CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2228 |
1.2220 |
-0.0008 |
-0.1% |
1.2310 |
| High |
1.2229 |
1.2274 |
0.0045 |
0.4% |
1.2414 |
| Low |
1.2204 |
1.2206 |
0.0002 |
0.0% |
1.2265 |
| Close |
1.2229 |
1.2267 |
0.0038 |
0.3% |
1.2283 |
| Range |
0.0025 |
0.0068 |
0.0043 |
172.0% |
0.0150 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
20 |
13 |
-7 |
-35.0% |
30 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2428 |
1.2304 |
|
| R3 |
1.2385 |
1.2360 |
1.2285 |
|
| R2 |
1.2317 |
1.2317 |
1.2279 |
|
| R1 |
1.2292 |
1.2292 |
1.2273 |
1.2304 |
| PP |
1.2249 |
1.2249 |
1.2249 |
1.2255 |
| S1 |
1.2224 |
1.2224 |
1.2260 |
1.2236 |
| S2 |
1.2181 |
1.2181 |
1.2254 |
|
| S3 |
1.2113 |
1.2156 |
1.2248 |
|
| S4 |
1.2045 |
1.2088 |
1.2229 |
|
|
| 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 |
1.2563 |
|
2.618 |
1.2452 |
|
1.618 |
1.2384 |
|
1.000 |
1.2342 |
|
0.618 |
1.2316 |
|
HIGH |
1.2274 |
|
0.618 |
1.2248 |
|
0.500 |
1.2240 |
|
0.382 |
1.2231 |
|
LOW |
1.2206 |
|
0.618 |
1.2163 |
|
1.000 |
1.2138 |
|
1.618 |
1.2095 |
|
2.618 |
1.2027 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2258 |
1.2276 |
| PP |
1.2249 |
1.2273 |
| S1 |
1.2240 |
1.2270 |
|