CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2339 |
1.2228 |
-0.0111 |
-0.9% |
1.2310 |
| High |
1.2349 |
1.2229 |
-0.0120 |
-1.0% |
1.2414 |
| Low |
1.2265 |
1.2204 |
-0.0061 |
-0.5% |
1.2265 |
| Close |
1.2283 |
1.2229 |
-0.0054 |
-0.4% |
1.2283 |
| Range |
0.0084 |
0.0025 |
-0.0059 |
-70.2% |
0.0150 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
12 |
20 |
8 |
66.7% |
30 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2287 |
1.2243 |
|
| R3 |
1.2271 |
1.2262 |
1.2236 |
|
| R2 |
1.2246 |
1.2246 |
1.2234 |
|
| R1 |
1.2237 |
1.2237 |
1.2231 |
1.2242 |
| PP |
1.2221 |
1.2221 |
1.2221 |
1.2223 |
| S1 |
1.2212 |
1.2212 |
1.2227 |
1.2217 |
| S2 |
1.2196 |
1.2196 |
1.2224 |
|
| S3 |
1.2171 |
1.2187 |
1.2222 |
|
| S4 |
1.2146 |
1.2162 |
1.2215 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2769 |
1.2675 |
1.2365 |
|
| R3 |
1.2619 |
1.2526 |
1.2324 |
|
| R2 |
1.2470 |
1.2470 |
1.2310 |
|
| R1 |
1.2376 |
1.2376 |
1.2296 |
1.2348 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2306 |
| S1 |
1.2227 |
1.2227 |
1.2269 |
1.2199 |
| S2 |
1.2171 |
1.2171 |
1.2255 |
|
| S3 |
1.2021 |
1.2077 |
1.2241 |
|
| S4 |
1.1872 |
1.1928 |
1.2200 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2335 |
|
2.618 |
1.2294 |
|
1.618 |
1.2269 |
|
1.000 |
1.2254 |
|
0.618 |
1.2244 |
|
HIGH |
1.2229 |
|
0.618 |
1.2219 |
|
0.500 |
1.2217 |
|
0.382 |
1.2214 |
|
LOW |
1.2204 |
|
0.618 |
1.2189 |
|
1.000 |
1.2179 |
|
1.618 |
1.2164 |
|
2.618 |
1.2139 |
|
4.250 |
1.2098 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2225 |
1.2305 |
| PP |
1.2221 |
1.2280 |
| S1 |
1.2217 |
1.2254 |
|