CME Euro FX (E) Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2008 |
1.1975 |
-0.0033 |
-0.3% |
1.1943 |
| High |
1.2012 |
1.1991 |
-0.0022 |
-0.2% |
1.2015 |
| Low |
1.1934 |
1.1934 |
0.0001 |
0.0% |
1.1861 |
| Close |
1.1973 |
1.1949 |
-0.0024 |
-0.2% |
1.1973 |
| Range |
0.0079 |
0.0057 |
-0.0022 |
-28.0% |
0.0154 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
227,916 |
150,725 |
-77,191 |
-33.9% |
1,029,467 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2127 |
1.2095 |
1.1980 |
|
| R3 |
1.2071 |
1.2038 |
1.1965 |
|
| R2 |
1.2014 |
1.2014 |
1.1959 |
|
| R1 |
1.1982 |
1.1982 |
1.1954 |
1.1970 |
| PP |
1.1958 |
1.1958 |
1.1958 |
1.1952 |
| S1 |
1.1925 |
1.1925 |
1.1944 |
1.1913 |
| S2 |
1.1901 |
1.1901 |
1.1939 |
|
| S3 |
1.1845 |
1.1869 |
1.1933 |
|
| S4 |
1.1788 |
1.1812 |
1.1918 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2410 |
1.2345 |
1.2057 |
|
| R3 |
1.2257 |
1.2192 |
1.2015 |
|
| R2 |
1.2103 |
1.2103 |
1.2001 |
|
| R1 |
1.2038 |
1.2038 |
1.1987 |
1.2071 |
| PP |
1.1950 |
1.1950 |
1.1950 |
1.1966 |
| S1 |
1.1885 |
1.1885 |
1.1959 |
1.1917 |
| S2 |
1.1796 |
1.1796 |
1.1945 |
|
| S3 |
1.1643 |
1.1731 |
1.1931 |
|
| S4 |
1.1489 |
1.1578 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2015 |
1.1861 |
0.0154 |
1.3% |
0.0070 |
0.6% |
57% |
False |
False |
225,757 |
| 10 |
1.2140 |
1.1861 |
0.0279 |
2.3% |
0.0079 |
0.7% |
32% |
False |
False |
124,266 |
| 20 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0077 |
0.6% |
21% |
False |
False |
64,205 |
| 40 |
1.2271 |
1.1861 |
0.0410 |
3.4% |
0.0072 |
0.6% |
21% |
False |
False |
32,472 |
| 60 |
1.2392 |
1.1861 |
0.0531 |
4.4% |
0.0074 |
0.6% |
17% |
False |
False |
21,774 |
| 80 |
1.2392 |
1.1858 |
0.0534 |
4.5% |
0.0072 |
0.6% |
17% |
False |
False |
16,368 |
| 100 |
1.2392 |
1.1671 |
0.0722 |
6.0% |
0.0069 |
0.6% |
39% |
False |
False |
13,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2138 |
|
1.618 |
1.2082 |
|
1.000 |
1.2047 |
|
0.618 |
1.2025 |
|
HIGH |
1.1991 |
|
0.618 |
1.1969 |
|
0.500 |
1.1962 |
|
0.382 |
1.1956 |
|
LOW |
1.1934 |
|
0.618 |
1.1899 |
|
1.000 |
1.1878 |
|
1.618 |
1.1843 |
|
2.618 |
1.1786 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1962 |
1.1974 |
| PP |
1.1958 |
1.1966 |
| S1 |
1.1953 |
1.1957 |
|