CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2150 |
1.2015 |
-0.0136 |
-1.1% |
1.2189 |
| High |
1.2156 |
1.2027 |
-0.0130 |
-1.1% |
1.2242 |
| Low |
1.2015 |
1.1912 |
-0.0104 |
-0.9% |
1.2115 |
| Close |
1.2039 |
1.1931 |
-0.0108 |
-0.9% |
1.2124 |
| Range |
0.0141 |
0.0115 |
-0.0026 |
-18.4% |
0.0127 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
6.1% |
0.0000 |
| Volume |
205,868 |
306,550 |
100,682 |
48.9% |
1,077,673 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2301 |
1.2231 |
1.1994 |
|
| R3 |
1.2186 |
1.2116 |
1.1963 |
|
| R2 |
1.2071 |
1.2071 |
1.1952 |
|
| R1 |
1.2001 |
1.2001 |
1.1942 |
1.1979 |
| PP |
1.1956 |
1.1956 |
1.1956 |
1.1945 |
| S1 |
1.1886 |
1.1886 |
1.1920 |
1.1864 |
| S2 |
1.1841 |
1.1841 |
1.1910 |
|
| S3 |
1.1726 |
1.1771 |
1.1899 |
|
| S4 |
1.1611 |
1.1656 |
1.1868 |
|
|
| 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 |
1.2215 |
1.1912 |
0.0304 |
2.5% |
0.0088 |
0.7% |
6% |
False |
True |
201,644 |
| 10 |
1.2242 |
1.1912 |
0.0330 |
2.8% |
0.0072 |
0.6% |
6% |
False |
True |
184,992 |
| 20 |
1.2293 |
1.1912 |
0.0381 |
3.2% |
0.0069 |
0.6% |
5% |
False |
True |
95,806 |
| 40 |
1.2293 |
1.1912 |
0.0381 |
3.2% |
0.0069 |
0.6% |
5% |
False |
True |
48,388 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
34% |
False |
False |
32,384 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0067 |
0.6% |
34% |
False |
False |
24,355 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
34% |
False |
False |
19,515 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0064 |
0.5% |
28% |
False |
False |
16,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2328 |
|
1.618 |
1.2213 |
|
1.000 |
1.2142 |
|
0.618 |
1.2098 |
|
HIGH |
1.2027 |
|
0.618 |
1.1983 |
|
0.500 |
1.1969 |
|
0.382 |
1.1955 |
|
LOW |
1.1912 |
|
0.618 |
1.1840 |
|
1.000 |
1.1797 |
|
1.618 |
1.1725 |
|
2.618 |
1.1610 |
|
4.250 |
1.1423 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1969 |
1.2040 |
| PP |
1.1956 |
1.2004 |
| S1 |
1.1944 |
1.1967 |
|