CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 09-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2021 |
09-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2216 |
1.2197 |
-0.0019 |
-0.2% |
1.2218 |
| High |
1.2217 |
1.2242 |
0.0025 |
0.2% |
1.2279 |
| Low |
1.2188 |
1.2195 |
0.0007 |
0.1% |
1.2128 |
| Close |
1.2203 |
1.2203 |
-0.0001 |
0.0% |
1.2189 |
| Range |
0.0030 |
0.0047 |
0.0018 |
59.3% |
0.0151 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
100,169 |
348,520 |
248,351 |
247.9% |
54,886 |
|
| Daily Pivots for day following 09-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2354 |
1.2325 |
1.2228 |
|
| R3 |
1.2307 |
1.2278 |
1.2215 |
|
| R2 |
1.2260 |
1.2260 |
1.2211 |
|
| R1 |
1.2231 |
1.2231 |
1.2207 |
1.2246 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2220 |
| S1 |
1.2184 |
1.2184 |
1.2198 |
1.2199 |
| S2 |
1.2166 |
1.2166 |
1.2194 |
|
| S3 |
1.2119 |
1.2137 |
1.2190 |
|
| S4 |
1.2072 |
1.2090 |
1.2177 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2571 |
1.2272 |
|
| R3 |
1.2500 |
1.2420 |
1.2230 |
|
| R2 |
1.2349 |
1.2349 |
1.2216 |
|
| R1 |
1.2269 |
1.2269 |
1.2202 |
1.2234 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2181 |
| S1 |
1.2118 |
1.2118 |
1.2175 |
1.2083 |
| S2 |
1.2047 |
1.2047 |
1.2161 |
|
| S3 |
1.1896 |
1.1967 |
1.2147 |
|
| S4 |
1.1745 |
1.1816 |
1.2105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2242 |
1.2128 |
0.0114 |
0.9% |
0.0062 |
0.5% |
66% |
True |
False |
105,610 |
| 10 |
1.2289 |
1.2128 |
0.0161 |
1.3% |
0.0064 |
0.5% |
47% |
False |
False |
56,190 |
| 20 |
1.2293 |
1.2081 |
0.0212 |
1.7% |
0.0065 |
0.5% |
58% |
False |
False |
28,995 |
| 40 |
1.2293 |
1.1981 |
0.0312 |
2.6% |
0.0064 |
0.5% |
71% |
False |
False |
14,815 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
84% |
False |
False |
9,984 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0065 |
0.5% |
83% |
False |
False |
7,555 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.5% |
0.0064 |
0.5% |
83% |
False |
False |
6,064 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0063 |
0.5% |
68% |
False |
False |
5,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2441 |
|
2.618 |
1.2365 |
|
1.618 |
1.2318 |
|
1.000 |
1.2289 |
|
0.618 |
1.2271 |
|
HIGH |
1.2242 |
|
0.618 |
1.2224 |
|
0.500 |
1.2218 |
|
0.382 |
1.2212 |
|
LOW |
1.2195 |
|
0.618 |
1.2165 |
|
1.000 |
1.2148 |
|
1.618 |
1.2118 |
|
2.618 |
1.2071 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 09-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2205 |
| PP |
1.2213 |
1.2204 |
| S1 |
1.2208 |
1.2203 |
|