CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.1956 |
0.0006 |
0.0% |
1.1882 |
| High |
1.1995 |
1.1964 |
-0.0031 |
-0.3% |
1.1995 |
| Low |
1.1945 |
1.1921 |
-0.0024 |
-0.2% |
1.1868 |
| Close |
1.1950 |
1.1942 |
-0.0008 |
-0.1% |
1.1950 |
| Range |
0.0050 |
0.0043 |
-0.0007 |
-14.1% |
0.0127 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
130,205 |
144,136 |
13,931 |
10.7% |
771,361 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.2048 |
1.1965 |
|
| R3 |
1.2027 |
1.2006 |
1.1954 |
|
| R2 |
1.1985 |
1.1985 |
1.1950 |
|
| R1 |
1.1963 |
1.1963 |
1.1946 |
1.1953 |
| PP |
1.1942 |
1.1942 |
1.1942 |
1.1937 |
| S1 |
1.1921 |
1.1921 |
1.1938 |
1.1910 |
| S2 |
1.1900 |
1.1900 |
1.1934 |
|
| S3 |
1.1857 |
1.1878 |
1.1930 |
|
| S4 |
1.1815 |
1.1836 |
1.1919 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2318 |
1.2261 |
1.2019 |
|
| R3 |
1.2191 |
1.2134 |
1.1984 |
|
| R2 |
1.2064 |
1.2064 |
1.1973 |
|
| R1 |
1.2007 |
1.2007 |
1.1961 |
1.2036 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1952 |
| S1 |
1.1880 |
1.1880 |
1.1938 |
1.1909 |
| S2 |
1.1810 |
1.1810 |
1.1926 |
|
| S3 |
1.1683 |
1.1753 |
1.1915 |
|
| S4 |
1.1556 |
1.1626 |
1.1880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1995 |
1.1901 |
0.0094 |
0.8% |
0.0053 |
0.4% |
44% |
False |
False |
141,915 |
| 10 |
1.2169 |
1.1867 |
0.0302 |
2.5% |
0.0072 |
0.6% |
25% |
False |
False |
178,047 |
| 20 |
1.2279 |
1.1867 |
0.0412 |
3.4% |
0.0068 |
0.6% |
18% |
False |
False |
151,742 |
| 40 |
1.2293 |
1.1867 |
0.0426 |
3.6% |
0.0067 |
0.6% |
18% |
False |
False |
76,800 |
| 60 |
1.2293 |
1.1778 |
0.0515 |
4.3% |
0.0066 |
0.6% |
32% |
False |
False |
51,357 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0066 |
0.5% |
36% |
False |
False |
38,612 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0065 |
0.5% |
36% |
False |
False |
30,928 |
| 120 |
1.2414 |
1.1746 |
0.0668 |
5.6% |
0.0065 |
0.5% |
29% |
False |
False |
25,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.2075 |
|
1.618 |
1.2032 |
|
1.000 |
1.2006 |
|
0.618 |
1.1990 |
|
HIGH |
1.1964 |
|
0.618 |
1.1947 |
|
0.500 |
1.1942 |
|
0.382 |
1.1937 |
|
LOW |
1.1921 |
|
0.618 |
1.1895 |
|
1.000 |
1.1879 |
|
1.618 |
1.1852 |
|
2.618 |
1.1810 |
|
4.250 |
1.1740 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1942 |
1.1958 |
| PP |
1.1942 |
1.1953 |
| S1 |
1.1942 |
1.1947 |
|