CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.2166 |
1.2096 |
-0.0070 |
-0.6% |
1.2234 |
| High |
1.2178 |
1.2160 |
-0.0018 |
-0.1% |
1.2240 |
| Low |
1.2089 |
1.2068 |
-0.0021 |
-0.2% |
1.2089 |
| Close |
1.2093 |
1.2141 |
0.0049 |
0.4% |
1.2093 |
| Range |
0.0090 |
0.0093 |
0.0003 |
3.4% |
0.0151 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
142,815 |
228,555 |
85,740 |
60.0% |
747,510 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2400 |
1.2363 |
1.2192 |
|
| R3 |
1.2308 |
1.2271 |
1.2166 |
|
| R2 |
1.2215 |
1.2215 |
1.2158 |
|
| R1 |
1.2178 |
1.2178 |
1.2149 |
1.2197 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2132 |
| S1 |
1.2086 |
1.2086 |
1.2133 |
1.2104 |
| S2 |
1.2030 |
1.2030 |
1.2124 |
|
| S3 |
1.1938 |
1.1993 |
1.2116 |
|
| S4 |
1.1845 |
1.1901 |
1.2090 |
|
|
| 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 |
1.2068 |
0.0172 |
1.4% |
0.0082 |
0.7% |
43% |
False |
True |
165,380 |
| 10 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0083 |
0.7% |
24% |
False |
True |
169,849 |
| 20 |
1.2368 |
1.2068 |
0.0301 |
2.5% |
0.0079 |
0.7% |
24% |
False |
True |
161,468 |
| 40 |
1.2368 |
1.1833 |
0.0535 |
4.4% |
0.0077 |
0.6% |
58% |
False |
False |
131,784 |
| 60 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
69% |
False |
False |
88,195 |
| 80 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0074 |
0.6% |
69% |
False |
False |
66,261 |
| 100 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0076 |
0.6% |
69% |
False |
False |
53,064 |
| 120 |
1.2368 |
1.1640 |
0.0728 |
6.0% |
0.0077 |
0.6% |
69% |
False |
False |
44,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2553 |
|
2.618 |
1.2402 |
|
1.618 |
1.2310 |
|
1.000 |
1.2253 |
|
0.618 |
1.2217 |
|
HIGH |
1.2160 |
|
0.618 |
1.2125 |
|
0.500 |
1.2114 |
|
0.382 |
1.2103 |
|
LOW |
1.2068 |
|
0.618 |
1.2010 |
|
1.000 |
1.1975 |
|
1.618 |
1.1918 |
|
2.618 |
1.1825 |
|
4.250 |
1.1674 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.2132 |
1.2138 |
| PP |
1.2123 |
1.2135 |
| S1 |
1.2114 |
1.2131 |
|