CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2172 |
1.2223 |
0.0051 |
0.4% |
1.2252 |
| High |
1.2226 |
1.2240 |
0.0014 |
0.1% |
1.2368 |
| Low |
1.2154 |
1.2156 |
0.0002 |
0.0% |
1.2210 |
| Close |
1.2217 |
1.2171 |
-0.0047 |
-0.4% |
1.2233 |
| Range |
0.0073 |
0.0084 |
0.0012 |
15.9% |
0.0158 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.5% |
0.0000 |
| Volume |
143,720 |
145,532 |
1,812 |
1.3% |
904,712 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2390 |
1.2217 |
|
| R3 |
1.2357 |
1.2306 |
1.2194 |
|
| R2 |
1.2273 |
1.2273 |
1.2186 |
|
| R1 |
1.2222 |
1.2222 |
1.2178 |
1.2205 |
| PP |
1.2189 |
1.2189 |
1.2189 |
1.2180 |
| S1 |
1.2138 |
1.2138 |
1.2163 |
1.2121 |
| S2 |
1.2105 |
1.2105 |
1.2155 |
|
| S3 |
1.2021 |
1.2054 |
1.2147 |
|
| S4 |
1.1937 |
1.1970 |
1.2124 |
|
|
| 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 |
1.2362 |
1.2149 |
0.0214 |
1.8% |
0.0087 |
0.7% |
10% |
False |
False |
162,493 |
| 10 |
1.2368 |
1.2149 |
0.0220 |
1.8% |
0.0082 |
0.7% |
10% |
False |
False |
160,875 |
| 20 |
1.2368 |
1.2149 |
0.0220 |
1.8% |
0.0078 |
0.6% |
10% |
False |
False |
162,228 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0074 |
0.6% |
63% |
False |
False |
118,416 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
73% |
False |
False |
79,256 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
73% |
False |
False |
59,559 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
73% |
False |
False |
47,688 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
73% |
False |
False |
39,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2597 |
|
2.618 |
1.2459 |
|
1.618 |
1.2375 |
|
1.000 |
1.2324 |
|
0.618 |
1.2291 |
|
HIGH |
1.2240 |
|
0.618 |
1.2207 |
|
0.500 |
1.2198 |
|
0.382 |
1.2188 |
|
LOW |
1.2156 |
|
0.618 |
1.2104 |
|
1.000 |
1.2072 |
|
1.618 |
1.2020 |
|
2.618 |
1.1936 |
|
4.250 |
1.1799 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2194 |
| PP |
1.2189 |
1.2186 |
| S1 |
1.2180 |
1.2178 |
|