CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1882 |
1.1937 |
0.0055 |
0.5% |
1.2130 |
| High |
1.1942 |
1.1973 |
0.0031 |
0.3% |
1.2169 |
| Low |
1.1868 |
1.1901 |
0.0033 |
0.3% |
1.1867 |
| Close |
1.1930 |
1.1956 |
0.0027 |
0.2% |
1.1892 |
| Range |
0.0075 |
0.0072 |
-0.0003 |
-3.4% |
0.0302 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
205,921 |
161,650 |
-44,271 |
-21.5% |
986,787 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2159 |
1.2130 |
1.1996 |
|
| R3 |
1.2087 |
1.2058 |
1.1976 |
|
| R2 |
1.2015 |
1.2015 |
1.1969 |
|
| R1 |
1.1986 |
1.1986 |
1.1963 |
1.2000 |
| PP |
1.1943 |
1.1943 |
1.1943 |
1.1950 |
| S1 |
1.1914 |
1.1914 |
1.1949 |
1.1928 |
| S2 |
1.1871 |
1.1871 |
1.1943 |
|
| S3 |
1.1799 |
1.1842 |
1.1936 |
|
| S4 |
1.1727 |
1.1770 |
1.1916 |
|
|
| 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 |
1.2156 |
1.1867 |
0.0289 |
2.4% |
0.0096 |
0.8% |
31% |
False |
False |
221,246 |
| 10 |
1.2242 |
1.1867 |
0.0375 |
3.1% |
0.0077 |
0.6% |
24% |
False |
False |
228,770 |
| 20 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0071 |
0.6% |
21% |
False |
False |
125,258 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0069 |
0.6% |
21% |
False |
False |
63,185 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
38% |
False |
False |
42,254 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0067 |
0.6% |
38% |
False |
False |
31,773 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
38% |
False |
False |
25,451 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
31% |
False |
False |
21,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2279 |
|
2.618 |
1.2161 |
|
1.618 |
1.2089 |
|
1.000 |
1.2045 |
|
0.618 |
1.2017 |
|
HIGH |
1.1973 |
|
0.618 |
1.1945 |
|
0.500 |
1.1937 |
|
0.382 |
1.1928 |
|
LOW |
1.1901 |
|
0.618 |
1.1856 |
|
1.000 |
1.1829 |
|
1.618 |
1.1784 |
|
2.618 |
1.1712 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1950 |
1.1944 |
| PP |
1.1943 |
1.1932 |
| S1 |
1.1937 |
1.1920 |
|