CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2239 |
1.2235 |
-0.0004 |
0.0% |
1.2199 |
| High |
1.2251 |
1.2238 |
-0.0013 |
-0.1% |
1.2293 |
| Low |
1.2188 |
1.2142 |
-0.0046 |
-0.4% |
1.2158 |
| Close |
1.2236 |
1.2149 |
-0.0087 |
-0.7% |
1.2226 |
| Range |
0.0063 |
0.0096 |
0.0034 |
53.6% |
0.0135 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.2% |
0.0000 |
| Volume |
14,234 |
23,498 |
9,264 |
65.1% |
20,446 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2464 |
1.2403 |
1.2202 |
|
| R3 |
1.2368 |
1.2307 |
1.2175 |
|
| R2 |
1.2272 |
1.2272 |
1.2167 |
|
| R1 |
1.2211 |
1.2211 |
1.2158 |
1.2194 |
| PP |
1.2176 |
1.2176 |
1.2176 |
1.2168 |
| S1 |
1.2115 |
1.2115 |
1.2140 |
1.2098 |
| S2 |
1.2080 |
1.2080 |
1.2131 |
|
| S3 |
1.1984 |
1.2019 |
1.2123 |
|
| S4 |
1.1888 |
1.1923 |
1.2096 |
|
|
| 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 |
1.2279 |
1.2142 |
0.0137 |
1.1% |
0.0068 |
0.6% |
5% |
False |
True |
10,527 |
| 10 |
1.2293 |
1.2142 |
0.0151 |
1.2% |
0.0067 |
0.6% |
5% |
False |
True |
6,620 |
| 20 |
1.2293 |
1.2025 |
0.0268 |
2.2% |
0.0070 |
0.6% |
46% |
False |
False |
3,903 |
| 40 |
1.2293 |
1.1900 |
0.0393 |
3.2% |
0.0065 |
0.5% |
63% |
False |
False |
2,223 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
74% |
False |
False |
1,604 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
73% |
False |
False |
1,262 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
73% |
False |
False |
1,019 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
60% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2646 |
|
2.618 |
1.2489 |
|
1.618 |
1.2393 |
|
1.000 |
1.2334 |
|
0.618 |
1.2297 |
|
HIGH |
1.2238 |
|
0.618 |
1.2201 |
|
0.500 |
1.2190 |
|
0.382 |
1.2179 |
|
LOW |
1.2142 |
|
0.618 |
1.2083 |
|
1.000 |
1.2046 |
|
1.618 |
1.1987 |
|
2.618 |
1.1891 |
|
4.250 |
1.1734 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2190 |
1.2210 |
| PP |
1.2176 |
1.2190 |
| S1 |
1.2163 |
1.2169 |
|