CME Euro FX (E) Future September 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1809 |
-0.0026 |
-0.2% |
1.1919 |
| High |
1.1837 |
1.1816 |
-0.0021 |
-0.2% |
1.1992 |
| Low |
1.1804 |
1.1753 |
-0.0051 |
-0.4% |
1.1805 |
| Close |
1.1807 |
1.1760 |
-0.0047 |
-0.4% |
1.1833 |
| Range |
0.0033 |
0.0063 |
0.0030 |
92.3% |
0.0187 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
390 |
427 |
37 |
9.5% |
2,392 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1924 |
1.1794 |
|
| R3 |
1.1901 |
1.1862 |
1.1777 |
|
| R2 |
1.1839 |
1.1839 |
1.1771 |
|
| R1 |
1.1799 |
1.1799 |
1.1765 |
1.1788 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1770 |
| S1 |
1.1737 |
1.1737 |
1.1754 |
1.1725 |
| S2 |
1.1714 |
1.1714 |
1.1748 |
|
| S3 |
1.1651 |
1.1674 |
1.1742 |
|
| S4 |
1.1589 |
1.1612 |
1.1725 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2322 |
1.1936 |
|
| R3 |
1.2250 |
1.2135 |
1.1884 |
|
| R2 |
1.2063 |
1.2063 |
1.1867 |
|
| R1 |
1.1948 |
1.1948 |
1.1850 |
1.1912 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1858 |
| S1 |
1.1761 |
1.1761 |
1.1816 |
1.1725 |
| S2 |
1.1689 |
1.1689 |
1.1799 |
|
| S3 |
1.1502 |
1.1574 |
1.1782 |
|
| S4 |
1.1315 |
1.1387 |
1.1730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1893 |
1.1753 |
0.0140 |
1.2% |
0.0048 |
0.4% |
5% |
False |
True |
485 |
| 10 |
1.2034 |
1.1753 |
0.0281 |
2.4% |
0.0065 |
0.6% |
2% |
False |
True |
369 |
| 20 |
1.2160 |
1.1753 |
0.0407 |
3.5% |
0.0067 |
0.6% |
2% |
False |
True |
362 |
| 40 |
1.2295 |
1.1753 |
0.0542 |
4.6% |
0.0063 |
0.5% |
1% |
False |
True |
261 |
| 60 |
1.2414 |
1.1753 |
0.0661 |
5.6% |
0.0064 |
0.5% |
1% |
False |
True |
187 |
| 80 |
1.2414 |
1.1753 |
0.0661 |
5.6% |
0.0060 |
0.5% |
1% |
False |
True |
142 |
| 100 |
1.2414 |
1.1716 |
0.0699 |
5.9% |
0.0060 |
0.5% |
6% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1979 |
|
1.618 |
1.1917 |
|
1.000 |
1.1878 |
|
0.618 |
1.1854 |
|
HIGH |
1.1816 |
|
0.618 |
1.1792 |
|
0.500 |
1.1784 |
|
0.382 |
1.1777 |
|
LOW |
1.1753 |
|
0.618 |
1.1714 |
|
1.000 |
1.1691 |
|
1.618 |
1.1652 |
|
2.618 |
1.1589 |
|
4.250 |
1.1487 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1784 |
1.1801 |
| PP |
1.1776 |
1.1787 |
| S1 |
1.1768 |
1.1773 |
|