CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2221 |
1.2218 |
-0.0004 |
0.0% |
1.2199 |
| High |
1.2230 |
1.2279 |
0.0049 |
0.4% |
1.2293 |
| Low |
1.2158 |
1.2209 |
0.0051 |
0.4% |
1.2158 |
| Close |
1.2226 |
1.2253 |
0.0027 |
0.2% |
1.2226 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0135 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
3,419 |
5,444 |
2,025 |
59.2% |
20,446 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2457 |
1.2425 |
1.2292 |
|
| R3 |
1.2387 |
1.2355 |
1.2272 |
|
| R2 |
1.2317 |
1.2317 |
1.2266 |
|
| R1 |
1.2285 |
1.2285 |
1.2259 |
1.2301 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2255 |
| S1 |
1.2215 |
1.2215 |
1.2247 |
1.2231 |
| S2 |
1.2177 |
1.2177 |
1.2240 |
|
| S3 |
1.2107 |
1.2145 |
1.2234 |
|
| S4 |
1.2037 |
1.2075 |
1.2215 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2630 |
1.2563 |
1.2300 |
|
| R3 |
1.2495 |
1.2428 |
1.2263 |
|
| R2 |
1.2360 |
1.2360 |
1.2251 |
|
| R1 |
1.2293 |
1.2293 |
1.2238 |
1.2327 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2242 |
| S1 |
1.2158 |
1.2158 |
1.2214 |
1.2192 |
| S2 |
1.2090 |
1.2090 |
1.2201 |
|
| S3 |
1.1955 |
1.2023 |
1.2189 |
|
| S4 |
1.1820 |
1.1888 |
1.2152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2293 |
1.2158 |
0.0135 |
1.1% |
0.0063 |
0.5% |
71% |
False |
False |
4,739 |
| 10 |
1.2293 |
1.2158 |
0.0135 |
1.1% |
0.0068 |
0.6% |
71% |
False |
False |
3,193 |
| 20 |
1.2293 |
1.2019 |
0.0274 |
2.2% |
0.0067 |
0.5% |
86% |
False |
False |
2,116 |
| 40 |
1.2293 |
1.1836 |
0.0457 |
3.7% |
0.0064 |
0.5% |
91% |
False |
False |
1,294 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
93% |
False |
False |
981 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
92% |
False |
False |
791 |
| 100 |
1.2406 |
1.1746 |
0.0660 |
5.4% |
0.0065 |
0.5% |
77% |
False |
False |
642 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0062 |
0.5% |
76% |
False |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2462 |
|
1.618 |
1.2392 |
|
1.000 |
1.2349 |
|
0.618 |
1.2322 |
|
HIGH |
1.2279 |
|
0.618 |
1.2252 |
|
0.500 |
1.2244 |
|
0.382 |
1.2235 |
|
LOW |
1.2209 |
|
0.618 |
1.2165 |
|
1.000 |
1.2139 |
|
1.618 |
1.2095 |
|
2.618 |
1.2025 |
|
4.250 |
1.1911 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2250 |
1.2241 |
| PP |
1.2247 |
1.2230 |
| S1 |
1.2244 |
1.2218 |
|