CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2142 |
1.2150 |
0.0009 |
0.1% |
1.2189 |
| High |
1.2169 |
1.2156 |
-0.0013 |
-0.1% |
1.2242 |
| Low |
1.2122 |
1.2015 |
-0.0107 |
-0.9% |
1.2115 |
| Close |
1.2147 |
1.2039 |
-0.0108 |
-0.9% |
1.2124 |
| Range |
0.0047 |
0.0141 |
0.0094 |
200.0% |
0.0127 |
| ATR |
0.0063 |
0.0069 |
0.0006 |
8.8% |
0.0000 |
| Volume |
126,315 |
205,868 |
79,553 |
63.0% |
1,077,673 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2493 |
1.2407 |
1.2117 |
|
| R3 |
1.2352 |
1.2266 |
1.2078 |
|
| R2 |
1.2211 |
1.2211 |
1.2065 |
|
| R1 |
1.2125 |
1.2125 |
1.2052 |
1.2098 |
| PP |
1.2070 |
1.2070 |
1.2070 |
1.2056 |
| S1 |
1.1984 |
1.1984 |
1.2026 |
1.1957 |
| S2 |
1.1929 |
1.1929 |
1.2013 |
|
| S3 |
1.1788 |
1.1843 |
1.2000 |
|
| S4 |
1.1647 |
1.1702 |
1.1961 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2541 |
1.2460 |
1.2194 |
|
| R3 |
1.2414 |
1.2333 |
1.2159 |
|
| R2 |
1.2287 |
1.2287 |
1.2147 |
|
| R1 |
1.2206 |
1.2206 |
1.2136 |
1.2183 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2149 |
| S1 |
1.2079 |
1.2079 |
1.2112 |
1.2056 |
| S2 |
1.2033 |
1.2033 |
1.2101 |
|
| S3 |
1.1906 |
1.1952 |
1.2089 |
|
| S4 |
1.1779 |
1.1825 |
1.2054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2218 |
1.2015 |
0.0203 |
1.7% |
0.0077 |
0.6% |
12% |
False |
True |
207,764 |
| 10 |
1.2242 |
1.2015 |
0.0227 |
1.9% |
0.0070 |
0.6% |
11% |
False |
True |
156,687 |
| 20 |
1.2293 |
1.2015 |
0.0278 |
2.3% |
0.0068 |
0.6% |
9% |
False |
True |
80,593 |
| 40 |
1.2293 |
1.2015 |
0.0278 |
2.3% |
0.0067 |
0.6% |
9% |
False |
True |
40,736 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.5% |
0.0065 |
0.5% |
54% |
False |
False |
27,286 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0066 |
0.6% |
53% |
False |
False |
20,524 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
53% |
False |
False |
16,449 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.5% |
0.0064 |
0.5% |
44% |
False |
False |
13,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2755 |
|
2.618 |
1.2525 |
|
1.618 |
1.2384 |
|
1.000 |
1.2297 |
|
0.618 |
1.2243 |
|
HIGH |
1.2156 |
|
0.618 |
1.2102 |
|
0.500 |
1.2086 |
|
0.382 |
1.2069 |
|
LOW |
1.2015 |
|
0.618 |
1.1928 |
|
1.000 |
1.1874 |
|
1.618 |
1.1787 |
|
2.618 |
1.1646 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2092 |
| PP |
1.2070 |
1.2074 |
| S1 |
1.2055 |
1.2057 |
|