CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2111 |
-0.0064 |
-0.5% |
1.2168 |
| High |
1.2193 |
1.2130 |
-0.0064 |
-0.5% |
1.2220 |
| Low |
1.2093 |
1.2095 |
0.0002 |
0.0% |
1.2093 |
| Close |
1.2103 |
1.2122 |
0.0020 |
0.2% |
1.2103 |
| Range |
0.0100 |
0.0035 |
-0.0066 |
-65.5% |
0.0127 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
99,452 |
11,156 |
-88,296 |
-88.8% |
1,332,607 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2219 |
1.2205 |
1.2141 |
|
| R3 |
1.2185 |
1.2171 |
1.2131 |
|
| R2 |
1.2150 |
1.2150 |
1.2128 |
|
| R1 |
1.2136 |
1.2136 |
1.2125 |
1.2143 |
| PP |
1.2116 |
1.2116 |
1.2116 |
1.2119 |
| S1 |
1.2102 |
1.2102 |
1.2119 |
1.2109 |
| S2 |
1.2081 |
1.2081 |
1.2116 |
|
| S3 |
1.2047 |
1.2067 |
1.2113 |
|
| S4 |
1.2012 |
1.2033 |
1.2103 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2518 |
1.2437 |
1.2172 |
|
| R3 |
1.2391 |
1.2310 |
1.2137 |
|
| R2 |
1.2265 |
1.2265 |
1.2126 |
|
| R1 |
1.2184 |
1.2184 |
1.2114 |
1.2161 |
| PP |
1.2138 |
1.2138 |
1.2138 |
1.2127 |
| S1 |
1.2057 |
1.2057 |
1.2091 |
1.2035 |
| S2 |
1.2012 |
1.2012 |
1.2079 |
|
| S3 |
1.1885 |
1.1931 |
1.2068 |
|
| S4 |
1.1759 |
1.1804 |
1.2033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2220 |
1.2093 |
0.0127 |
1.0% |
0.0053 |
0.4% |
23% |
False |
False |
238,489 |
| 10 |
1.2258 |
1.2093 |
0.0165 |
1.4% |
0.0064 |
0.5% |
18% |
False |
False |
209,660 |
| 20 |
1.2271 |
1.2093 |
0.0178 |
1.5% |
0.0065 |
0.5% |
16% |
False |
False |
183,600 |
| 40 |
1.2271 |
1.1956 |
0.0315 |
2.6% |
0.0067 |
0.6% |
53% |
False |
False |
174,243 |
| 60 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0065 |
0.5% |
73% |
False |
False |
168,264 |
| 80 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
73% |
False |
False |
149,151 |
| 100 |
1.2271 |
1.1722 |
0.0550 |
4.5% |
0.0068 |
0.6% |
73% |
False |
False |
119,485 |
| 120 |
1.2392 |
1.1722 |
0.0671 |
5.5% |
0.0070 |
0.6% |
60% |
False |
False |
99,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2276 |
|
2.618 |
1.2220 |
|
1.618 |
1.2185 |
|
1.000 |
1.2164 |
|
0.618 |
1.2151 |
|
HIGH |
1.2130 |
|
0.618 |
1.2116 |
|
0.500 |
1.2112 |
|
0.382 |
1.2108 |
|
LOW |
1.2095 |
|
0.618 |
1.2074 |
|
1.000 |
1.2061 |
|
1.618 |
1.2039 |
|
2.618 |
1.2005 |
|
4.250 |
1.1948 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2119 |
1.2144 |
| PP |
1.2116 |
1.2137 |
| S1 |
1.2112 |
1.2129 |
|