CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2144 |
1.2163 |
0.0019 |
0.2% |
1.2198 |
| High |
1.2173 |
1.2190 |
0.0017 |
0.1% |
1.2262 |
| Low |
1.2138 |
1.2143 |
0.0005 |
0.0% |
1.2137 |
| Close |
1.2161 |
1.2168 |
0.0008 |
0.1% |
1.2145 |
| Range |
0.0035 |
0.0047 |
0.0012 |
34.8% |
0.0125 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
284 |
331 |
47 |
16.5% |
3,441 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2306 |
1.2284 |
1.2194 |
|
| R3 |
1.2260 |
1.2237 |
1.2181 |
|
| R2 |
1.2213 |
1.2213 |
1.2177 |
|
| R1 |
1.2191 |
1.2191 |
1.2172 |
1.2202 |
| PP |
1.2167 |
1.2167 |
1.2167 |
1.2173 |
| S1 |
1.2144 |
1.2144 |
1.2164 |
1.2156 |
| S2 |
1.2120 |
1.2120 |
1.2159 |
|
| S3 |
1.2074 |
1.2098 |
1.2155 |
|
| S4 |
1.2027 |
1.2051 |
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% |
0.0054 |
0.4% |
25% |
False |
False |
768 |
| 10 |
1.2271 |
1.2137 |
0.0134 |
1.1% |
0.0058 |
0.5% |
24% |
False |
False |
447 |
| 20 |
1.2314 |
1.2137 |
0.0178 |
1.5% |
0.0062 |
0.5% |
18% |
False |
False |
383 |
| 40 |
1.2314 |
1.2043 |
0.0272 |
2.2% |
0.0060 |
0.5% |
46% |
False |
False |
269 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0057 |
0.5% |
73% |
False |
False |
195 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0060 |
0.5% |
73% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2387 |
|
2.618 |
1.2311 |
|
1.618 |
1.2265 |
|
1.000 |
1.2236 |
|
0.618 |
1.2218 |
|
HIGH |
1.2190 |
|
0.618 |
1.2172 |
|
0.500 |
1.2166 |
|
0.382 |
1.2161 |
|
LOW |
1.2143 |
|
0.618 |
1.2114 |
|
1.000 |
1.2097 |
|
1.618 |
1.2068 |
|
2.618 |
1.2021 |
|
4.250 |
1.1945 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2167 |
1.2185 |
| PP |
1.2167 |
1.2179 |
| S1 |
1.2166 |
1.2174 |
|