CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1944 |
1.1917 |
-0.0027 |
-0.2% |
1.1882 |
| High |
1.1948 |
1.1927 |
-0.0021 |
-0.2% |
1.1995 |
| Low |
1.1896 |
1.1863 |
-0.0033 |
-0.3% |
1.1868 |
| Close |
1.1920 |
1.1865 |
-0.0055 |
-0.5% |
1.1950 |
| Range |
0.0053 |
0.0065 |
0.0012 |
22.9% |
0.0127 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
143,431 |
168,822 |
25,391 |
17.7% |
771,361 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2036 |
1.1900 |
|
| R3 |
1.2014 |
1.1972 |
1.1883 |
|
| R2 |
1.1949 |
1.1949 |
1.1877 |
|
| R1 |
1.1907 |
1.1907 |
1.1871 |
1.1896 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1879 |
| S1 |
1.1843 |
1.1843 |
1.1859 |
1.1832 |
| S2 |
1.1820 |
1.1820 |
1.1853 |
|
| S3 |
1.1756 |
1.1778 |
1.1847 |
|
| S4 |
1.1691 |
1.1714 |
1.1830 |
|
|
| 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 |
1.1863 |
0.0132 |
1.1% |
0.0050 |
0.4% |
2% |
False |
True |
140,516 |
| 10 |
1.2027 |
1.1863 |
0.0164 |
1.4% |
0.0065 |
0.5% |
2% |
False |
True |
176,054 |
| 20 |
1.2242 |
1.1863 |
0.0379 |
3.2% |
0.0067 |
0.6% |
1% |
False |
True |
166,370 |
| 40 |
1.2293 |
1.1863 |
0.0430 |
3.6% |
0.0067 |
0.6% |
1% |
False |
True |
84,574 |
| 60 |
1.2293 |
1.1863 |
0.0430 |
3.6% |
0.0065 |
0.5% |
1% |
False |
True |
56,550 |
| 80 |
1.2293 |
1.1746 |
0.0547 |
4.6% |
0.0065 |
0.5% |
22% |
False |
False |
42,504 |
| 100 |
1.2295 |
1.1746 |
0.0549 |
4.6% |
0.0064 |
0.5% |
22% |
False |
False |
34,049 |
| 120 |
1.2349 |
1.1746 |
0.0603 |
5.1% |
0.0065 |
0.5% |
20% |
False |
False |
28,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2201 |
|
2.618 |
1.2096 |
|
1.618 |
1.2031 |
|
1.000 |
1.1992 |
|
0.618 |
1.1967 |
|
HIGH |
1.1927 |
|
0.618 |
1.1902 |
|
0.500 |
1.1895 |
|
0.382 |
1.1887 |
|
LOW |
1.1863 |
|
0.618 |
1.1823 |
|
1.000 |
1.1798 |
|
1.618 |
1.1758 |
|
2.618 |
1.1694 |
|
4.250 |
1.1588 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1913 |
| PP |
1.1885 |
1.1897 |
| S1 |
1.1875 |
1.1881 |
|