CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2234 |
1.2172 |
-0.0062 |
-0.5% |
1.2252 |
| High |
1.2235 |
1.2226 |
-0.0009 |
-0.1% |
1.2368 |
| Low |
1.2149 |
1.2154 |
0.0005 |
0.0% |
1.2210 |
| Close |
1.2179 |
1.2217 |
0.0038 |
0.3% |
1.2233 |
| Range |
0.0087 |
0.0073 |
-0.0014 |
-16.2% |
0.0158 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
149,163 |
143,720 |
-5,443 |
-3.6% |
904,712 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2416 |
1.2389 |
1.2257 |
|
| R3 |
1.2344 |
1.2317 |
1.2237 |
|
| R2 |
1.2271 |
1.2271 |
1.2230 |
|
| R1 |
1.2244 |
1.2244 |
1.2224 |
1.2258 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2206 |
| S1 |
1.2172 |
1.2172 |
1.2210 |
1.2185 |
| S2 |
1.2126 |
1.2126 |
1.2204 |
|
| S3 |
1.2054 |
1.2099 |
1.2197 |
|
| S4 |
1.1981 |
1.2027 |
1.2177 |
|
|
| 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% |
0.0087 |
0.7% |
31% |
False |
False |
176,389 |
| 10 |
1.2368 |
1.2149 |
0.0220 |
1.8% |
0.0080 |
0.7% |
31% |
False |
False |
158,989 |
| 20 |
1.2368 |
1.2146 |
0.0223 |
1.8% |
0.0076 |
0.6% |
32% |
False |
False |
164,256 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0073 |
0.6% |
72% |
False |
False |
114,818 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
79% |
False |
False |
76,836 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
79% |
False |
False |
57,742 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
79% |
False |
False |
46,233 |
| 120 |
1.2368 |
1.1607 |
0.0762 |
6.2% |
0.0077 |
0.6% |
80% |
False |
False |
38,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2534 |
|
2.618 |
1.2416 |
|
1.618 |
1.2343 |
|
1.000 |
1.2299 |
|
0.618 |
1.2271 |
|
HIGH |
1.2226 |
|
0.618 |
1.2198 |
|
0.500 |
1.2190 |
|
0.382 |
1.2181 |
|
LOW |
1.2154 |
|
0.618 |
1.2109 |
|
1.000 |
1.2081 |
|
1.618 |
1.2036 |
|
2.618 |
1.1964 |
|
4.250 |
1.1845 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2208 |
1.2225 |
| PP |
1.2199 |
1.2223 |
| S1 |
1.2190 |
1.2220 |
|