CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1961 |
1.1947 |
-0.0015 |
-0.1% |
1.2130 |
| High |
1.1990 |
1.1976 |
-0.0015 |
-0.1% |
1.2169 |
| Low |
1.1931 |
1.1936 |
0.0006 |
0.0% |
1.1867 |
| Close |
1.1949 |
1.1950 |
0.0002 |
0.0% |
1.1892 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.6% |
0.0302 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
157,596 |
115,989 |
-41,607 |
-26.4% |
986,787 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2072 |
1.2051 |
1.1972 |
|
| R3 |
1.2033 |
1.2011 |
1.1961 |
|
| R2 |
1.1993 |
1.1993 |
1.1957 |
|
| R1 |
1.1972 |
1.1972 |
1.1954 |
1.1983 |
| PP |
1.1954 |
1.1954 |
1.1954 |
1.1959 |
| S1 |
1.1932 |
1.1932 |
1.1946 |
1.1943 |
| S2 |
1.1914 |
1.1914 |
1.1943 |
|
| S3 |
1.1875 |
1.1893 |
1.1939 |
|
| S4 |
1.1835 |
1.1853 |
1.1928 |
|
|
| 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 |
1.1990 |
1.1867 |
0.0123 |
1.0% |
0.0065 |
0.5% |
67% |
False |
False |
173,480 |
| 10 |
1.2215 |
1.1867 |
0.0348 |
2.9% |
0.0076 |
0.6% |
24% |
False |
False |
187,562 |
| 20 |
1.2279 |
1.1867 |
0.0412 |
3.4% |
0.0069 |
0.6% |
20% |
False |
False |
138,498 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0069 |
0.6% |
20% |
False |
False |
69,995 |
| 60 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
37% |
False |
False |
46,801 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.6% |
37% |
False |
False |
35,191 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
37% |
False |
False |
28,185 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
31% |
False |
False |
23,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2143 |
|
2.618 |
1.2079 |
|
1.618 |
1.2039 |
|
1.000 |
1.2015 |
|
0.618 |
1.2000 |
|
HIGH |
1.1976 |
|
0.618 |
1.1960 |
|
0.500 |
1.1956 |
|
0.382 |
1.1951 |
|
LOW |
1.1936 |
|
0.618 |
1.1912 |
|
1.000 |
1.1897 |
|
1.618 |
1.1872 |
|
2.618 |
1.1833 |
|
4.250 |
1.1768 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1956 |
1.1948 |
| PP |
1.1954 |
1.1947 |
| S1 |
1.1952 |
1.1945 |
|