CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 08-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2225 |
0.0027 |
0.2% |
1.2231 |
| High |
1.2247 |
1.2232 |
-0.0015 |
-0.1% |
1.2299 |
| Low |
1.2190 |
1.2210 |
0.0020 |
0.2% |
1.2149 |
| Close |
1.2240 |
1.2225 |
-0.0016 |
-0.1% |
1.2210 |
| Range |
0.0057 |
0.0023 |
-0.0034 |
-60.2% |
0.0150 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
137 |
75 |
-62 |
-45.3% |
534 |
|
| Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2280 |
1.2237 |
|
| R3 |
1.2267 |
1.2257 |
1.2231 |
|
| R2 |
1.2245 |
1.2245 |
1.2229 |
|
| R1 |
1.2235 |
1.2235 |
1.2227 |
1.2236 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2223 |
| S1 |
1.2212 |
1.2212 |
1.2222 |
1.2213 |
| S2 |
1.2200 |
1.2200 |
1.2220 |
|
| S3 |
1.2177 |
1.2190 |
1.2218 |
|
| S4 |
1.2155 |
1.2167 |
1.2212 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2668 |
1.2588 |
1.2292 |
|
| R3 |
1.2518 |
1.2439 |
1.2251 |
|
| R2 |
1.2369 |
1.2369 |
1.2237 |
|
| R1 |
1.2289 |
1.2289 |
1.2224 |
1.2254 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2202 |
| S1 |
1.2140 |
1.2140 |
1.2196 |
1.2105 |
| S2 |
1.2070 |
1.2070 |
1.2183 |
|
| S3 |
1.1920 |
1.1990 |
1.2169 |
|
| S4 |
1.1771 |
1.1841 |
1.2128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2271 |
1.2149 |
0.0122 |
1.0% |
0.0062 |
0.5% |
62% |
False |
False |
126 |
| 10 |
1.2314 |
1.2149 |
0.0165 |
1.3% |
0.0062 |
0.5% |
46% |
False |
False |
307 |
| 20 |
1.2314 |
1.2104 |
0.0211 |
1.7% |
0.0064 |
0.5% |
57% |
False |
False |
249 |
| 40 |
1.2314 |
1.1947 |
0.0368 |
3.0% |
0.0060 |
0.5% |
76% |
False |
False |
179 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.4% |
0.0058 |
0.5% |
84% |
False |
False |
132 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
83% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2291 |
|
1.618 |
1.2268 |
|
1.000 |
1.2255 |
|
0.618 |
1.2246 |
|
HIGH |
1.2232 |
|
0.618 |
1.2223 |
|
0.500 |
1.2221 |
|
0.382 |
1.2218 |
|
LOW |
1.2210 |
|
0.618 |
1.2196 |
|
1.000 |
1.2187 |
|
1.618 |
1.2173 |
|
2.618 |
1.2151 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 08-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2223 |
1.2216 |
| PP |
1.2222 |
1.2207 |
| S1 |
1.2221 |
1.2198 |
|