CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2230 |
1.2144 |
-0.0086 |
-0.7% |
1.2198 |
| High |
1.2234 |
1.2173 |
-0.0061 |
-0.5% |
1.2262 |
| Low |
1.2137 |
1.2138 |
0.0002 |
0.0% |
1.2137 |
| Close |
1.2145 |
1.2161 |
0.0016 |
0.1% |
1.2145 |
| Range |
0.0097 |
0.0035 |
-0.0063 |
-64.4% |
0.0125 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
282 |
284 |
2 |
0.7% |
3,441 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2261 |
1.2245 |
1.2179 |
|
| R3 |
1.2226 |
1.2211 |
1.2170 |
|
| R2 |
1.2192 |
1.2192 |
1.2167 |
|
| R1 |
1.2176 |
1.2176 |
1.2164 |
1.2184 |
| PP |
1.2157 |
1.2157 |
1.2157 |
1.2161 |
| S1 |
1.2142 |
1.2142 |
1.2157 |
1.2149 |
| S2 |
1.2123 |
1.2123 |
1.2154 |
|
| S3 |
1.2088 |
1.2107 |
1.2151 |
|
| S4 |
1.2054 |
1.2073 |
1.2142 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2476 |
1.2214 |
|
| R3 |
1.2431 |
1.2351 |
1.2179 |
|
| R2 |
1.2306 |
1.2306 |
1.2168 |
|
| R1 |
1.2226 |
1.2226 |
1.2156 |
1.2203 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2170 |
| S1 |
1.2101 |
1.2101 |
1.2134 |
1.2078 |
| S2 |
1.2056 |
1.2056 |
1.2122 |
|
| S3 |
1.1931 |
1.1976 |
1.2111 |
|
| S4 |
1.1806 |
1.1851 |
1.2076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2262 |
1.2137 |
0.0125 |
1.0% |
0.0049 |
0.4% |
19% |
False |
False |
717 |
| 10 |
1.2299 |
1.2137 |
0.0162 |
1.3% |
0.0060 |
0.5% |
15% |
False |
False |
425 |
| 20 |
1.2314 |
1.2137 |
0.0178 |
1.5% |
0.0062 |
0.5% |
14% |
False |
False |
375 |
| 40 |
1.2314 |
1.2005 |
0.0310 |
2.5% |
0.0061 |
0.5% |
50% |
False |
False |
263 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0057 |
0.5% |
72% |
False |
False |
190 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0059 |
0.5% |
71% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2319 |
|
2.618 |
1.2263 |
|
1.618 |
1.2228 |
|
1.000 |
1.2207 |
|
0.618 |
1.2194 |
|
HIGH |
1.2173 |
|
0.618 |
1.2159 |
|
0.500 |
1.2155 |
|
0.382 |
1.2151 |
|
LOW |
1.2138 |
|
0.618 |
1.2117 |
|
1.000 |
1.2104 |
|
1.618 |
1.2082 |
|
2.618 |
1.2048 |
|
4.250 |
1.1991 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2159 |
1.2186 |
| PP |
1.2157 |
1.2178 |
| S1 |
1.2155 |
1.2169 |
|