CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2163 |
1.2173 |
0.0010 |
0.1% |
1.2198 |
| High |
1.2190 |
1.2177 |
-0.0013 |
-0.1% |
1.2262 |
| Low |
1.2143 |
1.2039 |
-0.0105 |
-0.9% |
1.2137 |
| Close |
1.2168 |
1.2061 |
-0.0107 |
-0.9% |
1.2145 |
| Range |
0.0047 |
0.0138 |
0.0092 |
196.8% |
0.0125 |
| ATR |
0.0061 |
0.0066 |
0.0006 |
9.1% |
0.0000 |
| Volume |
331 |
319 |
-12 |
-3.6% |
3,441 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2422 |
1.2137 |
|
| R3 |
1.2368 |
1.2284 |
1.2099 |
|
| R2 |
1.2230 |
1.2230 |
1.2086 |
|
| R1 |
1.2146 |
1.2146 |
1.2074 |
1.2119 |
| PP |
1.2092 |
1.2092 |
1.2092 |
1.2079 |
| S1 |
1.2008 |
1.2008 |
1.2048 |
1.1981 |
| S2 |
1.1954 |
1.1954 |
1.2036 |
|
| S3 |
1.1816 |
1.1870 |
1.2023 |
|
| S4 |
1.1678 |
1.1732 |
1.1985 |
|
|
| 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 |
1.2236 |
1.2039 |
0.0198 |
1.6% |
0.0073 |
0.6% |
11% |
False |
True |
552 |
| 10 |
1.2262 |
1.2039 |
0.0223 |
1.8% |
0.0066 |
0.5% |
10% |
False |
True |
470 |
| 20 |
1.2314 |
1.2039 |
0.0276 |
2.3% |
0.0065 |
0.5% |
8% |
False |
True |
396 |
| 40 |
1.2314 |
1.2039 |
0.0276 |
2.3% |
0.0062 |
0.5% |
8% |
False |
True |
276 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0058 |
0.5% |
53% |
False |
False |
198 |
| 80 |
1.2317 |
1.1772 |
0.0546 |
4.5% |
0.0060 |
0.5% |
53% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2538 |
|
1.618 |
1.2400 |
|
1.000 |
1.2315 |
|
0.618 |
1.2262 |
|
HIGH |
1.2177 |
|
0.618 |
1.2124 |
|
0.500 |
1.2108 |
|
0.382 |
1.2091 |
|
LOW |
1.2039 |
|
0.618 |
1.1953 |
|
1.000 |
1.1901 |
|
1.618 |
1.1815 |
|
2.618 |
1.1677 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2108 |
1.2114 |
| PP |
1.2092 |
1.2096 |
| S1 |
1.2077 |
1.2079 |
|