CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2175 |
1.2166 |
-0.0009 |
-0.1% |
1.2234 |
| High |
1.2195 |
1.2178 |
-0.0017 |
-0.1% |
1.2240 |
| Low |
1.2125 |
1.2089 |
-0.0037 |
-0.3% |
1.2089 |
| Close |
1.2171 |
1.2093 |
-0.0078 |
-0.6% |
1.2093 |
| Range |
0.0070 |
0.0090 |
0.0020 |
27.9% |
0.0151 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
166,280 |
142,815 |
-23,465 |
-14.1% |
747,510 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2330 |
1.2142 |
|
| R3 |
1.2299 |
1.2240 |
1.2117 |
|
| R2 |
1.2209 |
1.2209 |
1.2109 |
|
| R1 |
1.2151 |
1.2151 |
1.2101 |
1.2135 |
| PP |
1.2120 |
1.2120 |
1.2120 |
1.2112 |
| S1 |
1.2061 |
1.2061 |
1.2084 |
1.2046 |
| S2 |
1.2030 |
1.2030 |
1.2076 |
|
| S3 |
1.1941 |
1.1972 |
1.2068 |
|
| S4 |
1.1851 |
1.1882 |
1.2043 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2494 |
1.2176 |
|
| R3 |
1.2442 |
1.2343 |
1.2134 |
|
| R2 |
1.2291 |
1.2291 |
1.2120 |
|
| R1 |
1.2192 |
1.2192 |
1.2106 |
1.2166 |
| PP |
1.2140 |
1.2140 |
1.2140 |
1.2127 |
| S1 |
1.2041 |
1.2041 |
1.2079 |
1.2015 |
| S2 |
1.1989 |
1.1989 |
1.2065 |
|
| S3 |
1.1838 |
1.1890 |
1.2051 |
|
| S4 |
1.1687 |
1.1739 |
1.2009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2240 |
1.2089 |
0.0151 |
1.2% |
0.0081 |
0.7% |
3% |
False |
True |
149,502 |
| 10 |
1.2368 |
1.2089 |
0.0280 |
2.3% |
0.0082 |
0.7% |
1% |
False |
True |
165,222 |
| 20 |
1.2368 |
1.2089 |
0.0280 |
2.3% |
0.0079 |
0.7% |
1% |
False |
True |
159,671 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0075 |
0.6% |
49% |
False |
False |
126,090 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
62% |
False |
False |
84,392 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
62% |
False |
False |
63,410 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
62% |
False |
False |
50,779 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
62% |
False |
False |
42,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2558 |
|
2.618 |
1.2412 |
|
1.618 |
1.2323 |
|
1.000 |
1.2268 |
|
0.618 |
1.2233 |
|
HIGH |
1.2178 |
|
0.618 |
1.2144 |
|
0.500 |
1.2133 |
|
0.382 |
1.2123 |
|
LOW |
1.2089 |
|
0.618 |
1.2033 |
|
1.000 |
1.1999 |
|
1.618 |
1.1944 |
|
2.618 |
1.1854 |
|
4.250 |
1.1708 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2133 |
1.2164 |
| PP |
1.2120 |
1.2140 |
| S1 |
1.2106 |
1.2116 |
|