CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 18-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2021 |
18-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2015 |
1.1926 |
-0.0089 |
-0.7% |
1.2130 |
| High |
1.2027 |
1.1945 |
-0.0082 |
-0.7% |
1.2169 |
| Low |
1.1912 |
1.1867 |
-0.0045 |
-0.4% |
1.1867 |
| Close |
1.1931 |
1.1892 |
-0.0039 |
-0.3% |
1.1892 |
| Range |
0.0115 |
0.0078 |
-0.0037 |
-32.2% |
0.0302 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
306,550 |
226,244 |
-80,306 |
-26.2% |
986,787 |
|
| Daily Pivots for day following 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2092 |
1.1935 |
|
| R3 |
1.2057 |
1.2014 |
1.1913 |
|
| R2 |
1.1979 |
1.1979 |
1.1906 |
|
| R1 |
1.1936 |
1.1936 |
1.1899 |
1.1919 |
| PP |
1.1901 |
1.1901 |
1.1901 |
1.1893 |
| S1 |
1.1858 |
1.1858 |
1.1885 |
1.1841 |
| S2 |
1.1823 |
1.1823 |
1.1878 |
|
| S3 |
1.1745 |
1.1780 |
1.1871 |
|
| S4 |
1.1667 |
1.1702 |
1.1849 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2689 |
1.2058 |
|
| R3 |
1.2580 |
1.2387 |
1.1975 |
|
| R2 |
1.2278 |
1.2278 |
1.1947 |
|
| R1 |
1.2085 |
1.2085 |
1.1920 |
1.2031 |
| PP |
1.1976 |
1.1976 |
1.1976 |
1.1949 |
| S1 |
1.1783 |
1.1783 |
1.1864 |
1.1729 |
| S2 |
1.1674 |
1.1674 |
1.1837 |
|
| S3 |
1.1372 |
1.1481 |
1.1809 |
|
| S4 |
1.1070 |
1.1179 |
1.1726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2169 |
1.1867 |
0.0302 |
2.5% |
0.0083 |
0.7% |
8% |
False |
True |
197,357 |
| 10 |
1.2242 |
1.1867 |
0.0375 |
3.1% |
0.0071 |
0.6% |
7% |
False |
True |
206,446 |
| 20 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0070 |
0.6% |
6% |
False |
True |
107,037 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0069 |
0.6% |
6% |
False |
True |
54,026 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
27% |
False |
False |
36,149 |
| 80 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0067 |
0.6% |
27% |
False |
False |
27,183 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.6% |
27% |
False |
False |
21,777 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
22% |
False |
False |
18,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2149 |
|
1.618 |
1.2071 |
|
1.000 |
1.2023 |
|
0.618 |
1.1993 |
|
HIGH |
1.1945 |
|
0.618 |
1.1915 |
|
0.500 |
1.1906 |
|
0.382 |
1.1897 |
|
LOW |
1.1867 |
|
0.618 |
1.1819 |
|
1.000 |
1.1789 |
|
1.618 |
1.1741 |
|
2.618 |
1.1663 |
|
4.250 |
1.1536 |
|
|
| Fisher Pivots for day following 18-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1906 |
1.2012 |
| PP |
1.1901 |
1.1972 |
| S1 |
1.1897 |
1.1932 |
|