CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2231 |
1.2231 |
0.0001 |
0.0% |
1.2221 |
| High |
1.2251 |
1.2299 |
0.0048 |
0.4% |
1.2314 |
| Low |
1.2179 |
1.2231 |
0.0052 |
0.4% |
1.2179 |
| Close |
1.2247 |
1.2275 |
0.0028 |
0.2% |
1.2247 |
| Range |
0.0072 |
0.0068 |
-0.0004 |
-5.6% |
0.0135 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
126 |
115 |
-11 |
-8.7% |
2,438 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2472 |
1.2441 |
1.2312 |
|
| R3 |
1.2404 |
1.2373 |
1.2293 |
|
| R2 |
1.2336 |
1.2336 |
1.2287 |
|
| R1 |
1.2305 |
1.2305 |
1.2281 |
1.2321 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2276 |
| S1 |
1.2237 |
1.2237 |
1.2268 |
1.2253 |
| S2 |
1.2200 |
1.2200 |
1.2262 |
|
| S3 |
1.2132 |
1.2169 |
1.2256 |
|
| S4 |
1.2064 |
1.2101 |
1.2237 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2652 |
1.2584 |
1.2321 |
|
| R3 |
1.2517 |
1.2449 |
1.2284 |
|
| R2 |
1.2382 |
1.2382 |
1.2272 |
|
| R1 |
1.2314 |
1.2314 |
1.2259 |
1.2348 |
| PP |
1.2247 |
1.2247 |
1.2247 |
1.2264 |
| S1 |
1.2179 |
1.2179 |
1.2235 |
1.2213 |
| S2 |
1.2112 |
1.2112 |
1.2222 |
|
| S3 |
1.1977 |
1.2044 |
1.2210 |
|
| S4 |
1.1842 |
1.1909 |
1.2173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2314 |
1.2179 |
0.0135 |
1.1% |
0.0062 |
0.5% |
71% |
False |
False |
488 |
| 10 |
1.2314 |
1.2179 |
0.0135 |
1.1% |
0.0066 |
0.5% |
71% |
False |
False |
319 |
| 20 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0063 |
0.5% |
85% |
False |
False |
237 |
| 40 |
1.2314 |
1.1861 |
0.0453 |
3.7% |
0.0059 |
0.5% |
91% |
False |
False |
171 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
93% |
False |
False |
126 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.4% |
0.0058 |
0.5% |
92% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2588 |
|
2.618 |
1.2477 |
|
1.618 |
1.2409 |
|
1.000 |
1.2367 |
|
0.618 |
1.2341 |
|
HIGH |
1.2299 |
|
0.618 |
1.2273 |
|
0.500 |
1.2265 |
|
0.382 |
1.2256 |
|
LOW |
1.2231 |
|
0.618 |
1.2188 |
|
1.000 |
1.2163 |
|
1.618 |
1.2120 |
|
2.618 |
1.2052 |
|
4.250 |
1.1942 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2271 |
1.2263 |
| PP |
1.2268 |
1.2251 |
| S1 |
1.2265 |
1.2239 |
|