CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2286 |
1.2234 |
-0.0053 |
-0.4% |
1.2252 |
| High |
1.2302 |
1.2235 |
-0.0067 |
-0.5% |
1.2368 |
| Low |
1.2210 |
1.2149 |
-0.0062 |
-0.5% |
1.2210 |
| Close |
1.2233 |
1.2179 |
-0.0054 |
-0.4% |
1.2233 |
| Range |
0.0092 |
0.0087 |
-0.0006 |
-6.0% |
0.0158 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.8% |
0.0000 |
| Volume |
213,108 |
149,163 |
-63,945 |
-30.0% |
904,712 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2447 |
1.2400 |
1.2227 |
|
| R3 |
1.2361 |
1.2313 |
1.2203 |
|
| R2 |
1.2274 |
1.2274 |
1.2195 |
|
| R1 |
1.2227 |
1.2227 |
1.2187 |
1.2207 |
| PP |
1.2188 |
1.2188 |
1.2188 |
1.2178 |
| S1 |
1.2140 |
1.2140 |
1.2171 |
1.2121 |
| S2 |
1.2101 |
1.2101 |
1.2163 |
|
| S3 |
1.2015 |
1.2054 |
1.2155 |
|
| S4 |
1.1928 |
1.1967 |
1.2131 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2646 |
1.2319 |
|
| R3 |
1.2586 |
1.2488 |
1.2276 |
|
| R2 |
1.2428 |
1.2428 |
1.2261 |
|
| R1 |
1.2330 |
1.2330 |
1.2247 |
1.2300 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2255 |
| S1 |
1.2172 |
1.2172 |
1.2218 |
1.2142 |
| S2 |
1.2112 |
1.2112 |
1.2204 |
|
| S3 |
1.1954 |
1.2014 |
1.2189 |
|
| S4 |
1.1796 |
1.1856 |
1.2146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2368 |
1.2149 |
0.0220 |
1.8% |
0.0084 |
0.7% |
14% |
False |
True |
174,318 |
| 10 |
1.2368 |
1.2149 |
0.0220 |
1.8% |
0.0080 |
0.7% |
14% |
False |
True |
156,803 |
| 20 |
1.2368 |
1.2136 |
0.0232 |
1.9% |
0.0076 |
0.6% |
19% |
False |
False |
169,569 |
| 40 |
1.2368 |
1.1794 |
0.0575 |
4.7% |
0.0073 |
0.6% |
67% |
False |
False |
111,250 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
74% |
False |
False |
74,446 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
74% |
False |
False |
55,955 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
74% |
False |
False |
44,796 |
| 120 |
1.2368 |
1.1571 |
0.0798 |
6.5% |
0.0077 |
0.6% |
76% |
False |
False |
37,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2461 |
|
1.618 |
1.2375 |
|
1.000 |
1.2322 |
|
0.618 |
1.2288 |
|
HIGH |
1.2235 |
|
0.618 |
1.2202 |
|
0.500 |
1.2192 |
|
0.382 |
1.2182 |
|
LOW |
1.2149 |
|
0.618 |
1.2095 |
|
1.000 |
1.2062 |
|
1.618 |
1.2009 |
|
2.618 |
1.1922 |
|
4.250 |
1.1781 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2192 |
1.2255 |
| PP |
1.2188 |
1.2230 |
| S1 |
1.2183 |
1.2204 |
|