145 |
1.2145 |
1.2167 |
1.2132 |
| S2 |
1.2119 |
1.2119 |
1.2163 |
|
| S3 |
1.2067 |
1.2094 |
1.2158 |
|
| S4 |
1.2016 |
1.2042 |
1.2144 |
|
|
| 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 |
1.2220 |
1.2106 |
0.0114 |
0.9% |
0.0054 |
0.4% |
58% |
False |
False |
282,721 |
| 10 |
1.2258 |
1.2106 |
0.0153 |
1.3% |
0.0061 |
0.5% |
44% |
False |
False |
232,044 |
| 20 |
1.2271 |
1.2058 |
0.0213 |
1.7% |
0.0065 |
0.5% |
54% |
False |
False |
194,385 |
| 40 |
1.2271 |
1.1956 |
0.0315 |
2.6% |
0.0066 |
0.5% |
69% |
False |
False |
178,546 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0066 |
0.5% |
82% |
False |
False |
172,946 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
82% |
False |
False |
147,796 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
82% |
False |
False |
118,391 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
67% |
False |
False |
98,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2414 |
|
2.618 |
1.2330 |
|
1.618 |
1.2278 |
|
1.000 |
1.2247 |
|
0.618 |
1.2227 |
|
HIGH |
1.2195 |
|
0.618 |
1.2175 |
|
0.500 |
1.2169 |
|
0.382 |
1.2163 |
|
LOW |
1.2144 |
|
0.618 |
1.2112 |
|
1.000 |
1.2092 |
|
1.618 |
1.2060 |
|
2.618 |
1.2009 |
|
4.250 |
1.1925 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2171 |
1.2182 |
| PP |
1.2170 |
1.2178 |
| S1 |
1.2169 |
1.2175 |
|