CME Euro FX (E) Future December 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1982 |
1.1971 |
-0.0011 |
-0.1% |
1.2144 |
| High |
1.2010 |
1.1996 |
-0.0014 |
-0.1% |
1.2190 |
| Low |
1.1954 |
1.1959 |
0.0005 |
0.0% |
1.1891 |
| Close |
1.1970 |
1.1972 |
0.0002 |
0.0% |
1.1914 |
| Range |
0.0057 |
0.0038 |
-0.0019 |
-33.6% |
0.0299 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
2,035 |
1,150 |
-885 |
-43.5% |
3,949 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2088 |
1.2067 |
1.1992 |
|
| R3 |
1.2050 |
1.2030 |
1.1982 |
|
| R2 |
1.2013 |
1.2013 |
1.1978 |
|
| R1 |
1.1992 |
1.1992 |
1.1975 |
1.2003 |
| PP |
1.1975 |
1.1975 |
1.1975 |
1.1981 |
| S1 |
1.1955 |
1.1955 |
1.1968 |
1.1965 |
| S2 |
1.1938 |
1.1938 |
1.1965 |
|
| S3 |
1.1900 |
1.1917 |
1.1961 |
|
| S4 |
1.1863 |
1.1880 |
1.1951 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2702 |
1.2078 |
|
| R3 |
1.2595 |
1.2404 |
1.1996 |
|
| R2 |
1.2297 |
1.2297 |
1.1969 |
|
| R1 |
1.2105 |
1.2105 |
1.1941 |
1.2052 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.1971 |
| S1 |
1.1807 |
1.1807 |
1.1887 |
1.1753 |
| S2 |
1.1700 |
1.1700 |
1.1859 |
|
| S3 |
1.1401 |
1.1508 |
1.1832 |
|
| S4 |
1.1103 |
1.1210 |
1.1750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2010 |
1.1890 |
0.0120 |
1.0% |
0.0062 |
0.5% |
68% |
False |
False |
853 |
| 10 |
1.2234 |
1.1890 |
0.0344 |
2.9% |
0.0074 |
0.6% |
24% |
False |
False |
820 |
| 20 |
1.2299 |
1.1890 |
0.0409 |
3.4% |
0.0066 |
0.6% |
20% |
False |
False |
610 |
| 40 |
1.2314 |
1.1890 |
0.0424 |
3.5% |
0.0065 |
0.5% |
19% |
False |
False |
426 |
| 60 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0062 |
0.5% |
37% |
False |
False |
312 |
| 80 |
1.2314 |
1.1772 |
0.0543 |
4.5% |
0.0061 |
0.5% |
37% |
False |
False |
244 |
| 100 |
1.2317 |
1.1772 |
0.0546 |
4.6% |
0.0060 |
0.5% |
37% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2094 |
|
1.618 |
1.2057 |
|
1.000 |
1.2034 |
|
0.618 |
1.2019 |
|
HIGH |
1.1996 |
|
0.618 |
1.1982 |
|
0.500 |
1.1977 |
|
0.382 |
1.1973 |
|
LOW |
1.1959 |
|
0.618 |
1.1935 |
|
1.000 |
1.1921 |
|
1.618 |
1.1898 |
|
2.618 |
1.1860 |
|
4.250 |
1.1799 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1977 |
1.1970 |
| PP |
1.1975 |
1.1968 |
| S1 |
1.1973 |
1.1967 |
|